articleTop 1% cited
The relationship between return and market value of common stocks
Journal of Financial Economics · 1981 · Vol. 9(1) · pp. 3–18
Rolf W. Banz✉(Northwestern University)
Financial Markets and Investment StrategiesFinancial Reporting and Valuation ResearchCorporate Finance and GovernanceCapital asset pricing modelProxy (statistics)EconomicsEconometricsFinancial economicsExpected returnMarket valueSystematic riskRisk–return spectrumValue (mathematics)
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References
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
Journal of Financial Economics · 1977 · 3,064 citations
Risk, Return, and Equilibrium: Empirical Tests
Journal of Political Economy · 1973 · 14,974 citations
INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
The Journal of Finance · 1977 · 2,472 citations
Principles of Econometrics
Technometrics · 1973 · 3,214 citations
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