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Glenn N. Pettengill · Study

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Glenn N. Pettengill

7 works· latest 2003· 2 institutionscluster: provisional

h-index7

i107

Citations943

Works here7

88

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90

93

95

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03

Most cited in this library

The Conditional Relation between Beta and Returns1995 · 528 citations
A Survey of the Monday Effect Literature2003 · 119 citations
HOLIDAY CLOSINGS AND SECURITY RETURNS1989 · 104 citations
Payment For Risk: Constant Beta Vs. Dual‐Beta Models2002 · 60 citations
A COMPREHENSIVE EXAMINATION OF VOLUME EFFECTS AND SEASONALITY IN DAILY SECURITY RETURNS1988 · 47 citations

Works

7 shown

A Survey of the Monday Effect Literature

Quarterly journal of business and economics·2003·1 author

119citations

Payment For Risk: Constant Beta Vs. Dual‐Beta Models

Financial Review·2002·3 authors·Open access

60citations

The Conditional Relation between Beta and Returns

Journal of Financial and Quantitative Analysis·1995·3 authors·Open access

528citations

An experimental study of the “blue-monday” hypothesis

The Journal of Socio-Economics·1993·1 author

38citations

The overreaction hypothesis, firm size, and stock market seasonality

The Journal of Portfolio Management·1990·2 authors

47citations

HOLIDAY CLOSINGS AND SECURITY RETURNS

The Journal of Financial Research·1989·1 author

104citations

A COMPREHENSIVE EXAMINATION OF VOLUME EFFECTS AND SEASONALITY IN DAILY SECURITY RETURNS

The Journal of Financial Research·1988·2 authors

47citations