of their risk did not appear to be diversifiable. There was little correlation between size (measured by market … capitalization) and subsequent rate of return, though size and standard deviation of rate of return were significantly negatively …

Adoption of the divisional for M of organisation structure has been explained with reference to size. The present … theoretically and empirically. Grinyer (1982) has defended the argument from size. The present paper replies to Grinyer. It points … to continuing theoretical weaknesses with size. Aspects of the defence by Grinyer are challenged. And his criticisms of …

€“1984 period. We find this so-called size effect to be robust with respect to several technical methodological adjustments …; varying levels of systematic risk of size ranked portfolios; the index selected to represent the common factor in the return … that seem in part to account for the magnitude of the size effect, viz., accounting for: yearly rather than monthly …

stock market. After partitioning stocks into three size categories (micro, small and big), we find that none of the eight … anomalies are pervasive across size groups in either sorts or cross-sectional regressions. The existence of size, value … matter for small stocks. Contrarian returns are largely explained by stock size and value dimensions. Evidence for the …