Actually it's the torque that matters when it comes to highway milage. Small engines have to run at higher rpm to compensate lower torque and maintain higher speed while bigger engines have better torque and can run at medium or even lower for engines that are 3 - 4 liters.
I had a large sedan weighing 1500kgs+ with 3.8 ltr engine and it'd do 120km/hr at 1500-1700 rpm averaging 13km/ltr on highway. But in city it'd only do 8-10 km/ltr because the engine still ran at 155-1700 rpm but at lower gears and slower speeds.
So look for a smaller engined car that has good torque figures. Honda city does 18 km/ltr on motorway easily.