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

  • University of Tennessee, Knoxville - Department of Finance

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    • Tel: 865-974-3218
    • Fax: 865-974-1716
SCHOLARLY PAPERS

69

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13,162

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40

CROSSREF CITATIONS

41

Scholarly Papers (69)

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1.

The CAPM and Beta in an Imperfect Market

Downloads 2,003 (13,574)
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 2,003 (13,312)
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 1,010 (37,834)

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3.

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

Downloads 821 (50,603)

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 821 (49,883)
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

4.

Expected Returns to Stock Investments by Angel Investors in Groups

Downloads 702 (62,242)
Citation 3

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 555 (82,827)
Citation 3

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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 147 (328,896)
Citation 4

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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 670 (66,112)
Citation 2

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

6.

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 645 (69,431)

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markets, imperfections, frictions

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 570 (81,005)
Citation 6

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

8.

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 539 (87,649)

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market frictions, transactions costs

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 481 (99,902)
Citation 1

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Dividend reinvestment, Bayesian analysis, Gibbs sampler, clustering

10.

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 478 (100,667)

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Investments, market crashes

11.

Troubled Savings and Loan Institutions: Turnaround Strategies Under Insolvency

Downloads 393 (126,459)

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 393 (125,351)
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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

12.

Asset Allocation and Section 529 Plans

Downloads 359 (139,988)
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 191 (262,246)

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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 168 (293,796)
Citation 5

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Asset, Allocation, College, Savings, Taxes

13.

Modeling International Long-Term Interest Rates

Downloads 331 (152,673)

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 331 (151,666)

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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

14.

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

Downloads 305 (166,566)

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 305 (165,525)
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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15.

What is ESG, and is it Right for You?

Downloads 267 (191,041)

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 225 (225,190)

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ESG, environmental, social, governance, responsible investing.

What is ESG, and is it Right for You?

AIS Investment Guide XLII, No.7, American Investment Services, pp.441-43 (2020)
Number of pages: 3 Posted: 08 Dec 2021
Ramon P. DeGennaro and John Barry
University of Tennessee, Knoxville - Department of Finance and American Investment Services
Downloads 42 (701,598)

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ESG, environmental, social, governance, responsible investing

16.

Stock Returns and Volatility: Another Look

Downloads 260 (196,162)
Citation 1

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 260 (195,251)
Citation 1

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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

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17.

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 226 (224,967)
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18.

The Utility of Sport and Returns to Ownership

Downloads 210 (240,819)

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 210 (240,248)
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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19.

Overages, Mortgage Pricing and Race

Downloads 209 (242,999)
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 209 (242,450)
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

20.

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 208 (242,999)

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Asset, allocation, savings, taxes, pension, retirement

21.

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

Downloads 198 (254,227)

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 198 (253,786)

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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

22.

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

Downloads 187 (267,658)

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 187 (267,390)

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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

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Resource allocation, racing, thoroughbred

23.

Is There Discrimination in Overage Pricing?

Downloads 171 (289,404)
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 171 (289,363)
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

24.

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 163 (301,337)

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Angel finance, small firms, investments

25.

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

Downloads 156 (312,619)

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 156 (312,915)

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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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26.

It's Not Just Subprime!

Downloads 140 (341,374)

It's Not Just Subprime!

Number of pages: 9 Posted: 26 Dec 2009
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance
Downloads 140 (342,088)

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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

Abstract:

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subprime, mortgages, predatory lending

27.

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

Downloads 137 (347,170)

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 137 (347,977)

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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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28.

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 122 (378,943)

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regime changes, stock returns, switching regression, volatility

29.

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 117 (390,650)
Citation 2

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forbearance, capital standards, FSLIC, thrift insurance

30.

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

Downloads 102 (431,036)

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 102 (433,918)
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

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 87 (477,680)

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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 87 (477,680)

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33.

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 83 (491,633)

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34.

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 80 (502,479)

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Open-Market Repurchases, Market Underreaction, Market Overreaction

35.

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 75 (521,463)

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angel finance, business formation, government intervention, political economy

36.

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 74 (525,458)

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business formation, Kauffman Index of Entrepreneurial Activity

37.

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 72 (533,585)

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38.

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 69 (546,026)

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Risk, Corporate Viability

39.

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 63 (572,560)
Citation 2

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

40.

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 57 (601,116)
Citation 1

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subsidy racing gambling

41.

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 56 (606,188)
Citation 13

Abstract:

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discrimination, lending, minority, overages, race

42.

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 55 (611,208)

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43.

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 51 (632,553)
Citation 1

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angel finance, small-firm finance, private equity

44.

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 51 (632,553)

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

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 22 (834,828)
Citation 1

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Bias Response Teams; First Amendment; Speech Codes

46.

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

47.

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

https://doi.org/10.3905/jwm.2010.13.2.055
Posted: 20 May 2019
Ramon P. DeGennaro
University of Tennessee, Knoxville - Department of Finance

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Angel investing, entrepreneurship, startup

48.

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:

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Kelo, eminent domain, Business Formation

49.

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

50.

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

51.

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

52.

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

53.

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
Ramon P. DeGennaro, M. Cary Collins, Fayez A. Elayan and James W. Wansley
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

54.

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:

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cluster analysis, missing data, dividend reinvestment plan

55.

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:

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Retirement, Asset, Allocation, Savings, Taxes, Pensions

56.

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

Abstract:

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fails, failed delivery, bid-ask spread

57.

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:

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

58.

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:

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Overage, Mortgage, Discrimination, Lending, Race

59.

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 Hull Tactical Funds

Abstract:

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deposit insurance, regulation, banks, options

60.

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

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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 Hull Tactical Funds

Abstract:

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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 Hull Tactical Funds

Abstract:

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deposit insurance, dynamic model, volatility, capital structure

61.

Mondays, Fridays, and Friday the Thirteenth

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

Abstract:

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

62.

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:

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63.

The Impact of Delivery Terms on Stock Return Volatility

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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

Abstract:

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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

Abstract:

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Stock returns, volatility, market closings, GARCH

64.

The Effect of Payment Delays on Stock Prices

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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

Abstract:

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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

Abstract:

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

65.

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

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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:

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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

Abstract:

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

66.

Payment Delays: Bias in the Yield Curve

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

Abstract:

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Liquidity premium, term structure, expectations, interest rates

67.

Stock Returns and Volatility

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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:

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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

68.

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

Abstract:

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69.

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:

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forbearance, deposit insurance, thrifts, savings and loan