Size Returns is a financial economics construct that, within the context of exchange management, refers to the differential rate of return observed across equities categorized by firm size, typically manifesting as higher average returns for smaller firms relative to larger firms after controlling for systematic risk.
92
Publications
10.9K
Citations
167
Authors
117
Institutions
Publications per year
2017–2026
7
Parents
Publications
92
Fundamentals and Stock Returns in Japan
Louis K.C. Chan, Yasushi Hamao, Josef Lakonishok · The Journal of Finance · 1991 · 1.4K citations · Full text
A Reprise of Size and R & D
Wesley M. Cohen, Steven Klepper · The Economic Journal · 1996 · 1.2K citations
Industry Concentration and Average Stock Returns
Kewei Hou, David T. Robinson · The Journal of Finance · 2006 · 911 citations
Structural and Return Characteristics of Small and Large Firms
Kevin C. Chan, Nai‐Fu Chen · The Journal of Finance · 1991 · 820 citations
Equilibrium Cross Section of Returns
João F. Gomes, Leonid Kogan, Lu Zhang · Journal of Political Economy · 2003 · 799 citations
1–5 of 92
Authors
167
- PGPriyank Gandhi
Rutgers Sexual and Reproductive Health and Rights, Netherlands
3 publications · 339 citations
3
h-index
- RR
3
h-index
- JLJosef Lakonishok
University of Illinois Urbana-Champaign, United States
3 publications · 1.8K citations
3
h-index
- TB
2
h-index
- KH
2
h-index
1–5 of 167
Institutions
117
National Bureau of Economic Research
Cambridge, United States
6 h-index
7 publications
428 citations
The University of Queensland
Brisbane, Australia
3 h-index
6 publications
317 citations
Centre for Economic Policy Research
London, United Kingdom
3 h-index
3 publications
256 citations
Northern Illinois University
DeKalb, United States
2 h-index
4 publications
272 citations
Dartmouth College
Hanover, United States
2 h-index
2 publications
98 citations
HEC Montréal
Montreal, Canada
2 h-index
2 publications
39 citations
University of Chicago
Chicago, United States
2 h-index
3 publications
100 citations
University of Illinois Chicago
Chicago, United States
2 h-index
2 publications
1.7K citations
1–8 of 117
Venues
- SSRN Electronic Journal
Repository · 12 publications · 479 citations
11
h-index
- The Journal of Finance
9 publications · 4.2K citations
9
h-index
- The Journal of Portfolio Management
JPM · 4 publications · 177 citations
4
h-index
- Accounting and Finance
3 publications · 141 citations
3
h-index
- Small Business Economics
3 publications · 240 citations
3
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1–5