Size premium
22 papers on size premium as a systematic trading strategy. The small-firm premium and size-sorted portfolios.
Also searched as: size effect, small-cap premium, small minus big, SMB factor
Papers221998–2026
Share of the family100 %22 of 22
Asset
Method
Papers by yearSize premium
Related familiespapers shared with this family
| Most cited in each asset | cited by | asset | |
|---|---|---|---|
| Digesting Anomalies: An Investment Approach by Hou et al.Equities | 152 | Equities | 2012 |
| Latest additions | asset | |
|---|---|---|
| The Inherent Value of Retail Prop Firms for Fixed-Size Trading Strategies by YoungbloodEquities | Equities | 2026 |
| The Migration of Small Cap Premia into Private Markets and Historical Lessons in Manager Selection by WidmaierEquities | Equities | 2026 |
| Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index by Atsiwo and SarantsevEquities | Equities | 2026 |
| Unravelling cross-sectional patterns in cryptocurrencies: a four-factor asset pricing model by Ali et al.Crypto | Crypto | 2025 |
| An Auto-Residual Factor Model by AlkshaikEquities | Equities | 2025 |
Assets with their own page
18 papers| Size premium in equities | 18 |
Size premium in crypto
1 paper| cited by | method | ||
|---|---|---|---|
| Unravelling cross-sectional patterns in cryptocurrencies: a four-factor asset pricing model by Ali et al. | Linear factor models | 2025 |
Size premium, no asset class named
3 papers| cited by | method | ||
|---|---|---|---|
| Trading-profit attribution for the size factor by Papathanakos | 0 | 2016 | |
| Audit Pricing: The Size Factor by Fleischer and Goettsche | 0 | 2010 | |
| On the Consistency between the Fama-French Daily and Monthly Factors by Yan | 0 | Linear factor models | 2008 |