---
title: Idiosyncratic Volatility Trends
url: https://www.ml-quant.com/papers/repec/now-jnlcfr-104-00000127/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:now:jnlcfr:104.00000127
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fdx.doi.org%2F10.1561%2F104.00000127%3Bh%3Drepec%3Anow%3Ajnlcfr%3A104.00000127
featured: 2023-08-17
citations: unknown
topic: Derivatives & Volatility
---


# Idiosyncratic Volatility Trends

The study confirms Campbell et al.'s (2001) findings on aggregate idiosyncratic volatility, suggesting these results are sample-specific and offering more understanding of idiosyncratic volatility trends.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fdx.doi.org%2F10.1561%2F104.00000127%3Bh%3Drepec%3Anow%3Ajnlcfr%3A104.00000127
- Identifier: RePEc:now:jnlcfr:104.00000127
- Released: 2023-08-17
- First featured: Quant Letter No. 12 (2023-08-17): https://www.ml-quant.com/issues/2023-08-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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