Concepedia

Glenn N. Pettengill

GN

8

Publications

975

Citations

8

H-Index

1988

Active since

Affiliations

Emporia State University(Current)

University of Missouri

Grand Valley State University

Glenn N. Pettengill is an author at Emporia State University specializing in financial economics, business, and finance.

Top concepts

FinanceBusinessFinancial EconomicsAsset PricingEmpirical FinanceEconomicsEconomic AnalysisAccountingManagementMarket Microstructure

Publications per year

1988–2014

8

Publications

8

The Conditional Relation between Beta and Returns

Glenn N. Pettengill, Sridhar Sundaram, Ike Mathur · Journal of Financial and Quantitative Analysis · 1995 · 542 citations

Empirical Finance, Asset Allocation, Regression Analysis +16

A Survey of the Monday Effect Literature

Glenn N. Pettengill · Quarterly journal of business and economics · 2003 · 115 citations

Empirical Finance, Monday Effect, Negative Monday Returns +17

HOLIDAY CLOSINGS AND SECURITY RETURNS

Glenn N. Pettengill · The Journal of Financial Research · 1989 · 104 citations

Empirical Finance, Market Microstructure, Financial Economics +15

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

Glenn N. Pettengill, Sridhar Sundaram, Ike Mathur · Financial Review · 2002 · 62 citations

Empirical Finance, Financial Risk Management, Asset Pricing +17

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

Glenn N. Pettengill, Bradford D. Jordan · The Journal of Financial Research · 1988 · 50 citations

Empirical Finance, Market Microstructure, Relative Trading Volume +13

Rows per page

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