Ramon P. DeGennaro

University of Tennessee, Knoxville - Department of Finance

Professor of Finance

423 Stokely Management Center

Knoxville, TN 37996

United States

http://https://haslam.utk.edu/experts/ramon-degennaro

SCHOLARLY PAPERS

71

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10,996

SSRN CITATIONS
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29

CROSSREF CITATIONS

43

Scholarly Papers (71)

1.
Downloads 1,886 ( 10,792)
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 1,886 (10,582)
Citation 2

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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

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

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

2.

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 836 (36,461)

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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 810 (37,517)
Citation 1

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event study, parameter shifts, banks, acquisitions

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

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

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event study, parameter shifts, banks, acquisitions

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 528 (65,903)

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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 126 (280,681)
Citation 3

Abstract:

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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 (828,133)
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Angel Investor, Expected Return, Private Equity

5.

Angel Investors and their Investments

Number of pages: 49 Posted: 16 Mar 2011 Last Revised: 20 May 2020
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 587 (58,299)
Citation 3

Abstract:

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

6.

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 538 (65,012)
Citation 6

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

7.

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 459 (79,106)
Citation 1

Abstract:

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Dividend reinvestment, Bayesian analysis, Gibbs sampler, clustering

8.

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 429 (85,624)

Abstract:

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markets, imperfections, frictions

9.

COVID-19: Are Stocks on Sale?

AIS Investment Guide, 2020
Number of pages: 2 Posted: 21 Apr 2020
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 385 (97,132)

Abstract:

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Investments, market crashes

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 375 (99,251)
Citation 2

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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

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

11.
Downloads 330 (115,412)
Citation 3

Asset Allocation and Section 529 Plans

Number of pages: 8 Posted: 08 Mar 2004
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 176 (213,363)

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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 154 (239,379)
Citation 5

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Asset, Allocation, College, Savings, Taxes

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 309 (123,166)

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interest rates, cointegration, government bonds

Modeling International Long-Term Interest Rates

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

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interest rates, cointegration, government bonds

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

Number of pages: 27 Posted: 26 Feb 2003
Ramon P. DeGennaro, Dale L. Domian and Dale L. Domian
University of Tennessee, Knoxville - Department of Finance and Memorial University of Newfoundland (MNU)York University - School of Administrative Studies
Downloads 291 (131,364)
Citation 1

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

Posted: 26 Feb 2003
Ramon P. DeGennaro, Dale L. Domian and Dale L. Domian
University of Tennessee, Knoxville - Department of Finance and Memorial University of Newfoundland (MNU)York University - School of Administrative Studies

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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 240 (159,868)
Citation 1

Abstract:

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stock returns, volatility, risk, expected returns

Stock Returns and Volatility: Another Look

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

Abstract:

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15.

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 210 (182,081)
Citation 2

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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 193 (196,613)
Citation 3

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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

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17.

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 184 (205,209)

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Asset, allocation, savings, taxes, pension, retirement

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 176 (213,363)

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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

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dividends, dividend reinvestment plan, discrete choice models

19.
Downloads 172 (217,559)
Citation 5

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 172 (217,704)
Citation 5

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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

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Overage, Mortgage, Discrimination, Lending, Race

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 169 (221,072)

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Resource allocation, racing, thoroughbred

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

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:

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Resource allocation, racing, thoroughbred

21.
Downloads 144 (252,196)
Citation 1

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 144 (252,941)
Citation 1

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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

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Overage, mortgage, discrimination, lending, race

22.

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 - Charles F. Dolan School of Business and University of Tennessee, Knoxville - Department of Finance
Downloads 135 (265,376)

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Angel finance, small firms, investments

23.
Downloads 127 (277,833)

It's Not Just Subprime!

Number of pages: 9 Posted: 26 Dec 2009
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 127 (278,974)

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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

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subprime, mortgages, predatory lending

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 125 (282,375)

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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

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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 120 (291,077)

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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

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26.
Downloads 107 (313,945)

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 107 (315,854)

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regime changes, stock returns, switching regression, volatility

Regime Changes in Stock Returns

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

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regime changes, stock returns, switching regression, volatility

27.

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 97 (334,963)
Citation 1

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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 88 (359,238)
Citation 1

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banking, forbearance, ODGF, incentive-conflict

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

Posted: 25 Apr 2003
Ramon P. DeGennaro and James B. Thomson
University of Tennessee, Knoxville - Department of Finance and University of Akron

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Banking, Forbearance, ODGF, incentive-conflict

29.

What is ESG, and is it Right for You?

DeGennaro, Ramon P. and Barry, John, What is ESG, and is it Right for You? (July 31, 2020). AIS Investment Guide XLII, No.7, American Investment Services, pp.441-43.
Number of pages: 3 Posted: 19 Oct 2020
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 69 (409,652)

Abstract:

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ESG, environmental, social, governance, responsible investing.

30.

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 69 (409,652)

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31.

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 66 (419,453)

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Angel Investor, Expected Return, Private Equity

32.

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 66 (419,453)

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33.

High Rate of Start - Ups Reveals Weaknesses

American Institute for Economic Research, Forthcoming
Number of pages: 2 Posted: 11 Aug 2009 Last Revised: 20 May 2020
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 62 (432,992)

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business formation, Kauffman Index of Entrepreneurial Activity

34.

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 - Charles F. Dolan School of Business
Downloads 61 (436,486)

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angel finance, business formation, government intervention, political economy

35.

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

Number of pages: 46 Posted: 23 Aug 2010 Last Revised: 28 Feb 2019
C. Edward Wang and Ramon P. DeGennaro
National Taipei University - Department of Business Administration and University of Tennessee, Knoxville - Department of Finance
Downloads 58 (447,287)

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Open-Market Repurchases, Market Underreaction, Market Overreaction

36.

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 58 (447,287)

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37.

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 56 (454,669)

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Risk, Corporate Viability

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 45 (499,474)
Citation 2

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

39.

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 44 (503,911)
Citation 1

Abstract:

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subsidy racing gambling

40.

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 33 (558,244)

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

41.

The Future of Angel Finance

DeGennaro, Ramon P. and Eric L. Dobson. “The Future of Angel Finance.” In The World Scientific Reference on Entrepreneurship. Volume 2: Entrepreneurial Finance: Managerial and Policy Implications. Ed. Donald Siegel and Na Dai. 2017. 91-107
Number of pages: 15 Posted: 03 Jan 2018
Ramon P. DeGennaro and Eric L. Dobson
University of Tennessee, Knoxville - Department of Finance and Angel Capital Group
Downloads 32 (563,649)
Citation 1

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angel finance, small-firm finance, private equity

42.

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 32 (563,649)
Citation 13

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discrimination, lending, minority, overages, race

43.

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 30 (574,949)

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44.

Financial Market Frictions

DeGennaro, Ramon P. and Cesare Robotti. “Financial Market Frictions.” Economic Review 92 (2007), Number 3, 1-16.
Number of pages: 16 Posted: 06 Feb 2021
Ramon P. DeGennaro and Cesare Robotti
University of Tennessee, Knoxville - Department of Finance and Warwick Business School
Downloads 25 (606,124)

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market frictions, transactions costs

45.

What Do Voting Results of the 2016 Election Tell Us About Bias Response Team?

DeGennaro, Ramon P. and Reid Parker. “What Do Voting Results of the 2016 Election Tell Us About Bias Response Teams?” Forthcoming, Political Economy in the Carolinas. Available on SSRN.
Number of pages: 32 Posted: 07 Jul 2020 Last Revised: 24 Sep 2021
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 8 (731,808)
Citation 1

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Bias Response Teams; First Amendment; Speech Codes

46.

What is ESG, and is it Right for You?

AIS Investment Guide XLII, No.7, American Investment Services, pp.441-43.
Number of pages: 3
Ramon P. DeGennaro and John Barry
University of Tennessee, Knoxville - Department of Finance and American Investment Services
Downloads 5

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ESG, environmental, social, governance, responsible investing.

47.

Government Sponsored Entities: Fannie Mae and Freddie Mac

The Journal of Structured Finance 14, No. 1, pp. 18-22, Spring 2008, https://doi.org/10.3905/jsf.2008.706228
Posted: 21 May 2019
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

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Fannie Mae, Freddie Mac, GSE

48.

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

Posted: 20 May 2019
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

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Angel investing, entrepreneurship, startup

49.

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

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Kelo, eminent domain, Business Formation

50.

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

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Entrepreneurship, Venture Capital, Government Policy

51.

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

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Angel investing, angel groups, entrepreneurship, startup

52.

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

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Value at Risk, Investments, Risk

53.

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

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line of credit, banks, borrowing

54.

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

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line of credit, banks, financial institutions

55.

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

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cluster analysis, missing data, dividend reinvestment plan

56.

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

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Retirement, Asset, Allocation, Savings, Taxes, Pensions

57.

Failed Delivery and Daily Treasury Bill Returns

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

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fails, failed delivery, bid-ask spread

58.

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

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

59.

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

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Overage, Mortgage, Discrimination, Lending, Race

60.

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 KL Capital

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deposit insurance, regulation, banks, options

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 KL Capital

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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 KL Capital

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deposit insurance, dynamic model, volatility, capital structure

62.

Mondays, Fridays, and Friday the Thirteenth

Posted: 01 May 2003
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

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

63.

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

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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

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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

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Stock returns, volatility, market closings, GARCH

The Effect of Payment Delays on Stock Prices

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

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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

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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

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volatility, foreign exchange, information, news

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

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

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

67.

Payment Delays: Bias in the Yield Curve

Posted: 26 Mar 2003
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

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Liquidity premium, term structure, expectations, interest rates

68.
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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

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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:

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stock returns, volatility, risk, expected return

69.

Smooth Transition Arch Models: Estimation, Testing and Forecasting

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

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70.

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

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forbearance, deposit insurance, thrifts, savings and loan

71.

What is Stakeholder Theory, and Why Should I Care?

AIS Investment Guide
Number of pages: 4
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
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Stakeholder, shareholder value