@article{92589146e9e748bcbb8f91f7fbf56b20,
title = "The Relation between Market Value, Past Performance and Extreme Returns of Common Stocks in the United States, 1926-2012",
author = "DeBondt, \{Werner F.M.\} and Jungshik Hur and Pettengill, \{Glenn N.\} and Vivek Singh",
note = "33 Pages Posted: 10 May 2017 Last revised: 29 Jun 2018 Date Written: May 8, 2017 We study the interrelation between the size and winner-loser effects in U.S. stock re-turns, including their response to extreme returns. We find that size effect and winner-loser effect are present in data up to 2017.",
year = "2017",
month = may,
day = "8",
doi = "10.2139/ssrn.2965124",
language = "American English",
journal = "Social Science Research Network",
}