Stock return variances - The arrival of information and the reaction of traders

French, K.R. ; Roll, R.

Amsterdam : Elsevier

ISSN:	0304-405X
Source:	Elsevier Journal Backfiles on ScienceDirect 1907 - 2002
Topics:	Economics
Type of Medium:	Electronic Resource
URL:	http://linkinghub.elsevier.com/retrieve/pii/0304-405X(86)90004-8