The Implied Volatility of Australian Index Options

Expected stock returns and volatility

Kenneth R. French, G. William Schwert, Robert F. Stambaugh · Journal of Financial Economics · 1987 · 4.3K citations · Full text

Business, Economics, Finance +12

Why Does Stock Market Volatility Change Over Time?

G. William Schwert · The Journal of Finance · 1989 · 3.6K citations

Business, Economics, History +16

Estimating betas from nonsynchronous data

Myron S. Scholes, Joseph Williams · Journal of Financial Economics · 1977 · 2.8K citations

Natural Sciences, Biostatistics, Econometrics +6

The stochastic behavior of common stock variances Value, leverage and interest rate effects

Andrew Christie · Journal of Financial Economics · 1982 · 2.4K citations

Business, Economics, Finance +16

Stock return variances

Kenneth R. French, Richard Roll · Journal of Financial Economics · 1986 · 1.9K citations