PT  - JOURNAL ARTICLE
AU  - Keith E. Gustafson
AU  - James D. Miller
TI  - Where Has the Small-Stock Premium Gone?
AID  - 10.3905/joi.1999.319367
DP  - 1999 Aug 31
TA  - The Journal of Investing
PG  - 45--53
VI  - 8
IP  - 3
4099  - https://pm-research.com/content/8/3/45.short
4100  - https://pm-research.com/content/8/3/45.full
AB  - The authors compare the recent performance of various equity market capitalization-size groups. They place the underperformance of smaller stocks in a historical context and explore the cyclical nature of small-stock return premiums in an attempt to account for the historical, as well as the potential, underperformance. In the process, they address various arguments against expectations of superior small-stock returns.