The relationship between return and market value of common stocksRolf W. Banz1981-03-01articleJournal of Financial Economics5,928 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesCorporate Finance and GovernanceFinancial Analysis and Corporate GovernanceAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 5,928 citations exist upstream.References1973Risk, Return, and Equilibrium: Empirical Tests1972Capital Market Equilibrium with Restricted Borrowing1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory1972The capital asset pricing model: Some empirical tests1921Survey of current business1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1977Foundations of Finance.1974The effects of dividend yield and dividend policy on common stock prices and returnsCited by1993Common risk factors in the returns on stocks and bonds1992The Cross-Section of Expected Stock Returns1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency2002Illiquidity and stock returns: cross-section and time-series effects1996Multifactor Explanations of Asset Pricing Anomalies1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders2006Investor Sentiment and the Cross‐Section of Stock Returns1991Efficient Capital Markets: II