Keywords
Capital asset pricing modelProxy (statistics)EconomicsEconometricsFinancial economicsExpected returnMarket valueSystematic riskRisk–return spectrumValue (mathematics)Monetary economicsStatisticsMathematicsFinance
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Publication Info
- Year
- 1981
- Type
- article
- Volume
- 9
- Issue
- 1
- Pages
- 3-18
- Citations
- 6024
- Access
- Closed
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Cite This
Rolf W. Banz
(1981).
The relationship between return and market value of common stocks.
Journal of Financial Economics
, 9
(1)
, 3-18.
https://doi.org/10.1016/0304-405x(81)90018-0
Identifiers
- DOI
- 10.1016/0304-405x(81)90018-0