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Glenn N Pettengill
Information about the author Glenn N Pettengill will soon be added to the site.
Found
2 papers
in total
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Holiday closings and security returns
1989
This paper documents unusual return patterns for securities around holiday closings....
A COMPREHENSIVE EXAMINATION OF VOLUME EFFECTS AND SEASONALITY IN DAILY SECURITY RETURNS
1988
In this study, an integrated model of return seasonality is developed and the...
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