Overview of Value Premium and Size Effect Research
March 8, 2011 - Size Effect, Value Premium
How and why do the value premium and size effect work? In their February 2011 paper entitled “Value and Size Puzzles: A Commented Survey”, Kateryna Shapovalova and Alexander Subbotin review and assess prior research on the value premium and size effect, which play key roles in the most widely use factor models of stock prices…. Keep Reading