Details about Ramon P. DeGennaro

Access statistics for papers by Ramon P. DeGennaro.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pde94

Working Papers

2010

1. Expected returns to stock investments by angel investors in groups
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (1)
   See also Journal Article Expected Returns to Stock Investments by Angel Investors in Groups, European Financial Management, European Financial Management Association (2014) View citations (9) (2014)

2007

2. A discrete choice model of dividend reinvestment plans: classification and prediction
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
   See also Journal Article A discrete choice model of dividend reinvestment plans: classification and prediction, Managerial and Decision Economics, John Wiley & Sons, Ltd. (2011) View citations (4) (2011)

2005

3. Market imperfections
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (8)
   See also Journal Article Market imperfections, Journal of Financial Transformation, Capco Institute (2005) View citations (5) (2005)

2004

4. Analyzing imputed financial data: a new approach to cluster analysis
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (1)
5. Understanding 401(k) plans
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta

2003

6. Asset allocation and section 529 plans
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (1)

2001

7. A generalized method for detecting abnormal returns and changes in systematic risk
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (2)
   See also Journal Article A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk, Review of Quantitative Finance and Accounting, Springer (2002) View citations (10) (2002)
8. Is there discrimination in mortgage pricing? the case of overages
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (1)
   See also Journal Article Is there discrimination in mortgage pricing? The case of overages, Journal of Banking & Finance, Elsevier (2003) View citations (40) (2003)

1999

9. Overages in mortgage pricing
   Proceedings, Federal Reserve Bank of Chicago View citations (1)

1994

10. Anticipating bailouts: the incentive-conflict model and the collapse of the Ohio Deposit Guarantee Fund
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (2)
    See also Journal Article Anticipating bailouts: The incentive-conflict model and the collapse of the Ohio deposit guarantee fund, Journal of Banking & Finance, Elsevier (1995) View citations (3) (1995)

1993

11. Capital forbearance and thrifts: an ex post examination of regulatory gambling
    Proceedings, Federal Reserve Bank of Chicago View citations (1)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (1992) View citations (8)

1992

12. Sources of value in lines of credit: evidence from the lender's perspective
    Proceedings, Federal Reserve Bank of Chicago View citations (1)

1991

13. On flexibility, capital structure, and investment decisions for the insured bank
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (2)
    See also Journal Article On flexibility, capital structure and investment decisions for the insured bank, Journal of Banking & Finance, Elsevier (1993) View citations (20) (1993)
14. The asset flexibility option and the value of deposit insurance
    Proceedings, Federal Reserve Bank of Chicago View citations (1)
15. Troubled savings and loan institutions: voluntary restructuring under insolvency
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (1)

1990

16. Failed delivery and daily Treasury bill returns
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (3)

1989

17. Regime changes in stock returns
    Working Papers (Old Series), Federal Reserve Bank of Cleveland
18. Variability and stationarity of term premia
    Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago

1988

19. STOCK RETURNS AND VOLATILITY
    Working Papers, Michigan State - Econometrics and Economic Theory View citations (31)
    See also Journal Article Stock Returns and Volatility, Journal of Financial and Quantitative Analysis, Cambridge University Press (1990) View citations (267) (1990)
20. THE IMPACT OF DELIVERY TERMS ON STOCK RETURN VOLATILITY
    Working Papers, Michigan State - Econometrics and Economic Theory View citations (5)

Journal Articles

2019

1. Overshooting: Evidence from share repurchases and subsidiary selling
   Research in International Business and Finance, 2019, 49, (C), 41-54 View citations (2)

2016

2. A review of angel investing research: analysis of data and returns in the US and abroad
   Studies in Economics and Finance, 2016, 33, (4), 716-734 View citations (2)

2014

3. Expected Returns to Stock Investments by Angel Investors in Groups
   European Financial Management, 2014, 20, (4), 739-755 View citations (9)
   See also Working Paper Expected returns to stock investments by angel investors in groups, FRB Atlanta Working Paper (2010) View citations (1) (2010)

2011

4. A discrete choice model of dividend reinvestment plans: classification and prediction
   Managerial and Decision Economics, 2011, 32, (4), 215-229 View citations (4)
   See also Working Paper A discrete choice model of dividend reinvestment plans: classification and prediction, FRB Atlanta Working Paper (2007) (2007)

2009

5. It’s Not Just Subprime!
   Journal of Private Enterprise, 2009, 25, (Fall 2009), 23-30 View citations (1)
6. New Evidence on the Link Between Government Subsidies and Wagering
   Journal of Gambling Business and Economics, 2009, 3, (2), 37-62

2007

7. Financial market frictions
   Economic Review, 2007, 92, (Q 3), 1-16 View citations (5)

2006

8. Merchant acquirers and payment card processors: a look inside the black box
   Economic Review, 2006, 91, (Q 1), 27-42 View citations (2)

2005

9. Market imperfections
   Journal of Financial Transformation, 2005, 14, 107-117 View citations (5)
   See also Working Paper Market imperfections, FRB Atlanta Working Paper (2005) View citations (8) (2005)

2004

10. Is discretionary pricing discretionary?: The case of overages in mortgage lending
    The Review of Black Political Economy, 2004, 31, (4), 59-68

2003

11. Direct investments in securities: A primer
    Economic Review, 2003, 88, (Q1), 1-14
12. Is there discrimination in mortgage pricing? The case of overages
    Journal of Banking & Finance, 2003, 27, (6), 1139-1165 View citations (40)
    See also Working Paper Is there discrimination in mortgage pricing? the case of overages, FRB Atlanta Working Paper (2001) View citations (1) (2001)
13. The Utility of Sport and Returns to Ownership
    Journal of Sports Economics, 2003, 4, (2), 145-153 View citations (8)

2002

14. A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk
    Review of Quantitative Finance and Accounting, 2002, 19, (4), 399-416 View citations (10)
    See also Working Paper A generalized method for detecting abnormal returns and changes in systematic risk, FRB Atlanta Working Paper (2001) View citations (2) (2001)

2000

15. Smooth Transition ARCH Models: Estimation and Testing
    Review of Quantitative Finance and Accounting, 2000, 15, (1), 5-20 View citations (7)
16. The efficiency of the price system: evidence from an alternative market
    Applied Economics Letters, 2000, 7, (11), 703-706

1998

17. Stock returns and volatility: Another look
    Journal of Economics and Finance, 1998, 22, (1), 5-18 View citations (4)

1997

18. Public information releases, private information arrival and volatility in the foreign exchange market
    Journal of Empirical Finance, 1997, 4, (4), 295-315 View citations (92)

1996

19. Market Efficiency and Money Market Fund Portfolio Managers: Beliefs versus Reality
    The Financial Review, 1996, 31, (2), 453-74 View citations (5)

1995

20. Anticipating bailouts: The incentive-conflict model and the collapse of the Ohio deposit guarantee fund
    Journal of Banking & Finance, 1995, 19, (8), 1401-1418 View citations (3)
    See also Working Paper Anticipating bailouts: the incentive-conflict model and the collapse of the Ohio Deposit Guarantee Fund, Working Papers (Old Series) (1994) View citations (2) (1994)

1994

21. Modeling International Long-Term Interest Rates
    The Financial Review, 1994, 29, (4), 577-97 View citations (21)

1993

22. On flexibility, capital structure and investment decisions for the insured bank
    Journal of Banking & Finance, 1993, 17, (6), 1133-1146 View citations (20)
    See also Working Paper On flexibility, capital structure, and investment decisions for the insured bank, Working Papers (Old Series) (1991) View citations (2) (1991)
23. Troubled Savings and Loan Institutions: Turnaround Strategies Under Insolvency
    Financial Management, 1993, 22, (3) View citations (5)

1990

24. Standardizing world securities clearance systems
    Economic Commentary, 1990, (Apr)
25. Stock Returns and Volatility
    Journal of Financial and Quantitative Analysis, 1990, 25, (2), 203-214 View citations (267)
    See also Working Paper STOCK RETURNS AND VOLATILITY, Working Papers (1988) View citations (31) (1988)
26. THE EFFECT OF PAYMENT DELAYS ON STOCK PRICES
    Journal of Financial Research, 1990, 13, (2), 133-145 View citations (1)

1989

27. Settlement delays and stock prices
    Economic Review, 1989, 25, (Q IV), 19-28

1988

28. Payment Delays: Bias in the Yield Curve: Note
    Journal of Money, Credit and Banking, 1988, 20, (4), 684-90

Chapters

2017

1. The state of research and the economic environment in small-firm finance
   Chapter 16 in The Most Important Concepts in Finance, 2017, pp 301-316