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An experimental study of the "Blue-Monday" hypothesis
Pettengill, Glenn N. - In: The journal of socio-economics 22 (1993) 3, pp. 241-257
Persistent link: https://www.econbiz.de/10001152889
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Persistent seasonal return patterns
Pettengill, Glenn N. - In: The financial review : the official publication of the … 20 (1985) 4, pp. 271-286
Persistent link: https://www.econbiz.de/10001014873
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A comprensive examination of volume effects and seasonality in daily security returns
Pettengill, Glenn N.; Jordan, Bradford D. - In: The journal of financial research 11 (1988) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10003592567
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The overreaction hypothesis, firm size, and stock market seasonality : price reversals in security returns are predictable, but complex
Pettengill, Glenn N. - In: The journal of portfolio management : a publication of … 16 (1990) 3, pp. 60-64
Persistent link: https://www.econbiz.de/10001112358
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The risk-return tradeoff : is January special?
Pettengill, Glenn N. - In: Journal of the Midwest Finance Association 21 (1992), pp. 96-104
Persistent link: https://www.econbiz.de/10001141350