I'm using the Graph Explorer to try out some requests (https://graph.microsoft.com/v1.0/me/events), but my data was too big to easily parse. So I tried to use the Prefer: odata.maxpagesize=3 header as documented, but the response still returned the full list of events. I tried both with v1.0 and beta.
Checking the Network console in Chrome, the Prefer: odata.maxpagesize=3 is included in the request headers, but Preference-Applied is missing from the response headers.
Try something like this, it definitely works:
https://msdn.microsoft.com/office/office365/api/complex-types-for-mail-contacts-calendar#page-results