Short stories used to be the more lucrative form. Writers like F. Scott Fitzgerald made most of their income from selling short stories to magazines like Collier's or Esquire, not novels.
Alexandre Dumas serial published The Three Musketeers and The Count of Monte Cristo - being paid by the word - which is why they're so long - but also extra impressive how good they turned out.
The stories were not finished while the beginnings were being published.
That's right, I was forgetting serialized novels. They were big, too.
That method of Dumas was how Dostoevsky worked, at least some of the time--not knowing exactly what he was doing in a novel until after its first chapters had already appeared in a magazine. Presumably his gambling debts had something to do with this habit of working, although he supposedly had a case of what they call "hypergraphia," and could produce an incredibly amount of writing in a short amount of time.
The stories were not finished while the beginnings were being published.