Ramon P. DeGennaro : Citation Profile


Are you Ramon P. DeGennaro?

University of Tennessee-Knoxville

8

H index

6

i10 index

521

Citations

RESEARCH PRODUCTION:

28

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 16
   Journals where Ramon P. DeGennaro has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 8 (1.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde94
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ramon P. DeGennaro.

Is cited by:

Evans, Martin (8)

Thomson, James (8)

cotter, john (8)

Lyons, Richard (8)

Dominguez, Kathryn (8)

Degryse, Hans (7)

Ongena, Steven (7)

Savva, Christos (6)

faff, robert (6)

Bollerslev, Tim (5)

Hassan, M. Kabir (5)

Cites to:

Thomson, James (11)

Scholes, Myron (7)

Engle, Robert (6)

Bollerslev, Tim (5)

Unal, Haluk (4)

Brown, Stephen (4)

Mester, Loretta (3)

Stutzer, Michael (3)

phalippou, ludovic (3)

Lang, Larry (3)

Jensen, Michael (3)

Main data


Where Ramon P. DeGennaro has published?


Journals with more than one article published# docs
Economic Review3
Journal of Banking & Finance3
The Financial Review2
Review of Quantitative Finance and Accounting2

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta8
Working Papers (Old Series) / Federal Reserve Bank of Cleveland6
Proceedings / Federal Reserve Bank of Chicago4

Recent works citing Ramon P. DeGennaro (2024 and 2023)


YearTitle of citing document
2023DISCRIMINATION OF IMMIGRANTS IN MORTGAGE PRICING AND APPROVAL: EVIDENCE FROM ITALY. (2023). Zazzaro, Alberto ; Uddin, Md Taslim ; Mistrulli, Paolo Emilio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:180.

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2023Lenders’ pricing strategy: Do neighborhood risks matter?. (2023). Zhang, QI ; Wang, Yonglin ; He, Jia ; Deng, Yongheng ; Agarwal, Sumit. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:1011-1047.

Full description at Econpapers || Download paper

2023Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114.

Full description at Econpapers || Download paper

2023Big data pricing in marketplace lending and price discrimination against repeat borrowers: Evidence from China. (2023). Wu, Weixing ; Tian, Geran. In: China Economic Review. RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000299.

Full description at Econpapers || Download paper

2023Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749.

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2023The impact of unpredictable resource prices and equity volatility in advanced and emerging economies: An econometric and machine learning approach. (2023). Vasa, Laszlo ; Roy, Jewel Kumar ; Kolte, Ashutosh. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006596.

Full description at Econpapers || Download paper

2023Further evidence on the returns to technical trading rules: Insights from fourteen currencies. (2023). Todorov, Ivan ; Dockery, Everton. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000270.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

Full description at Econpapers || Download paper

2023Stakeholders’ Aversion to Inequality and Bank Lending to Minorities. (2023). Crosignani, Matteo ; Le, Hanh. In: Staff Reports. RePEc:fip:fednsr:97349.

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2023Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2023). Bjørnland, Hilde ; Chang, Yoosoon ; Bjornland, Hilde C. In: CAEPR Working Papers. RePEc:inu:caeprp:2023005.

Full description at Econpapers || Download paper

2023Are Minorities Still Paying Higher Mortgage Interest Rates?. (2023). Cho, David D ; Baek, Young H. In: International Advances in Economic Research. RePEc:kap:iaecre:v:29:y:2023:i:1:d:10.1007_s11294-022-09864-5.

Full description at Econpapers || Download paper

2023Digitalization and stability in banking sector: a systemic risk perspective. (2023). Chen, Rong ; Ou, Yiding ; Zhang, Qingjun. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:2:d:10.1057_s41283-023-00116-2.

Full description at Econpapers || Download paper

2023Discrimination of Immigrants in Mortgage Pricing and Approval: Evidence from Italy. (2023). Zazzaro, Alberto ; Uddin, Md Taslim ; Mistrulli, Paolo Emilio. In: CSEF Working Papers. RePEc:sef:csefwp:675.

Full description at Econpapers || Download paper

Works by Ramon P. DeGennaro:


YearTitleTypeCited
2014Expected Returns to Stock Investments by Angel Investors in Groups In: European Financial Management.
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article9
2010Expected returns to stock investments by angel investors in groups.(2010) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 9
paper
1994Modeling International Long-Term Interest Rates. In: The Financial Review.
[Citation analysis]
article20
1996Market Efficiency and Money Market Fund Portfolio Managers: Beliefs versus Reality. In: The Financial Review.
[Citation analysis]
article5
1990THE EFFECT OF PAYMENT DELAYS ON STOCK PRICES In: Journal of Financial Research.
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article1
2009New Evidence on the Link Between Government Subsidies and Wagering In: Journal of Gambling Business and Economics.
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article0
1990Stock Returns and Volatility In: Journal of Financial and Quantitative Analysis.
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article260
1988STOCK RETURNS AND VOLATILITY.(1988) In: Michigan State - Econometrics and Economic Theory.
[Citation analysis]
This paper has nother version. Agregated cites: 260
paper
1997Public information releases, private information arrival and volatility in the foreign exchange market In: Journal of Empirical Finance.
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article91
1993On flexibility, capital structure and investment decisions for the insured bank In: Journal of Banking & Finance.
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article22
1991On flexibility, capital structure, and investment decisions for the insured bank.(1991) In: Working Papers (Old Series).
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This paper has nother version. Agregated cites: 22
paper
1995Anticipating bailouts: The incentive-conflict model and the collapse of the Ohio deposit guarantee fund In: Journal of Banking & Finance.
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article2
1994Anticipating bailouts: the incentive-conflict model and the collapse of the Ohio Deposit Guarantee Fund.(1994) In: Working Papers (Old Series).
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This paper has nother version. Agregated cites: 2
paper
2003Is there discrimination in mortgage pricing? The case of overages In: Journal of Banking & Finance.
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article35
2001Is there discrimination in mortgage pricing? the case of overages.(2001) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 35
paper
2019Overshooting: Evidence from share repurchases and subsidiary selling In: Research in International Business and Finance.
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article2
2017The state of research and the economic environment in small-firm finance In: Chapters.
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chapter0
2016A review of angel investing research: analysis of data and returns in the US and abroad In: Studies in Economics and Finance.
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article2
2003Direct investments in securities: A primer In: Economic Review.
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article0
2006Merchant acquirers and payment card processors: a look inside the black box In: Economic Review.
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article2
2007Financial market frictions In: Economic Review.
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article5
2001A generalized method for detecting abnormal returns and changes in systematic risk In: FRB Atlanta Working Paper.
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paper11
2002A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk..(2002) In: Review of Quantitative Finance and Accounting.
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This paper has nother version. Agregated cites: 11
article
2003Asset allocation and section 529 plans In: FRB Atlanta Working Paper.
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paper0
2004Analyzing imputed financial data: a new approach to cluster analysis In: FRB Atlanta Working Paper.
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paper1
2004Understanding 401(k) plans In: FRB Atlanta Working Paper.
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paper0
2005Market imperfections In: FRB Atlanta Working Paper.
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paper8
2005Market imperfections.(2005) In: Journal of Financial Transformation.
[Citation analysis]
This paper has nother version. Agregated cites: 8
article
2007A discrete choice model of dividend reinvestment plans: classification and prediction In: FRB Atlanta Working Paper.
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paper3
2011A discrete choice model of dividend reinvestment plans: classification and prediction.(2011) In: Managerial and Decision Economics.
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This paper has nother version. Agregated cites: 3
article
1990Standardizing world securities clearance systems In: Economic Commentary.
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article0
1989Settlement delays and stock prices In: Economic Review.
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article0
1989Regime changes in stock returns In: Working Papers (Old Series).
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paper0
1990Failed delivery and daily Treasury bill returns In: Working Papers (Old Series).
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paper3
1991Troubled savings and loan institutions: voluntary restructuring under insolvency In: Working Papers (Old Series).
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paper0
1992Capital forbearance and thrifts: an ex post examination of regulatory gambling In: Working Papers (Old Series).
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paper7
1993Capital forbearance and thrifts: an ex post examination of regulatory gambling.(1993) In: Proceedings.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
1989Variability and stationarity of term premia In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
paper0
1991The asset flexibility option and the value of deposit insurance In: Proceedings.
[Citation analysis]
paper1
1992Sources of value in lines of credit: evidence from the lenders perspective In: Proceedings.
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paper1
1999Overages in mortgage pricing In: Proceedings.
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paper0
1993Troubled Savings and Loan Institutions: Turnaround Strategies Under Insolvency In: Financial Management.
[Citation analysis]
article5
1988THE IMPACT OF DELIVERY TERMS ON STOCK RETURN VOLATILITY In: Michigan State - Econometrics and Economic Theory.
[Citation analysis]
paper5
2009It’s Not Just Subprime! In: Journal of Private Enterprise.
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article1
2000Smooth Transition ARCH Models: Estimation and Testing. In: Review of Quantitative Finance and Accounting.
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article7
1988Payment Delays: Bias in the Yield Curve: Note. In: Journal of Money, Credit and Banking.
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article0
2003The Utility of Sport and Returns to Ownership In: Journal of Sports Economics.
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article8
2004Is discretionary pricing discretionary?: The case of overages in mortgage lending In: The Review of Black Political Economy.
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article0
1998Stock returns and volatility: Another look In: Journal of Economics and Finance.
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article4
2000The efficiency of the price system: evidence from an alternative market In: Applied Economics Letters.
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article0

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