Glenn N. Pettengill

Grand Valley State University

1 Campus Dr.

Allendale, MI 49401-9403

United States

SCHOLARLY PAPERS

3

DOWNLOADS

190

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Relation between Market Value, Past Performance and Extreme Returns of Common Stocks in the United States, 1926-2017

Number of pages: 33 Posted: 10 May 2017 Last Revised: 29 Jun 2018
Werner F.M. DeBondt, Jungshik Hur, Glenn N. Pettengill and Vivek Singh
DePaul University - Driehaus Center for Behavioral Finance, Louisiana Tech University, Grand Valley State University and University of Michigan at Dearborn - College of Business
Downloads 133 (216,990)
Citation 1

Abstract:

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Empirical Asset Pricing, Anomalies, Size, Overreaction, Risk, Behavioral Finance

2.

Identifying the Value Premium: A Test of Mutual Fund Performance Measures

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 22 Posted: 02 Sep 2012 Last Revised: 03 Feb 2013
Glenn N. Pettengill, George Chang and C. James Hueng
Grand Valley State University, Department of Finance and Western Michigan University - Department of Economics
Downloads 57 (368,264)

Abstract:

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Value Premium, Mutual Fund Performance measures, Risk-adjusted Return, CAPM, Fama-French 3-factor Model

3.

The Intricate Relation between Return, Market Value and Past Performance of Common Stocks in the United States 1926-2006

Midwest Finance Association 2012 Annual Meetings Paper
Posted: 19 Sep 2011
Glenn N. Pettengill, Werner F.M. DeBondt, Jungshik Hur and Vivek Singh
Grand Valley State University, DePaul University - Driehaus Center for Behavioral Finance, Louisiana Tech University and University of Michigan at Dearborn - College of Business

Abstract:

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Empirical asset pricing, risk premia, anomalies, size, seasonality, overreaction, behavioral finance