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Publications

by members of

Department of Finance
College of Business
University of Tennessee-Knoxville
Knoxville, Tennessee (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2010

  1. Ramon P. DeGennaro & Gerald P. Dwyer, 2010. "Expected returns to stock investments by angel investors in groups," Working Paper 2010-14, Federal Reserve Bank of Atlanta.

2007

  1. Thomas P. Boehm & Ramon P. DeGennaro, 2007. "A discrete choice model of dividend reinvestment plans: classification and prediction," Working Paper 2007-22, Federal Reserve Bank of Atlanta.

2005

  1. Ramon P. DeGennaro, 2005. "Market imperfections," Working Paper 2005-12, Federal Reserve Bank of Atlanta.

2004

  1. Halima Bensmail & Ramon P. DeGennaro, 2004. "Analyzing imputed financial data: a new approach to cluster analysis," Working Paper 2004-20, Federal Reserve Bank of Atlanta.
  2. Ramon P. DeGennaro & Deborah L. Murphy, 2004. "Understanding 401(k) plans," Working Paper 2004-21, Federal Reserve Bank of Atlanta.

2003

  1. Ramon P. DeGennaro, 2003. "Asset allocation and section 529 plans," Working Paper 2003-1, Federal Reserve Bank of Atlanta.

2001

  1. Harold A. Black & Thomas P. Boehm & Ramon P. DeGennaro, 2001. "Is there discrimination in mortgage pricing? the case of overages," Working Paper 2001-4, Federal Reserve Bank of Atlanta.
  2. Ken B. Cyree & Ramon P. DeGennaro, 2001. "A generalized method for detecting abnormal returns and changes in systematic risk," Working Paper 2001-8, Federal Reserve Bank of Atlanta.

1999

  1. Harold A. Black & Thomas P. Boehm & Ramon P. DeGennaro, 1999. "Overages in mortgage pricing," Proceedings 651, Federal Reserve Bank of Chicago.

1994

  1. Ramon P. DeGennaro & James B. Thomson, 1994. "Anticipating bailouts: the incentive-conflict model and the collapse of the Ohio Deposit Guarantee Fund," Working Paper 9407, Federal Reserve Bank of Cleveland.

1992

  1. Ramon P. DeGennaro & James B. Thomson, 1992. "Capital forbearance and thrifts: an ex post examination of regulatory gambling," Working Paper 9209, Federal Reserve Bank of Cleveland.
  2. M. Cary Collins & Ramon P. DeGennaro & Fayez A. Elayan & James W. Wansley, 1992. "Sources of value in lines of credit: evidence from the lender's perspective," Proceedings 356, Federal Reserve Bank of Chicago.

1991

  1. Peter Ritchken & James Thomson & Ray DeGennaro & Anlong Li, 1991. "On flexibility, capital structure, and investment decisions for the insured bank," Working Paper 9110, Federal Reserve Bank of Cleveland.
  2. Ramon P. DeGennaro & Larry H. Lang & James B. Thomson, 1991. "Troubled savings and loan institutions: voluntary restructuring under insolvency," Working Paper 9112, Federal Reserve Bank of Cleveland.
  3. Peter Ritchken & James Thomson & Ramon DeGennaro & Anlong Li, 1991. "The asset flexibility option and the value of deposit insurance," Proceedings 315, Federal Reserve Bank of Chicago.

1990

  1. Ramon P. DeGennaro & James T. Moser, 1990. "Failed delivery and daily Treasury bill returns," Working Paper 9003, Federal Reserve Bank of Cleveland.

1989

  1. Nan-Ting Chou & Ramon P. DeGennaro, 1989. "Regime changes in stock returns," Working Paper 8915, Federal Reserve Bank of Cleveland.
  2. Ramon P. DeGennaro & James T. Moser, 1989. "Variability and stationarity of term premia," Working Paper Series, Issues in Financial Regulation 89-16, Federal Reserve Bank of Chicago.

1988

  1. Baillie, R.T. & Degennaro, R.P., 1988. "Stock Returns And Volatility," Papers 8803, Michigan State - Econometrics and Economic Theory.
  2. Baillie, R.T. & Degennaro, R., 1988. "The Impact Of Delivery Terms On Stock Return Volatility," Papers 8804, Michigan State - Econometrics and Economic Theory.

Journal articles

2011

  1. Thomas P. Boehm & Ramon P. DeGennaro, 2011. "A discrete choice model of dividend reinvestment plans: classification and prediction," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 32(4), pages 215-229, June.

2009

  1. Ramon P. DeGennaro, 2009. "New Evidence on the Link Between Government Subsidies and Wagering," Journal of Gambling Business and Economics, University of Buckingham Press, vol. 3(2), pages 37-62, September.
  2. Ramon P. DeGennaro, 2009. "It’s Not Just Subprime!," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 25(Fall 2009), pages 23-30.

2007

  1. Ramon P. DeGennaro & Cesare Robotti, 2007. "Financial market frictions," Economic Review, Federal Reserve Bank of Atlanta, issue Q 3, pages 1-16.

2006

  1. Ramon P. DeGennaro, 2006. "Merchant acquirers and payment card processors: a look inside the black box," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 27-42.

2005

  1. DeGennaro, Ramon P., 2005. "Market imperfections," Journal of Financial Transformation, Capco Institute, vol. 14, pages 107-117.

2004

  1. Harold Black & Thomas Boehm & Ramon DeGennaro, 2004. "Is discretionary pricing discretionary?: The case of overages in mortgage lending," The Review of Black Political Economy, Springer, vol. 31(4), pages 59-68, June.

2003

  1. Black, Harold A. & Boehm, Thomas P. & DeGennaro, Ramon P., 2003. "Is there discrimination in mortgage pricing? The case of overages," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1139-1165, June.
  2. Ramon P. DeGennaro, 2003. "Direct investments in securities: A primer," Economic Review, Federal Reserve Bank of Atlanta, issue Q1, pages 1-14.

2002

  1. Cyree, Ken B & DeGennaro, Ramon P, 2002. " A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk," Review of Quantitative Finance and Accounting, Springer, vol. 19(4), pages 399-416, December.

2000

  1. Lee, Junsoo & Degennaro, Ramon P, 2000. " Smooth Transition ARCH Models: Estimation and Testing," Review of Quantitative Finance and Accounting, Springer, vol. 15(1), pages 5-20, July.
  2. Nan-Ting Chou & Ramon Degennaro & Raymond Sauer, 2000. "The efficiency of the price system: evidence from an alternative market," Applied Economics Letters, Taylor & Francis Journals, vol. 7(11), pages 703-706.

1998

  1. Ramon DeGennaro & Yuzhen Zhao, 1998. "Stock returns and volatility: Another look," Journal of Economics and Finance, Springer, vol. 22(1), pages 5-18, March.

1997

  1. DeGennaro, Ramon P. & Shrieves, Ronald E., 1997. "Public information releases, private information arrival and volatility in the foreign exchange market," Journal of Empirical Finance, Elsevier, vol. 4(4), pages 295-315, December.

1996

  1. DeGennaro, Ramon P & Domian, Dale L, 1996. "Market Efficiency and Money Market Fund Portfolio Managers: Beliefs versus Reality," The Financial Review, Eastern Finance Association, vol. 31(2), pages 453-74, May.

1995

  1. DeGennaro, Ramon P. & Thomson, James B., 1995. "Anticipating bailouts: The incentive-conflict model and the collapse of the Ohio deposit guarantee fund," Journal of Banking & Finance, Elsevier, vol. 19(8), pages 1401-1418, November.

1994

  1. DeGennaro, Ramon P & Kunkel, Robert A & Lee, Junsoo, 1994. "Modeling International Long-Term Interest Rates," The Financial Review, Eastern Finance Association, vol. 29(4), pages 577-97, November.

1993

  1. Ritchken, Peter & Thomson, James B. & DeGennaro, Ramon P. & Li, Anlong, 1993. "On flexibility, capital structure and investment decisions for the insured bank," Journal of Banking & Finance, Elsevier, vol. 17(6), pages 1133-1146, December.
  2. Ramon P. DeGennaro & Larry H.P. Lang & James B. Thomson, 1993. "Troubled Savings and Loan Institutions: Turnaround Strategies Under Insolvency," Financial Management, Financial Management Association, vol. 22(3), Fall.

1990

  1. Ramon P. DeGennaro & Christopher J. Pike, 1990. "Standardizing world securities clearance systems," Economic Commentary, Federal Reserve Bank of Cleveland, issue Apr.
  2. Baillie, Richard T. & DeGennaro, Ramon P., 1990. "Stock Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(02), pages 203-214, June.
  3. DeGennaro, Ramon P, 1990. "The Effect of Payment Delays on Stock Prices," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 13(2), pages 133-45, Summer.

1989

  1. Ramon P. DeGennaro, 1989. "Settlement delays and stock prices," Economic Review, Federal Reserve Bank of Cleveland, issue Q IV, pages 19-28.

1988

  1. DeGennaro, Ramon P, 1988. "Payment Delays: Bias in the Yield Curve: Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(4), pages 684-90, November.