Ramon P. DeGennaro

University of Tennessee, Knoxville - Department of Finance

Professor of Finance

423 Stokely Management Center

Knoxville, TN 37996

United States

SCHOLARLY PAPERS

64

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CITATIONS
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64

Scholarly Papers (64)

1.
Downloads 1,739 ( 6,634)
Citation 2

The CAPM and Beta in an Imperfect Market

Number of pages: 5 Posted: 07 Apr 2003
Ramon P. DeGennaro and Sangphill Kim
University of Tennessee, Knoxville - Department of Finance and University of Massachusetts Lowell - Department of Finance
Downloads 1,739 (6,490)
Citation 2

Abstract:

Arbitrage, Pricing Kernel, Market Efficiency Hypothesis, Rational Learning, Option Valuation, Risk-Neutral Density, GCAPM, CAPM, intermediaries, market portfolio, systematic risk

The CAPM and Beta in an Imperfect Market

Journal of Portfolio Management, Vol. 12, 1986
Posted: 18 Jun 2003
Ramon P. DeGennaro and Sangphill Kim
University of Tennessee, Knoxville - Department of Finance and University of Massachusetts Lowell - Department of Finance

Abstract:

Arbitrage, Market Efficiency Hypothesis, GCAPM, CAPM, intermediaries, market portfolio, systematic risk

A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk

FRB of Atlanta Working Paper No. 2001-8
Number of pages: 33 Posted: 09 May 2001
Ramon P. DeGennaro and Ken B. Cyree
University of Tennessee, Knoxville - Department of Finance and University of Mississippi - School of Business Administration
Downloads 779 (23,100)
Citation 6

Abstract:

event study, parameter shifts, banks, acquisitions

A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk

Review of Quantitative Finance and Accounting, Vol. 15, 2000
Posted: 14 Apr 2003
Ramon P. DeGennaro and Ken B. Cyree
University of Tennessee, Knoxville - Department of Finance and University of Mississippi - School of Business Administration

Abstract:

event study, parameter shifts, banks, acquisitions

3.

Credit Card Processing: A Look Inside the Black Box

Economic Review, Vol. 91, No. 1, pp. 27-42, 2006
Number of pages: 16 Posted: 24 May 2006
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 610 (29,002)

Abstract:

Expected Returns to Stock Investments by Angel Investors in Groups

Number of pages: 50 Posted: 24 Mar 2009 Last Revised: 21 May 2010
Ramon P. DeGennaro and Gerald P. Dwyer
University of Tennessee, Knoxville - Department of Finance and Clemson University
Downloads 431 (50,999)
Citation 1

Abstract:

Angel Investor, Expected Return, Private Equity

Expected Returns to Stock Investments by Angel Investors in Groups

Federal Reserve Bank of Atlanta Working Paper Series No. 2010-14
Number of pages: 50 Posted: 19 Sep 2010
Ramon P. DeGennaro and Gerald P. Dwyer
University of Tennessee, Knoxville - Department of Finance and Clemson University
Downloads 102 (210,353)
Citation 1

Abstract:

Angel Investor, Expected Return, Private Equity

Expected Returns to Stock Investments by Angel Investors in Groups

European Financial Management, Vol. 20, Issue 4, pp. 739-755, 2014
Number of pages: 17 Posted: 16 Sep 2014
Ramon P. DeGennaro and Gerald P. Dwyer
University of Tennessee, Knoxville - Department of Finance and Clemson University
Downloads 1 (549,659)
Citation 1

Abstract:

Angel Investor, Expected Return, Private Equity

5.

Angel Investors: Who They are and What They Do: Can I Be One, Too?

Number of pages: 12 Posted: 28 Aug 2009 Last Revised: 06 Sep 2010
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 520 (29,510)
Citation 1

Abstract:

Angel investing, entrepreneurship, startup

6.

Government Sponsored Entities: Fannie Mae and Freddie Mac

The Journal of Structured Finance 14, No. 1, pp. 18-22, Spring 2008
Number of pages: 13 Posted: 11 Jun 2008 Last Revised: 14 Aug 2008
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 469 (44,600)

Abstract:

Fannie Mae, Freddie Mac, GSE

7.

Does Risk Aversion Vary During the Year? Evidence from Bid-Ask Spreads

Number of pages: 42 Posted: 07 Dec 2004 Last Revised: 30 Jul 2010
Ramon P. DeGennaro, Mark J. Kamstra and Lisa A. Kramer
University of Tennessee, Knoxville - Department of Finance, York University - Schulich School of Business and University of Toronto - Rotman School of Management
Downloads 446 (45,301)
Citation 4

Abstract:

time-varying risk aversion, seasonal affective disorder, seasonal depression, SAD

8.

Angel Investors and their Investments

Number of pages: 49 Posted: 16 Mar 2011
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 429 (51,827)
Citation 2

Abstract:

Angel Investor, Angel Investing, Entrepreneurship, Small-Firm Finance

9.

Analyzing Imputed Financial Data: A New Approach to Cluster Analysis

FRB of Atlanta Working Paper No. 2004-20
Number of pages: 23 Posted: 23 Sep 2004
Ramon P. DeGennaro and Halima Bensmail
University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville
Downloads 414 (51,827)

Abstract:

Dividend reinvestment, Bayesian analysis, Gibbs sampler, clustering

Troubled Savings and Loan Institutions: Turnaround Strategies Under Insolvency

Number of pages: 25 Posted: 25 Apr 2003
Ramon P. DeGennaro, Larry H.P. Lang and James B. Thomson
University of Tennessee, Knoxville - Department of Finance, The Chinese University of Hong Kong (CUHK) - Department of Finance and University of Akron
Downloads 353 (64,818)
Citation 1

Abstract:

savings and loan, forbearance, deposit insurance, thrifts, insolvency

Troubled Savings and Loan Institutions: Turnaround Strategies Under Insolvency

Financial Management, Vol. 22, No. 3, Autumn 1993
Posted: 25 Apr 2003
Ramon P. DeGennaro, Larry H.P. Lang and James B. Thomson
University of Tennessee, Knoxville - Department of Finance, The Chinese University of Hong Kong (CUHK) - Department of Finance and University of Akron

Abstract:

savings and loan, forbearance, deposit insurance, thrifts, insolvency

11.

Market Imperfections

Journal of Financial Transformation, Vol. 14, 2005, FRB Atlanta Working Paper No. 2005-12
Number of pages: 11 Posted: 16 Aug 2005
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 308 (69,117)
Citation 4

Abstract:

markets, imperfections, frictions

12.
Downloads 298 ( 79,294)
Citation 3

Modeling International Long-Term Interest Rates

Number of pages: 28 Posted: 14 Apr 2003
Ramon P. DeGennaro, Robert A. Kunkel and Junsoo Lee
University of Tennessee, Knoxville - Department of Finance, University of Wisconsin - Oshkosh - Department of Finance and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 298 (78,824)
Citation 3

Abstract:

interest rates, cointegration, government bonds

Modeling International Long-Term Interest Rates

The Financial Review, Vol. 29, November 1994
Posted: 14 Apr 2003
Ramon P. DeGennaro, Robert A. Kunkel and Junsoo Lee
University of Tennessee, Knoxville - Department of Finance, University of Wisconsin - Oshkosh - Department of Finance and University of Alabama - Department of Economics, Finance and Legal Studies

Abstract:

interest rates, cointegration, government bonds

13.
Downloads 288 ( 82,407)
Citation 3

Asset Allocation and Section 529 Plans

International Journal of Business, Vol. 9, No. 2, 2004
Number of pages: 8 Posted: 08 Mar 2004
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 145 (160,357)
Citation 3

Abstract:

Section 529 Plan, asset allocation, college savings plan, investment restrictions

Asset Allocation and Section 529 Plans

FRB of Atlanta Working Paper No. 2003-1
Number of pages: 12 Posted: 02 Apr 2003
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 143 (162,272)
Citation 3

Abstract:

Asset, Allocation, College, Savings, Taxes

Market Efficiency and Money Market Fund Portfolio Managers: Beliefs Versus Reality

Number of pages: 27 Posted: 26 Feb 2003
Ramon P. DeGennaro and Dale L. Domian
University of Tennessee, Knoxville - Department of Finance and York University - School of Administrative Studies
Downloads 281 (84,254)
Citation 2

Abstract:

Market Efficiency and Money Market Fund Portfolio Managers: Beliefs Versus Reality

Financial Review, Vol. 31, May 1996
Posted: 26 Feb 2003
Ramon P. DeGennaro and Dale L. Domian
University of Tennessee, Knoxville - Department of Finance and York University - School of Administrative Studies

Abstract:

Stock Returns and Volatility: Another Look

Number of pages: 29 Posted: 28 Feb 2003
Ramon P. DeGennaro and Yuzhen Lisa Zhao
University of Tennessee, Knoxville - Department of Finance and Independent
Downloads 233 (102,898)
Citation 2

Abstract:

stock returns, volatility, risk, expected returns

Stock Returns and Volatility: Another Look

Journal of Economics and Finance, Vol. 22, 1998
Posted: 28 Feb 2003
Ramon P. DeGennaro and Yuzhen Lisa Zhao
University of Tennessee, Knoxville - Department of Finance and Independent

Abstract:

16.

Direct Investments in Securities: A Primer

Economic Review, Vol. 88, 2003
Number of pages: 14 Posted: 14 Jul 2003
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 181 (125,946)
Citation 3

Abstract:

The Utility of Sport and Returns to Ownership

Number of pages: 17 Posted: 24 Jun 2003
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 178 (133,770)
Citation 3

Abstract:

utility, sport, racing, ownership, increasing returns to talent

The Utility of Sport and Returns to Ownership

Journal of Sports Economics, Vol. 4, pp. 145-153, May 2003
Posted: 24 Jun 2003
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

Abstract:

18.

Understanding 401(k) Plans

FRB of Atlanta Working Paper No. 2004-21
Number of pages: 16 Posted: 23 Sep 2004
Ramon P. DeGennaro and Deborah Murphy
University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance
Downloads 169 (138,769)

Abstract:

Asset, allocation, savings, taxes, pension, retirement

The Efficiency of the Price System: Evidence from an Alternative Market

Number of pages: 10 Posted: 08 Apr 2003
Nan-Ting Chou, Ramon P. DeGennaro and Raymond D. Sauer
University of Louisville - College of Business - Department of Economics, University of Tennessee, Knoxville - Department of Finance and Clemson University - John E. Walker Department of Economics
Downloads 160 (147,225)
Citation 1

Abstract:

Resource allocation, racing, thoroughbred

The Efficiency of the Price System: Evidence from an Alternative Market

Applied Economics Letters, Vol. 7
Posted: 08 Apr 2003
Nan-Ting Chou, Ramon P. DeGennaro and Raymond D. Sauer
University of Louisville - College of Business - Department of Economics, University of Tennessee, Knoxville - Department of Finance and Clemson University - John E. Walker Department of Economics

Abstract:

Resource allocation, racing, thoroughbred

A Discrete Choice Model of Dividend Reinvestment Plans: Classification and Prediction

Number of pages: 39 Posted: 15 Oct 2007 Last Revised: 06 Jul 2014
Thomas P. Boehm and Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance
Downloads 156 (150,510)

Abstract:

Dividend Reinvestment, Discrete Choice, Clustering

A Discrete Choice Model of Dividend Reinvestment Plans: Classification and Prediction

Managerial and Decision Economics, Vol. 32, 2011
Posted: 28 Dec 2011
Thomas P. Boehm and Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance

Abstract:

dividends, dividend reinvestment plan, discrete choice models

21.
Downloads 155 (151,136)

Overages, Mortgage Pricing and Race

Number of pages: 25 Posted: 17 Jun 2003
Harold A. Black, Ramon P. DeGennaro and Thomas P. Boehm
University of Tennessee, Knoxville - Department of Finance, University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance
Downloads 155 (151,328)
Citation 6

Abstract:

Overage, Mortgage, Discrimination, Lending, Race

Overages, Mortgage Pricing and Race

International Journal of Finance, Vol. 13, 2001
Posted: 17 Jun 2003
Harold A. Black, Ramon P. DeGennaro and Thomas P. Boehm
University of Tennessee, Knoxville - Department of Finance, University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance

Abstract:

Overage, Mortgage, Discrimination, Lending, Race

22.
Downloads 139 (165,674)
Citation 2

Is There Discrimination in Overage Pricing?

Number of pages: 39 Posted: 05 May 2003
Harold A. Black, Ramon P. DeGennaro and Thomas P. Boehm
University of Tennessee, Knoxville - Department of Finance, University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance
Downloads 139 (166,082)
Citation 2

Abstract:

Overage, mortgage, discrimination, lending, race

Is There Discrimination in Overage Pricing?

Journal of Banking and Finance, Vol. 27, No. 6, pp. 1139 - 1165, 2003
Posted: 05 May 2003
Harold A. Black, Ramon P. DeGennaro and Thomas P. Boehm
University of Tennessee, Knoxville - Department of Finance, University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance

Abstract:

Overage, mortgage, discrimination, lending, race

23.
Downloads 121 (184,578)

It's Not Just Subprime!

Number of pages: 9 Posted: 26 Dec 2009
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 121 (185,330)

Abstract:

Subprime, Mortgages, Predatory lending

It's Not Just Subprime!

Journal of Private Enterprise, Vol. 25, No.1, 2009
Posted: 21 Sep 2009 Last Revised: 24 Dec 2009
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

Abstract:

subprime, mortgages, predatory lending

Is Discretionary Pricing Discretionary? The Case of Overages in Mortgage Lending

Number of pages: 17 Posted: 05 Aug 2005
Harold A. Black, Ramon P. DeGennaro and Thomas P. Boehm
University of Tennessee, Knoxville - Department of Finance, University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance
Downloads 114 (193,929)
Citation 1

Abstract:

overage, mortgage, discrimination

Is Discretionary Pricing Discretionary? The Case of Overages in Mortgage Lending

Review of Black Political Economy , Vol. 31, No. 4, pp. 59-68, Fall 2004
Posted: 05 Aug 2005
Ramon P. DeGennaro, Harold A. Black and Thomas P. Boehm
University of Tennessee, Knoxville - Department of Finance, University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance

Abstract:

25.
Downloads 101 (210,574)

Regime Changes in Stock Returns

Number of pages: 14 Posted: 08 Apr 2003
Ramon P. DeGennaro and Nan-Ting Chou
University of Tennessee, Knoxville - Department of Finance and University of Louisville - College of Business - Department of Economics
Downloads 101 (211,759)

Abstract:

regime changes, stock returns, switching regression, volatility

Regime Changes in Stock Returns

Journal of Business Finance & Accounting, Vol. 21, No. 1, January 1994
Posted: 08 Apr 2003
Ramon P. DeGennaro and Nan-Ting Chou
University of Tennessee, Knoxville - Department of Finance and University of Louisville - College of Business - Department of Economics

Abstract:

regime changes, stock returns, switching regression, volatility

26.

Capital Forbearance and Thrifts: An Ex Post Examination of Regulatory Gambling

FRB of Cleveland Working Paper No. 92-09
Number of pages: 15 Posted: 11 Jul 2003 Last Revised: 18 Nov 2007
Ramon P. DeGennaro and James B. Thomson
University of Tennessee, Knoxville - Department of Finance and University of Akron
Downloads 85 (230,642)
Citation 2

Abstract:

forbearance, capital standards, FSLIC, thrift insurance

Anticipating Bailouts: the Incentive-Conflict Model and the Collapse of the Ohio Deposit Guarantee Fund

FRB of Cleveland Working Paper No. 94-07
Number of pages: 24 Posted: 25 Apr 2003 Last Revised: 18 Nov 2007
Ramon P. DeGennaro and James B. Thomson
University of Tennessee, Knoxville - Department of Finance and University of Akron
Downloads 80 (246,844)
Citation 2

Abstract:

banking, forbearance, ODGF, incentive-conflict

Anticipating Bailouts: The Incentive-Conflict Model and the Collapse of the Ohio Deposit Guarantee Fund

Journal of Banking and Finance, Vol. 19, November 1995
Posted: 25 Apr 2003
Ramon P. DeGennaro and James B. Thomson
University of Tennessee, Knoxville - Department of Finance and University of Akron

Abstract:

Banking, Forbearance, ODGF, incentive-conflict

The Modern Racing Landscape and the Racetrack Wagering Market: Components of Demand, Subsidies and Efficiency

Number of pages: 34 Posted: 01 May 2012
Ramon P. DeGennaro and Ann B. Gillette
University of Tennessee, Knoxville - Department of Finance and Kennesaw State University - Michael J. Coles College of Business
Downloads 78 (250,694)

Abstract:

racing, gambling, subsidies, efficiency

The Modern Racing Landscape and the Racetrack Wagering Market: Components of Demand, Subsidies and Efficiency

Oxford Handbook of the Economics of Gambling, Forthcoming
Posted: 01 May 2012
Ramon P. DeGennaro and Ann B. Gillette
University of Tennessee, Knoxville - Department of Finance and Kennesaw State University - Michael J. Coles College of Business

Abstract:

29.

Systematic Patterns in Daily Treasury Bill Returns and Spreads

Research in Finance, Vol. 10, 1992
Number of pages: 14 Posted: 27 May 2003
Ramon P. DeGennaro and Alahassane Diallo
University of Tennessee, Knoxville - Department of Finance and Eastern Michigan University
Downloads 65 (270,700)

Abstract:

30.

Settlement Delays and Stock Prices

Economic Review, Vol. 25, 1989
Number of pages: 10 Posted: 07 Apr 2003
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 61 (279,756)

Abstract:

31.

Issues In Angel Investing Research: An Analysis of Data and Returns in the US and Abroad

Number of pages: 23 Posted: 15 Sep 2013 Last Revised: 19 Feb 2015
Michael McDonald and Ramon P. DeGennaro
Fairfield University and University of Tennessee, Knoxville - Department of Finance
Downloads 57 (239,168)

Abstract:

Angel finance, small firms, investments

32.

Standardizing World Securities Clearance Systems

Economic Commentary, April 1990
Number of pages: 4 Posted: 29 Apr 2003
Ramon P. DeGennaro and Christopher J. Pike
University of Tennessee, Knoxville - Department of Finance and Independent
Downloads 50 (312,622)

Abstract:

33.

Appendices to Expected Returns to Stock Investments by Angel Investors in Groups

Number of pages: 19 Posted: 22 Aug 2012 Last Revised: 20 Sep 2012
Ramon P. DeGennaro and Gerald P. Dwyer
University of Tennessee, Knoxville - Department of Finance and Clemson University
Downloads 49 (301,713)

Abstract:

Angel Investor, Expected Return, Private Equity

34.

How Much Can I Lose by this Time Next Year?

Number of pages: 5 Posted: 11 Jan 2011
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 49 (307,032)

Abstract:

Risk, Corporate Viability

35.

Can Price Movement Toward Equilibrium Overshoot? Evidence from Share Repurchases and Subsidiary Selling

Number of pages: 46 Posted: 23 Aug 2010 Last Revised: 16 Dec 2010
C. Edward Wang and Ramon P. DeGennaro
National Taipei University - Department of Business Administration and University of Tennessee, Knoxville - Department of Finance
Downloads 47 (321,262)

Abstract:

Open-Market Repurchases, Market Underreaction, Market Overreaction

36.

Different Country, Different Millennium, Different Technology: Same Subsidy, Same Result?

Number of pages: 32 Posted: 22 Jun 2007
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 41 (336,226)
Citation 1

Abstract:

subsidy racing gambling

37.

High Rate of Start - Ups Reveals Weaknesses

American Institute for Economic Research, Forthcoming
Number of pages: 2 Posted: 11 Aug 2009 Last Revised: 19 Oct 2009
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 40 (324,109)

Abstract:

business formation, Kauffman Index of Entrepreneurial Activity

38.

Business Formation in the Wake of States’ Responses to Kelo

Number of pages: 31 Posted: 17 Jul 2012
Ramon P. DeGennaro and Tianning Li
University of Tennessee, Knoxville - Department of Finance and Hood College
Downloads 31 (349,104)

Abstract:

Kelo, eminent domain, property rights, business formation, start ups

39.

New Evidence on the Link between Government Subsidies and Wagering

Journal of Gambling, Economics and Business, Forthcoming
Number of pages: 36 Posted: 27 Oct 2008
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 19 (410,304)
Citation 1

Abstract:

40.

Is There Discrimination in Mortgage Pricing? The Case of Overages

FRB Atlanta Working Paper Series No. 2001-4a
Number of pages: 40 Posted: 25 Jan 2015
Harold A. Black, Thomas P. Boehm and Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance, University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance
Downloads 8 (476,372)
Citation 11

Abstract:

discrimination, lending, minority, overages, race

41.

The State of Research and the Economic Environment in Small-Firm Finance

Number of pages: 17 Posted: 18 Jan 2016 Last Revised: 23 Mar 2016
Ramon P. DeGennaro and Michael McDonald
University of Tennessee, Knoxville - Department of Finance and Fairfield University
Downloads 0 (312,622)

Abstract:

angel finance, business formation, government intervention, political economy

42.

Thoughts on Small-Firm Finance: The State of Research and the Economic Environment (Presentation Slides)

Number of pages: 54 Posted: 11 Jan 2016
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 0 (445,874)

Abstract:

angel finance, angel investor, small firm finance, business formation

43.

Business Formation in the Wake of States' Responses to Kelo

Journal of Accounting and Finance, Vol. 13(5), 2013
Posted: 24 Aug 2013
Ramon P. DeGennaro and Tianning Li
University of Tennessee, Knoxville - Department of Finance and Hood College

Abstract:

Kelo, eminent domain, Business Formation

44.

Book Review: Boulevard of Broken Dreams: Why Public Efforts to Boost Entrepreneurship and Venture Capital Have Failed and What to Do About it by Josh Lerner, Princeton University Press, p. 248, 2009

International Journal of Business, Vol. 15, No. 2, 2010
Posted: 16 Sep 2010
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

Abstract:

Entrepreneurship, Venture Capital, Government Policy

45.

Angel Investors: Who They are and What They Do – Can I Be One, Too?

The Journal of Wealth Management, Vol. 13, No. 2, pp. 55-60, Fall 2010
Posted: 03 Sep 2010
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

Abstract:

Angel investing, angel groups, entrepreneurship, startup

46.

Value at Risk: How Much Can I Lose by this Time Next Year?

The Journal of Wealth Management, Winter 2008
Posted: 30 Jul 2008 Last Revised: 08 Jun 2009
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

Abstract:

Value at Risk, Investments, Risk

47.

Information Content in Bank Lines of Credit: Evidence from the Lender's Perspective

Research in Finance, Vol. 17, pp. 65-80, 1999
Posted: 05 Aug 2005
Ramon P. DeGennaro, Fayez A. Elayan and James W. Wansley
University of Tennessee, Knoxville - Department of Finance, Brock University-Goodman School of Business and University of Tennessee

Abstract:

line of credit, banks, borrowing

48.

Sources of Value in Bank Lines of Credit: Evidence from the Lender's Perspective

Bank Structure and Competition: Credit Markets in Transition, Federal Reserve Bank of Chicago, pp. 230-252, 1992
Posted: 04 Aug 2005
University of Tennessee, Knoxville - Department of Finance, University of Tennessee, Knoxville - Department of Finance, Brock University-Goodman School of Business and University of Tennessee

Abstract:

line of credit, banks, financial institutions

49.

The Expanding Role of Defined Contribution Plans in the USA: Benefits, Restrictions, and Risks

Pensions, Vol. 9, No. 4, pp. 308-316, June 2004
Posted: 04 Aug 2005
Ramon P. DeGennaro and Deborah Murphy
University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance

Abstract:

Retirement, Asset, Allocation, Savings, Taxes, Pensions

50.

Cluster Analysis of Imputed Financial Data Using an Augmentation-Based Algorithm

STATISTICAL DATA MINING AND KNOWLEDGE DISCOVERY, Bensmail, Halima and Romon P. DeGennaro, eds., CRC Press, pp. 513-528, 2003
Posted: 04 Aug 2005
Ramon P. DeGennaro and Halima Bensmail
University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville

Abstract:

cluster analysis, missing data, dividend reinvestment plan

51.

Failed Delivery and Daily Treasury Bill Returns

Journal of Financial Services Research, Vol. 4, 1990
Posted: 12 Aug 2003
Ramon P. DeGennaro and James T. Moser
University of Tennessee, Knoxville - Department of Finance and American University - Kogod School of Business

Abstract:

fails, failed delivery, bid-ask spread

52.

The Determinants of Wagering Behavior

Managerial and Decision Economics, October 1989
Posted: 30 Jun 2003
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

Abstract:

Wagering, Sire Stakes, Racing, Mutuel Handle, Gambling, Subsidy

53.

Overages in Mortgage Pricing

BANK STRUCTURE AND COMPETITION: GLOBAL FINANCIAL CRISES: IMPLICATIONS FOR BANKING AND REGULATION, Kluwer Academic Publishers, May 1999
Posted: 16 Jun 2003
Harold A. Black, Ramon P. DeGennaro and Thomas P. Boehm
University of Tennessee, Knoxville - Department of Finance, University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance

Abstract:

Overage, Mortgage, Discrimination, Lending, Race

54.

The Asset Flexibility Option and the Value of Deposit Insurance

Research in Finance, Vol. 13, 1995, Bank Structure and Competition: Rebuilding Banking, Federal Reserve Bank of Chicago, pp. 153-176, 1991
Posted: 16 Jun 2003
Peter H. Ritchken, Ramon P. DeGennaro, James B. Thomson and Anlong Li
Case Western Reserve University - Department of Banking & Finance, University of Tennessee, Knoxville - Department of Finance, University of Akron and Portunes LLC

Abstract:

deposit insurance, regulation, banks, options

On Flexibility, Capital Structure, and Investment Decisions for the Insured Bank

Journal of Banking and Finance, Vol. 27
Posted: 05 May 2003
Peter H. Ritchken, Ramon P. DeGennaro, James B. Thomson and Anlong Li
Case Western Reserve University - Department of Banking & Finance, University of Tennessee, Knoxville - Department of Finance, University of Akron and Portunes LLC

Abstract:

deposit insurance, synamic model, volatility, capital structure

On Flexibility, Capital Structure, and Investment Decisions for the Insured Bank

Posted: 05 May 2003
Peter H. Ritchken, Ramon P. DeGennaro, James B. Thomson and Anlong Li
Case Western Reserve University - Department of Banking & Finance, University of Tennessee, Knoxville - Department of Finance, University of Akron and Portunes LLC

Abstract:

deposit insurance, dynamic model, volatility, capital structure

56.

Mondays, Fridays, and Friday the Thirteenth

Advances in Quantitative Analysis of Finance and Accounting, Vol. 2A, 1993
Posted: 01 May 2003
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

Abstract:

markets, anomalies, stock returns, treasury bill returns, futures returns

57.

Measuring Variability and Stationarity of Term Premia for Interest Rate Forecasting

Advances in Quantitative Analysis of Finance and Accounting, Vol. 3A, 1995
Posted: 22 Apr 2003
Ramon P. DeGennaro and James T. Moser
University of Tennessee, Knoxville - Department of Finance and American University - Kogod School of Business

Abstract:

The Impact of Delivery Terms on Stock Return Volatility

Journal of Financial Services Research, Vol. 3, No. 2
Posted: 08 Apr 2003
Ramon P. DeGennaro and Richard Baillie
University of Tennessee, Knoxville - Department of Finance and Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management

Abstract:

Stock returns, volatility, market closings, GARCH

The Impact of Delivery Terms on Stock Return Volatility

Posted: 08 Apr 2003
Ramon P. DeGennaro and Richard Baillie
University of Tennessee, Knoxville - Department of Finance and Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management

Abstract:

Stock returns, volatility, market closings, GARCH

The Effect of Payment Delays on Stock Prices

Journal of Financial Research, Vol. 13, No. 2, Summer 1990
Posted: 08 Apr 2003
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

Abstract:

day of the week effect, payment delay, weekly pattern, anomaly

The Effect of Payment Delays on Stock Prices

Posted: 08 Apr 2003
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

Abstract:

day of the week effect, payment delay, weekly pattern, anomaly

Public Information Releases, Private Information Arrival, and Volatility in the Foreign Exchange Market

Journal of Empirical Finance Volume 4, Issue 4, December 1997, Pages 295–315,
Posted: 28 Mar 2003 Last Revised: 27 Aug 2014
Ramon P. DeGennaro and Ronald E. Shrieves
University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance

Abstract:

volatility, foreign exchange, information, news

Public Information Releases, Private Information Arrival, and Volatility in the Foreign Exchange Market

Journal of Empirical Finance, Vol. 4, 1997
Posted: 28 Mar 2003
Ramon P. DeGennaro and Ronald E. Shrieves
University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville - Department of Finance

Abstract:

News, volatility, information, public, private, foreign exchange

61.

Payment Delays: Bias in the Yield Curve

Journal of Money, Credit, and Banking, Vol. 20, No. 4, November 1988
Posted: 26 Mar 2003
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

Abstract:

Liquidity premium, term structure, expectations, interest rates

62.
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Stock Returns and Volatility

Journal of Financial & Quantitative Analysis, Vol. 25, No. 2, June 1990
Posted: 26 Feb 2003
Ramon P. DeGennaro and Richard Baillie
University of Tennessee, Knoxville - Department of Finance and Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management

Abstract:

stock returns, volatility, risk, expected return

Stock Returns and Volatility

Journal of Financial and Quantitative Analysis (JFQA), Vol. 25, No. 2, 1990
Posted: 26 Feb 2003 Last Revised: 31 Mar 2015
Ramon P. DeGennaro and Richard Baillie
University of Tennessee, Knoxville - Department of Finance and Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management

Abstract:

stock returns, volatility, risk, expected return

63.

Smooth Transition ARCH Models: Estimation, Testing and Forecasting

Review of Quantitative Finance and Accounting
Posted: 26 Aug 1999
Ramon P. DeGennaro and Junsoo Lee
University of Tennessee, Knoxville - Department of Finance and University of Alabama - Department of Economics, Finance and Legal Studies

Abstract:

64.

Capital Forbearance and Thrifts: Examining the Costs of Regulatory Gambling

Bank Structure and Competition: FDICIA: An Appraisal, Federal Reserve Bank of Chicago, pp. 406-420, 1993
Posted: 26 Jun 1998
Ramon P. DeGennaro and James B. Thomson
University of Tennessee, Knoxville - Department of Finance and University of Akron

Abstract:

forbearance, deposit insurance, thrifts, savings and loan