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Publications

by members of

University of Tennessee-Knoxville → Haslam College of Business → Department of Finance

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2010

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

2007

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

2005

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

2004

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

2003

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

2001

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

1999

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

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 Papers (Old Series), Federal Reserve Bank of Cleveland, number 9407.

1992

  1. Ramon P. DeGennaro & James B. Thomson, 1992, "Capital forbearance and thrifts: an ex post examination of regulatory gambling," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9209.
  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, Federal Reserve Bank of Chicago, number 356.

1991

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

1990

  1. Ramon P. DeGennaro & James T. Moser, 1990, "Failed delivery and daily Treasury bill returns," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9003.

1989

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

1988

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

Journal articles

2019

  1. Wang, C. Edward & DeGennaro, Ramon P., 2019, "Overshooting: Evidence from share repurchases and subsidiary selling," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 41-54, DOI: 10.1016/j.ribaf.2019.02.006.

2016

  1. Michael B. McDonald & Ramon P. DeGennaro, 2016, "A review of angel investing research: analysis of data and returns in the US and abroad," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 4, pages 716-734, October, DOI: 10.1108/SEF-11-2014-0210.

2014

  1. Ramon P. DeGennaro & Gerald P. Dwyer, 2014, "Expected Returns to Stock Investments by Angel Investors in Groups," European Financial Management, European Financial Management Association, volume 20, issue 4, pages 739-755, September, DOI: 10.1111/eufm.12002.

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., volume 32, issue 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, volume 3, issue 2, pages 37-62, September.

2007

  1. Ramon P. DeGennaro & Cesare Robotti, 2007, "Financial market frictions," Economic Review, Federal Reserve Bank of Atlanta, volume 92, 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, volume 91, issue Q 1, pages 27-42.

2005

  1. Ramon P. DeGennaro, 2005, "Market imperfections," Journal of Financial Transformation, Capco Institute, volume 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;National Economic Association, volume 31, issue 4, pages 59-68, June, DOI: 10.1007/s12114-004-1010-6.

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, volume 27, issue 6, pages 1139-1165, June.
  2. Ramon P. DeGennaro, 2003, "Direct investments in securities: A primer," Economic Review, Federal Reserve Bank of Atlanta, volume 88, issue Q1, pages 1-14.
  3. Ramon P. DeGennaro, 2003, "The Utility of Sport and Returns to Ownership," Journal of Sports Economics, , volume 4, issue 2, pages 145-153, May, DOI: 10.1177/1527002503004002004.

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, volume 19, issue 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, volume 15, issue 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, volume 7, issue 11, pages 703-706, DOI: 10.1080/135048500421304.

1998

  1. Ramon DeGennaro & Yuzhen Zhao, 1998, "Stock returns and volatility: Another look," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 22, issue 1, pages 5-18, March, DOI: 10.1007/BF02823228.

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, volume 4, issue 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, volume 31, issue 2, pages 453-474, 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, volume 19, issue 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, volume 29, issue 4, pages 577-597, 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, volume 17, issue 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, volume 22, issue 3, Fall.

1990

  1. Ramon P. DeGennaro, 1990, "The Effect Of Payment Delays On Stock Prices," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 13, issue 2, pages 133-145, June.
  2. Baillie, Richard T. & DeGennaro, Ramon P., 1990, "Stock Returns and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 25, issue 2, pages 203-214, June.
  3. Ramon P. DeGennaro & Christopher J. Pike, 1990, "Standardizing world securities clearance systems," Economic Commentary, Federal Reserve Bank of Cleveland, issue Apr.

1989

  1. Ramon P. DeGennaro, 1989, "Settlement delays and stock prices," Economic Review, Federal Reserve Bank of Cleveland, volume 25, 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, volume 20, issue 4, pages 684-690, November.

Chapters

2017

  1. Ramon P. DeGennaro & Michael B. McDonald IV, 2017, "The state of research and the economic environment in small-firm finance," Chapters, Edward Elgar Publishing, chapter 16, in: Benton E. Gup, "The Most Important Concepts in Finance".

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