Concepedia

Author

Glenn N. Pettengill

Emporia State University

Also Known As

Glenn N. Pettengill, Glenn Pettengill

28

Publications

1K

Citations

8

H-Index

37

Concepts

All Affiliations

Emporia State UniversityUniversity of MissouriGrand Valley State University
GN

About

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

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

7

7

937

2

Management

3

3

621

3

Accounting

3

3

696

4

Engineering

2

2

154

5

Social Sciences

1

1

38

Glenn N. Pettengill

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8

Publications

975

Citations

8

H-Index

YearCitations

The Conditional Relation between Beta and Returns

Glenn N. Pettengill, Sridhar Sundaram, Ike Mathur

Journal of Financial and Quantitative Analysis

1995

542

A Survey of the Monday Effect Literature

Glenn N. Pettengill

Quarterly journal of business and economics

2003

115

HOLIDAY CLOSINGS AND SECURITY RETURNS

Glenn N. Pettengill

The Journal of Financial Research

1989

104

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

Glenn N. Pettengill, Sridhar Sundaram, Ike Mathur

Financial Review

2002

62

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

The overreaction hypothesis, firm size, and stock market seasonality

Glenn N. Pettengill, Bradford D. Jordan

The Journal of Portfolio Management

1990

47

An experimental study of the “blue-monday” hypothesis

Glenn N. Pettengill

The Journal of Socio-Economics

1993

38

Market states and the risk-based explanation of the size premium

Jungshik Hur, Glenn N. Pettengill, Vivek Singh

Journal of Empirical Finance

2014

17

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