The Small Cap Premium: Does It Really Matter? – ValueWalk Premium
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The Small Cap Premium: Does It Really Matter?

Conventional wisdom says that US small-cap stocks have historically outperformed large-cap stocks, but some recent studies have argued that this is not always necessarily the case.

Q3 2019 hedge fund letters, conferences and more

Two recent studies stand out. Alquist et al. (2018) consider the empirical findings of the Size effect over the past few decades and argue that there no strong empirical evidence to support the idea of a . . .

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