Stock return variancesKenneth R. French, Richard W. Roll1986-09-01articleJournal of Financial Economics1,813 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesStochastic processes and financial applicationsFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 1,813 citations exist upstream.References1965The Behavior of Stock-Market Prices1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market1980Stock returns and the weekend effectCited by2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns1996Do Brokerage Analysts' Recommendations Have Investment Value?1988Mean reversion in stock prices2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?1990The Noise Trader Approach to Finance1988Estimating the components of the bid/ask spread1990Transmission of Volatility between Stock Markets