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~isPartOf:"Quarterly journal of business and economics : QJBE"
~language:"eng"
~person:"Pettengill, Glenn N."
~type:"article"
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Arbitrage, institutional investor, and the Monday effect
Pettengill, Glenn N.
;
Wingender, John R.
;
Kohli, Raj K.
- In:
Quarterly journal of business and economics : QJBE
42
(
2003
)
3/4
,
pp. 49-63
Persistent link: https://www.econbiz.de/10002416372
Saved in:
2
A survey of the Monday effect literature
Pettengill, Glenn N.
- In:
Quarterly journal of business and economics : QJBE
42
(
2003
)
3/4
,
pp. 3-27
Persistent link: https://www.econbiz.de/10002416282
Saved in:
3
Estimating expected returns in an event study framework : evidence from the Dartboard column
Pettengill, Glenn N.
;
Clark, John M.
- In:
Quarterly journal of business and economics : QJBE
40
(
2001
)
3/4
,
pp. 3-21
Persistent link: https://www.econbiz.de/10001764348
Saved in:
4
Daily return correlations : a reexamination
Pettengill, Glenn N.
- In:
Quarterly journal of business and economics : QJBE
28
(
1989
)
3
,
pp. 122-141
Persistent link: https://www.econbiz.de/10001089463
Saved in:
5
A non-tax cause for the January effect? : evidence from early data
Pettengill, Glenn N.
- In:
Quarterly journal of business and economics : QJBE
25
(
1986
)
3
,
pp. 15-33
Persistent link: https://www.econbiz.de/10001020353
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