In today’s video, we examine two posts from last week. First, we examine Wes’ post on the Size factor. Second, we examine a paper by Tommi examining the distribution of Size and Value returns over various time horizons.

Article Links:

  1. Is There a Size Effect in the Stock Market?
  2. How Risky are the Value and Size Premiums? Part 2/2 of Volatility Lessons
Print Friendly, PDF & Email