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Details about Ramon P. DeGennaro

E-mail:
Postal address:423 Stokely Management Center Department of Finance The University of Tennessee Knoxville, TN 37996
Workplace:Department of Finance, College of Business, University of Tennessee-Knoxville, (more information at EDIRC)

Access statistics for papers by Ramon P. DeGennaro.

Last updated 2019-07-30. Update your information in the RePEc Author Service.

Short-id: pde94


Jump to Journal Articles Chapters

Working Papers

2010

  1. Expected returns to stock investments by angel investors in groups
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (1)
    See also Journal Article in European Financial Management (2014)

2007

  1. A discrete choice model of dividend reinvestment plans: classification and prediction
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads
    See also Journal Article in Managerial and Decision Economics (2011)

2005

  1. Market imperfections
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (7)
    See also Journal Article in Journal of Financial Transformation (2005)

2004

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

2003

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

2001

  1. A generalized method for detecting abnormal returns and changes in systematic risk
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (2)
    See also Journal Article in Review of Quantitative Finance and Accounting (2002)
  2. Is there discrimination in mortgage pricing? the case of overages
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads
    See also Journal Article in Journal of Banking & Finance (2003)

1999

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

1994

  1. Anticipating bailouts: the incentive-conflict model and the collapse of the Ohio Deposit Guarantee Fund
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (1995)

1993

  1. 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) Downloads View citations (8)

1992

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

1991

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

1990

  1. Failed delivery and daily Treasury bill returns
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (2)

1989

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

1988

  1. STOCK RETURNS AND VOLATILITY
    Working Papers, Michigan State - Econometrics and Economic Theory View citations (32)
    See also Journal Article in Journal of Financial and Quantitative Analysis (1990)
  2. 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 Downloads

2016

  1. 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 Downloads

2014

  1. Expected Returns to Stock Investments by Angel Investors in Groups
    European Financial Management, 2014, 20, (4), 739-755 Downloads View citations (4)
    See also Working Paper (2010)

2011

  1. A discrete choice model of dividend reinvestment plans: classification and prediction
    Managerial and Decision Economics, 2011, 32, (4), 215-229 Downloads View citations (1)
    See also Working Paper (2007)

2009

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

2007

  1. Financial market frictions
    Economic Review, 2007, 92, (Q 3), 1-16 Downloads View citations (2)

2006

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

2005

  1. Market imperfections
    Journal of Financial Transformation, 2005, 14, 107-117 View citations (4)
    See also Working Paper (2005)

2004

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

2003

  1. Direct investments in securities: A primer
    Economic Review, 2003, 88, (Q1), 1-14 Downloads
  2. Is there discrimination in mortgage pricing? The case of overages
    Journal of Banking & Finance, 2003, 27, (6), 1139-1165 Downloads View citations (23)
    See also Working Paper (2001)
  3. The Utility of Sport and Returns to Ownership
    Journal of Sports Economics, 2003, 4, (2), 145-153 Downloads View citations (3)

2002

  1. A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk
    Review of Quantitative Finance and Accounting, 2002, 19, (4), 399-416 Downloads View citations (8)
    See also Working Paper (2001)

2000

  1. Smooth Transition ARCH Models: Estimation and Testing
    Review of Quantitative Finance and Accounting, 2000, 15, (1), 5-20 Downloads View citations (4)
  2. The efficiency of the price system: evidence from an alternative market
    Applied Economics Letters, 2000, 7, (11), 703-706 Downloads

1998

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

1997

  1. Public information releases, private information arrival and volatility in the foreign exchange market
    Journal of Empirical Finance, 1997, 4, (4), 295-315 Downloads View citations (76)

1996

  1. Market Efficiency and Money Market Fund Portfolio Managers: Beliefs versus Reality
    The Financial Review, 1996, 31, (2), 453-74 View citations (4)

1995

  1. Anticipating bailouts: The incentive-conflict model and the collapse of the Ohio deposit guarantee fund
    Journal of Banking & Finance, 1995, 19, (8), 1401-1418 Downloads View citations (3)
    See also Working Paper (1994)

1994

  1. Modeling International Long-Term Interest Rates
    The Financial Review, 1994, 29, (4), 577-97 View citations (17)

1993

  1. On flexibility, capital structure and investment decisions for the insured bank
    Journal of Banking & Finance, 1993, 17, (6), 1133-1146 Downloads View citations (18)
    See also Working Paper (1991)
  2. Troubled Savings and Loan Institutions: Turnaround Strategies Under Insolvency
    Financial Management, 1993, 22, (3) View citations (4)

1990

  1. Standardizing world securities clearance systems
    Economic Commentary, 1990, (Apr) Downloads
  2. Stock Returns and Volatility
    Journal of Financial and Quantitative Analysis, 1990, 25, (2), 203-214 Downloads View citations (209)
    See also Working Paper (1988)
  3. THE EFFECT OF PAYMENT DELAYS ON STOCK PRICES
    Journal of Financial Research, 1990, 13, (2), 133-145 Downloads View citations (1)

1989

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

1988

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

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 Downloads
 
Page updated 2020-04-08