Existence of Size Premium: A Review of Literature and Suggestions for Future Research

Premysl Krch ()
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Premysl Krch: University of Economics, Prague

Chapter Chapter 71 in New Trends in Finance and Accounting, 2017, pp 771-781 from Springer

Abstract: Abstract The text provides a summary of previous research on the existence of size premium as a part of discount rate. The review shows that the studies provide very different findings. However, some common points may be identified. First, there are long periods with size premium being non-present in the markets. Second, the results of analyses show significant differences between the individual national markets. Third, the liquidity factor seems to play role in size factor.

Keywords: Discount rate; Size premium; Fama–French; CAPM (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:prbchp:978-3-319-49559-0_71

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DOI: 10.1007/978-3-319-49559-0_71

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