The Absence of a Size Effect: Letting Go Of The Size Premium
BVR's Webinar Series
Tuesday, December 1, 2020
10:00am-11:40am PT • 1:00pm-2:40pm ET
The recording and transcript for this webinar are available to subscribers:
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- What is the size effect?
- Academic literature
- Empirical evidence
- Issues with the size premium
- List the evidence as to why there is no size effect
- Identify issues with existing studies that appear to show there is a size effect
- Describe the issues when they add a size premium to their CAPM cost of equity
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