Is Size Dead? A Review of the Size Effect in Equity Returns

By M. V. Dijk. 2011

304 citations recorded by the source corpus.

Subfields: Accounting, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/6fdd7cbeb261bac91316091857ce5d2bb6c504bc

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Ronen Israel
2. Clifford S. Asness
3. Lasse Heje Pedersen
4. Tobias J. Moskowitz
5. Andrea Frazzini
6. Robert Novy-Marx
7. Nicholas Barberis
8. Avanidhar Subrahmanyam

In Finance

1. Lasse Heje Pedersen
2. Tobias J. Moskowitz
3. Clifford S. Asness
4. Andrea Frazzini
5. Ronen Israel
6. Robert Novy-Marx
7. Nicholas Barberis
8. Avanidhar Subrahmanyam

In Strategy and Management

1. Lasse Heje Pedersen
2. Clifford S. Asness
3. Andrea Frazzini
4. Tobias J. Moskowitz
5. Ronen Israel
6. Christian Wagner
7. Jianfeng Yu
8. Robert Novy-Marx

Citations in the corpus

• Size matters, if you control your junk (2018, background): “Van Dijk (2013) finds the same in a review of the size literature.”
• Factor Investing in the Corporate Bond Market (2017, unknown): “incomplete information about small firms, or size being a proxy for (default) risk; see van Dijk (2011) for a literature overview.”
• The Cross-Section of Stock Returns in Frontier Emerging Markets (2012, unknown): “Van Dijk (2011) provides a comprehensive review on the size effect around the world.”