The Conditional Relation between Beta and Returns von Pettengill, Glenn N., Sundaram, Sridhar, Mathur, Ike

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Validating empirically identified risk factors von Pettengill, Glenn, Chang, George

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Why Not Return Diagrams von Pettengill, Glenn, Chang, George

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Market states and the risk-based explanation of the size premium von Hur, Jungshik, Pettengill, Glenn, Singh, Vivek

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Insider Trading Around ESOP Announcements: Wealth Effect vs. Control Effect von Iqbal, Zahid, Pettengill, Glenn N., Shetty, Shekar

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HOLIDAY CLOSINGS AND SECURITY RETURNS von Pettengill, Glenn N.

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Response of the cost of equity to leverage: an alternative perspective von Pettengill, Glenn N, Lander, Diane M

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Teaching Comparative Risk of Put Buying vs. Short Selling von Pettengill, Glenn, Gondhalekar, Vijay, Wingender, John

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Choosing between value and growth in mutual fund investing von Pettengill, Glenn, Chang, George, Hueng, C. James

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A COMPREHENSIVE EXAMINATION OF VOLUME EFFECTS AND SEASONALITY IN DAILY SECURITY RETURNS von Pettengill, Glenn N., Jordan, Bradford D.

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Speculative Short Sellers, Put Options and the Weekend Effect: A Closer Examination von Pettingill, Glenn, Pettengill, Glenn, Gondhalekar, Vijay, Wingender, John

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Can individual investors duplicate professional momentum investing? von Pettengill, Glenn N, Edwards, Susan M, Griggs, Frank T

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A Survey of the Monday Effect Literature von Pettengill, Glenn N.

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Is momentum investing a viable strategy for individual investors? von Pettengill, Glenn N, Edwards, Susan M, Schmitt, Dennis E

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An experimental study of the “blue-monday” hypothesis von Pettengill, Glenn N.

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Arbitrage, Institutional Investors, and the Monday Effect von Pettengill, Glenn N., Wingender, John R., Kohli, Raj

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Estimating Expected Returns in an Event Study Framework: Evidence from the Dartboard Column von Pettengill, Glenn N., Clark, John M.

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The Effect of the Growth of Multimarket Firms on Economic Performance: The Milk Industry von Pettengill, Glenn N.

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Daily Return Correlations: A Reexamination von Pettengill, Glenn N.

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A Non-Tax Cause for the January Effect? Evidence from Early Data von Pettengill, Glenn N.

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