Sequences with constant number of return words

An infinite word has the property Rm if every factor has exactly m return words. Vuillon showed that R2 characterizes Sturmian words. We prove that a word satisfies Rm if its complexity function is (m − 1)n + 1 and if it contains no weak bispecial factor. These conditions are necessary for m = 3, whereas for m = 4 the complexity function need not be 3n + 1. A new class of words satisfying Rm is given.