The DOI matches its Crossref record.
The relationship between return and market value of common stocks
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cited by
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
The Cross‐Section of Expected Stock Returns
FAMA, E. F., & FRENCH, K. R. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04398.x · Cited by 17,261
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
JEGADEESH, N., & TITMAN, S. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb04702.x · Cited by 11,584
Investor Sentiment and the Cross‐Section of Stock Returns
BAKER, M., & WURGLER, J. (2006) · The Journal of Finance · doi:10.1111/j.1540-6261.2006.00885.x · Cited by 6,049
A Simple Model of Capital Market Equilibrium with Incomplete Information
MERTON, R. C. (1987) · The Journal of Finance · doi:10.1111/j.1540-6261.1987.tb04565.x · Cited by 5,811
FAMA, E. F. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb04636.x · Cited by 5,350
Asset pricing and the bid-ask spread
Amihud, Y., & Mendelson, H. (1986) · Journal of Financial Economics · doi:10.1016/0304-405x(86)90065-6 · Cited by 5,090
Fama (1998) · doi:10.1016/s0304-405x(98)00026-9 · Cited by 2,576
… and the Cross-Section of Expected Returns
Harvey, C. R., Liu, Y., & Zhu, H. (2016) · Review of Financial Studies · doi:10.1093/rfs/hhv059 · Cited by 2,119
Size-related anomalies and stock return seasonality
Keim, D. B. (1983) · Journal of Financial Economics · doi:10.1016/0304-405x(83)90025-9 · Cited by 1,801
Size, value, and momentum in international stock returns
Fama, E. F., & French, K. R. (2012) · Journal of Financial Economics · doi:10.1016/j.jfineco.2012.05.011 · Cited by 1,767
Does Academic Research Destroy Stock Return Predictability?
MCLEAN, R. D., & PONTIFF, J. (2016) · The Journal of Finance · doi:10.1111/jofi.12365 · Cited by 1,566
FAMA, E. F., & FRENCH, K. R. (2008) · The Journal of Finance · doi:10.1111/j.1540-6261.2008.01371.x · Cited by 1,578
FAMA, E. F. (1991) · The Journal of Finance · doi:10.2307/2328565 · Cited by 1,271
Data-Snooping Biases in Tests of Financial Asset Pricing Models
Lo, A. W., & MacKinlay, A. C. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.3.431 · Cited by 1,134
Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings
FALKENSTEIN, E. G. (1996) · The Journal of Finance · doi:10.1111/j.1540-6261.1996.tb05204.x · Cited by 1,058
The Eco-Efficiency Premium Puzzle
Derwall, J., Guenster, N., Bauer, R., & Koedijk, K. (2005) · Financial Analysts Journal · doi:10.2469/faj.v61.n2.2716 · Cited by 965
Conditioning variables and the cross-section of stock returns
Ferson, W. E., & Harvey, C. R. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00148 · Cited by 839
Disagreement, tastes, and asset prices
Fama, E. F., & French, K. R. (2007) · Journal of Financial Economics · doi:10.1016/j.jfineco.2006.01.003 · Cited by 689
All the News That's Fit to Reprint: Do Investors React to Stale Information?
Tetlock, P. C. (2011) · Review of Financial Studies · doi:10.1093/rfs/hhq141 · Cited by 677
The Cross-section of Expected Stock Returns
Lewellen, J. (2015) · Critical Finance Review · doi:10.1561/104.00000024 · Cited by 407
Rajan, R. G., Zingales, L., & Kumar, K. B. (1999) · doi:10.2139/ssrn.170349 · Cited by 309
Sample‐Dependent Results Using Accounting and Market Data: Some Evidence
BANZ, R. W., & BREEN, W. J. (1986) · The Journal of Finance · doi:10.1111/j.1540-6261.1986.tb04548.x · Cited by 269
Self-citationThe supraview of return predictive signals
Green, J., Hand, J. R. M., & Zhang, X. F. (2013) · Review of Accounting Studies · doi:10.1007/s11142-013-9231-1 · Cited by 219
Bollerslev, T., Li, S. Z., & Todorov, V. (2016) · Journal of Financial Economics · doi:10.1016/j.jfineco.2016.02.001 · Cited by 180
Conrad, J., Cooper, M., & Kaul, G. (2003) · The Journal of Finance · doi:10.1111/1540-6261.00594 · Cited by 120
Non-fungible tokens (NFTs): A review of pricing determinants, applications and opportunities
Kräussl, R., & Tugnetti, A. (2024) · Journal of Economic Surveys · doi:10.1111/joes.12597 · Cited by 96
Environmentally significant behavior in the home
Stern, P. C. (2008) · The Cambridge Handbook of Psychology and Economic Behaviour · doi:10.1017/cbo9780511490118.015 · Cited by 50
(2011) · AFRICAN JOURNAL OF BUSINESS MANAGEMENT · doi:10.5897/ajbm10.474 · Cited by 48
Non-standard errors in the cryptocurrency world
Fieberg, C., Günther, S., Poddig, T., & Zaremba, A. (2024) · International Review of Financial Analysis · doi:10.1016/j.irfa.2024.103106 · Cited by 21
Non-Standard Errors in Portfolio Sorts
Walter, D., Weber, R., & Weiss, P. (2022) · SSRN Electronic Journal · doi:10.2139/ssrn.4164117 · Cited by 12
Predictability and the cross section of expected returns: evidence from the European stock market
Drobetz, W., Haller, R., Jasperneite, C., & Otto, T. (2019) · Journal of Asset Management · doi:10.1057/s41260-019-00138-0 · Cited by 8
Metadata
- Authors
- Banz, R. W.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1981-03
- Volume
- 9
- Issue
- 1
- Pages
- 3-18
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2116347131
- Cited by
- 5,922
- References
- 0
- FWCI
- 78.70
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
