Where Does the Size Premium Live? Survival, Equity Returns and Credit Spreads in Brazil, and What They Imply for the Discount Rate in Valuation
The study finds no equity size premium in Brazil, but an unexplained 6.8 to 8.8 percentage point credit spread for small firms that rises sharply with corporate delinquency.
Featured in No. 135 on 16 Oct 2026 · 3 days after release
- Released
- 13 Oct 2026
- First featured
- No. 135 · 16 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7607262
- Authors
- Ruben Xavier De Freitas
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).