  Measurements of (anti)proton, (anti)deuteron, and (anti)$^3$He production in
the rapidity range $-1<y< 0$ as a function of the transverse momentum and event
multiplicity in p-Pb collisions at a center-of-mass energy per nucleon-nucleon
pair $\sqrt{s_{\rm NN}} = 8.16$ TeV are presented. The coalescence parameters
$B_2$ and $B_3$, measured as a function of the transverse momentum per nucleon
and of the mean charged-particle multiplicity density, confirm a smooth
evolution from low to high multiplicity across different collision systems and
energies. The ratios between (anti)deuteron and (anti)$^3$He yields and those
of (anti)protons are also reported as a function of the mean charged-particle
multiplicity density. A comparison with the predictions of the statistical
hadronization and coalescence models for different collision systems and
center-of-mass energies favors the coalescence description for the
deuteron-to-proton yield ratio with respect to the canonical statistical model.
