The '''size premium''' is the historical tendency for the stocks of firms with smaller market capitalizations to outperform the stocks of firms with larger market capitalizations. It is one of the factors in the Fama–French three-factor model.<ref>[http://seekingalpha.com/article/1921171-examining-the-size-premium Examining The Size Premium | Seeking Alpha]</ref><ref>[http://theirrelevantinvestor.tumblr.com/post/106065243688/here-come-small-caps-going-back-to-1979-december Here Come Small Caps Going back to 1979, December... | The Irrelevant Investor] {{webarchive|url=https://web.archive.org/web/20141229110952/http://theirrelevantinvestor.tumblr.com/post/106065243688/here-come-small-caps-going-back-to-1979-december |date=2014-12-29 }}</ref>
== See also ==
* Liquidity premium * Risk premium * Style investing
==References== <references/>
==External links== *{{cite web|url=http://www.duffandphelps.com/SiteCollectionDocuments/Reports/(EXCERPT)%202013%20Duff%20Phelps%20Risk%20Premium%20Report.pdf|title=Risk Premium Report 2013 - Duff & Phelps|publisher=Duff & Phelps}}
Category:Stock market
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