Will turning the volume up too loud blow out mah speakers?

Okay, first off I don't want any dumbasses answering saying, "of course it will you little spitfuck!" like every other question i've looked up so far. Of course, a common myth has gone around claiming that the volume is what breaks speakers but recently a friend of mine whose pretty smart when it comes to technology said its from volume change. Like if I turned on my speaker when it was already set to full volume it might blow out but if I ease into it wont. And if I go from full volume to muting it it may blow out. So whose correct? Is it volume, volume change or something completely different. Also I don't want someone just saying something out of stupidity or ignorance, so it'd be nice if you couls ite your sources or give a logical reason to why it works the way it does :D thanks