What drove the increase in idiosyncratic volatility during the Internet boom?
Year of publication: |
2010
|
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Authors: | Fink, Jason ; Fink, Kristin E. ; Grullon, Gustavo ; Weston, James P. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 45.2010, 5, p. 1253-1278
|
Subject: | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Internet | Wachstumsbranche | Growth industries | Zeitreihenanalyse | Time series analysis | 1965-2006 |
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