Before revision:  Assuming Brownian market self-similarity, the market return  memory and autocorrelation functions are derived, which exhibit an oscillatory-decaying behavior and a long-time tail similar to the empirical observations .
After revision:  Assuming Brownian market self-similarity, the market return memory and autocorrelation functions are derived, which exhibit an oscillatory-decaying behavior and a long-time tail , similar to empirical observations. Individual stocks are also described via the generalized Langevin equation. They are classified by their relation to the market memory as heavy, neutral and light stocks, possessing different kinds of autocorrelation functions .