A student came to the desk today and said everyone was looking for Banz's "small firm effect" article; she was unable to find it but "everyone quotes it." She knew it was published in 1981. Through finding some citations, we learned it is the following article, which is available through Science Direct:
The relationship between return and market value of common stocks
Journal of Financial Economics, Volume 9, Issue 1, March 1981, Pages 3-18
Rolf W. Banz
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