Firm size and value

  • Константин Викторович Богатырев MSU
  • Булат Зориктуевич Дондоков HSE
  • Малика Камильевна Жеребцова HSE
  • Иван Игоревич Павлов HSE
  • Александр Александрович Тихонов HSE
Keywords: capital markets, size effect, size premium, stock return, asset valuation

Abstract

Konstantin V. Bogatyrev - Moscow State University. M.V. Lomonosov Moscow State University. E-mail: konstantin.bogatyrev@yahoo.com

Bulat Zoriktuevich Dondokov Malika Kamylevna Zherebtsova Ivan Igorevich Pavlov Alexander Alexandrovich Tikhonov

This paper presents an overview of the research on the size effect in equity returns. This paper provides an overview of the academic debate on the causes of the size effect. Based on various studies, possible explanations for the size effect are summarized. The paper suggests possible directions for further research and methodological improvements, including those for the Russian stock market.

Downloads

Download data is not yet available.
Published
2013-11-16
How to Cite
БогатыревК. В., ДондоковБ. З., ЖеребцоваМ. К., ПавловИ. И. and ТихоновА. А. (2013) “Firm size and value”, Journal of Corporate Finance Research | ISSN: 2073-0438, 7(3), pp. 93-106. doi: 10.17323/j.jcfr.2073-0438.7.3.2013.93-106.
Section
Reviews