Jason Fink

What Drove the Increase in Idiosyncratic Volatility during the Internet Boom?

Jason Fink, Kristin Fink, Gustavo Grullon et al. · Journal of Financial and Quantitative Analysis · 2010 · 158 citations

Empirical Finance, Economics, Volatility Modeling +15

Expected Idiosyncratic Volatility Measures and Expected Returns

Jason Fink, Kristin Fink, Hui He · Financial Management · 2012 · 70 citations

Volatility Modeling, Engineering, Volatility Estimate +18

Competition on the Nasdaq and the growth of electronic communication networks

Jason Fink, Kristin Fink, James Weston · Journal of Banking & Finance · 2006 · 54 citations

Fintech, Electronic Communication Networks, Network Science +9

IPO Vintage and the Rise of Idiosyncratic Risk

Jason Fink, Gustavo Grullon, Kristin Fink et al. · SSRN Electronic Journal · 2005 · 48 citations · Full text

An examination of the effectiveness of static hedging in the presence of stochastic volatility

Jason Fink · Journal of Futures Markets · 2003 · 41 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +14