Download This PaperThe Size Proxy
4 Pages Posted: 17 Nov 2015 Last revised: 7 Aug 2017
Date Written: November 16, 2015
Abstract
Though ‘Size’ is the most important factor explaining stock market returns the possibility of size being a proxy was first mentioned in Banz (1978). Even after forty years of factor investing the industry is still looking for answers. This paper chronologically lists the research on ‘Size’ and why the question regarding ‘The Size Proxy’ has never been so relevant.
Keywords: Size Effect, Value Effect, Price Earning, Beta
JEL Classification: A00, A10
Suggested Citation: Suggested Citation
Pal, Mukul, The Size Proxy (November 16, 2015). Available at SSRN: https://ssrn.com/abstract=2691609 or http://dx.doi.org/10.2139/ssrn.2691609
Here is the Coronavirus
related research on SSRN
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.
