@article {Pettengill60, author = {Glenn N. Pettengill and Bradford D. Jordan}, title = {The overreaction hypothesis, firm size, and stock market seasonality}, volume = {16}, number = {3}, pages = {60--64}, year = {1990}, doi = {10.3905/jpm.1990.409264}, publisher = {Institutional Investor Journals Umbrella}, issn = {0095-4918}, URL = {https://jpm.pm-research.com/content/16/3/60}, eprint = {https://jpm.pm-research.com/content/16/3/60.full.pdf}, journal = {The Journal of Portfolio Management} }