Savin, N.E.; Loughran, T.; Horowitz, J.L.J. - Department of Economics, Tippie College of Business - 1996
In this paper we investigate the relation between expected return and firm size. Starting with the pionnering work of Banz (1981) and Reinganum (1981), this area has been one of the most researched topics in finance over the last 15 years.