8
H index
6
i10 index
534
Citations
Ramon P. DeGennaro : Citation Profile
University of Tennessee-Knoxville | RESEARCH PRODUCTION: 28 Articles 21 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1988 - 2019). 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:
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Main data
Where Ramon P. DeGennaro has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Review | 3 |
| Journal of Banking & Finance | 3 |
| The Financial Review | 2 |
| Review of Quantitative Finance and Accounting | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta | 8 |
| Working Papers (Old Series) / Federal Reserve Bank of Cleveland | 6 |
| Proceedings / Federal Reserve Bank of Chicago | 4 |
Recent works citing Ramon P. DeGennaro (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | DISCRIMINATION 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. Full description at Econpapers || Download paper |
| 2023 | Lenders’ 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 |
| 2023 | Oil 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 |
| 2023 | Big 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 |
| 2023 | Risk-return tradeoff and serial correlation in the Chinese stock market: A bailout-driven crash feedback hypothesis. (2023). Yang, Yiwen ; Yao, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003644. Full description at Econpapers || Download paper |
| 2023 | Which 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. Full description at Econpapers || Download paper |
| 2023 | Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001642. Full description at Econpapers || Download paper |
| 2023 | The 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 |
| 2023 | Further 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. Full description at Econpapers || Download paper |
| 2023 | Volatility feedback effect and risk-return tradeoff. (2023). Nam, Kiseok ; Marks, Joseph M ; Chelikani, Surya. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:49-65. Full description at Econpapers || Download paper |
| 2023 | Return–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 |
| 2023 | Stakeholders’ Aversion to Inequality and Bank Lending to Minorities. (2023). Crosignani, Matteo ; Le, Hanh. In: Staff Reports. RePEc:fip:fednsr:97349. Full description at Econpapers || Download paper |
| 2023 | Oil 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 |
| 2023 | Are 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 |
| 2023 | Race, risk, and greed: Harold Blacks contributions to the institutional economics of finance. (2023). Tilley, Cameron ; Munger, Michael. In: Public Choice. RePEc:kap:pubcho:v:197:y:2023:i:3:d:10.1007_s11127-023-01073-w. Full description at Econpapers || Download paper |
| 2023 | ADA to Ph.D.? The Americans with disabilities act and post-secondary educational attainment. (2023). Melo, Vitor ; Reinarts, Nicholas. In: Public Choice. RePEc:kap:pubcho:v:197:y:2023:i:3:d:10.1007_s11127-023-01075-8. Full description at Econpapers || Download paper |
| 2023 | Does discrimination in lending still persist?. (2023). Black, Harold A. In: Public Choice. RePEc:kap:pubcho:v:197:y:2023:i:3:d:10.1007_s11127-023-01080-x. Full description at Econpapers || Download paper |
| 2023 | Harold A. Black academic conference: an introduction to the special issue. (2023). Smith, Daniel J ; Degennaro, Ramon P. In: Public Choice. RePEc:kap:pubcho:v:197:y:2023:i:3:d:10.1007_s11127-023-01106-4. Full description at Econpapers || Download paper |
| 2023 | Digitalization 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 |
| 2023 | Discrimination 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 |
| 2024 | Calibration in the “real world” of a partially specified stochastic volatility model. (2024). Mariani, Francesca ; Fatone, Lorella ; Zirilli, Francesco. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:75-102. Full description at Econpapers || Download paper |
Works by Ramon P. DeGennaro:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Expected Returns to Stock Investments by Angel Investors in Groups In: European Financial Management. [Full Text][Citation analysis] | article | 9 |
| 2010 | Expected returns to stock investments by angel investors in groups.(2010) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 1994 | Modeling International Long-Term Interest Rates. In: The Financial Review. [Citation analysis] | article | 20 |
| 1996 | Market Efficiency and Money Market Fund Portfolio Managers: Beliefs versus Reality. In: The Financial Review. [Citation analysis] | article | 5 |
| 1990 | THE EFFECT OF PAYMENT DELAYS ON STOCK PRICES In: Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
| 2009 | New Evidence on the Link Between Government Subsidies and Wagering In: Journal of Gambling Business and Economics. [Full Text][Citation analysis] | article | 0 |
| 1990 | Stock Returns and Volatility In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 267 |
| 1988 | STOCK RETURNS AND VOLATILITY.(1988) In: Michigan State - Econometrics and Economic Theory. [Citation analysis] This paper has nother version. Agregated cites: 267 | paper | |
| 1997 | Public information releases, private information arrival and volatility in the foreign exchange market In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 92 |
| 1993 | On flexibility, capital structure and investment decisions for the insured bank In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
| 1991 | On flexibility, capital structure, and investment decisions for the insured bank.(1991) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 1995 | Anticipating bailouts: The incentive-conflict model and the collapse of the Ohio deposit guarantee fund In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 1994 | Anticipating bailouts: the incentive-conflict model and the collapse of the Ohio Deposit Guarantee Fund.(1994) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2003 | Is there discrimination in mortgage pricing? The case of overages In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 39 |
| 2001 | Is there discrimination in mortgage pricing? the case of overages.(2001) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2019 | Overshooting: Evidence from share repurchases and subsidiary selling In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
| 2017 | The state of research and the economic environment in small-firm finance In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2016 | A review of angel investing research: analysis of data and returns in the US and abroad In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2003 | Direct investments in securities: A primer In: Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2006 | Merchant acquirers and payment card processors: a look inside the black box In: Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2007 | Financial market frictions In: Economic Review. [Full Text][Citation analysis] | article | 5 |
| 2001 | A generalized method for detecting abnormal returns and changes in systematic risk In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 11 |
| 2002 | A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk..(2002) In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2003 | Asset allocation and section 529 plans In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Analyzing imputed financial data: a new approach to cluster analysis In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Understanding 401(k) plans In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Market imperfections In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 8 |
| 2005 | Market imperfections.(2005) In: Journal of Financial Transformation. [Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2007 | A discrete choice model of dividend reinvestment plans: classification and prediction In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 4 |
| 2011 | A discrete choice model of dividend reinvestment plans: classification and prediction.(2011) In: Managerial and Decision Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 1990 | Standardizing world securities clearance systems In: Economic Commentary. [Full Text][Citation analysis] | article | 0 |
| 1989 | Settlement delays and stock prices In: Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1989 | Regime changes in stock returns In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 0 |
| 1990 | Failed delivery and daily Treasury bill returns In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 3 |
| 1991 | Troubled savings and loan institutions: voluntary restructuring under insolvency In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 0 |
| 1992 | Capital forbearance and thrifts: an ex post examination of regulatory gambling In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 7 |
| 1993 | Capital forbearance and thrifts: an ex post examination of regulatory gambling.(1993) In: Proceedings. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1989 | Variability and stationarity of term premia In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] | paper | 0 |
| 1991 | The asset flexibility option and the value of deposit insurance In: Proceedings. [Citation analysis] | paper | 1 |
| 1992 | Sources of value in lines of credit: evidence from the lenders perspective In: Proceedings. [Citation analysis] | paper | 1 |
| 1999 | Overages in mortgage pricing In: Proceedings. [Citation analysis] | paper | 0 |
| 1993 | Troubled Savings and Loan Institutions: Turnaround Strategies Under Insolvency In: Financial Management. [Citation analysis] | article | 5 |
| 1988 | THE IMPACT OF DELIVERY TERMS ON STOCK RETURN VOLATILITY In: Michigan State - Econometrics and Economic Theory. [Citation analysis] | paper | 5 |
| 2009 | It’s Not Just Subprime! In: Journal of Private Enterprise. [Full Text][Citation analysis] | article | 1 |
| 2000 | Smooth Transition ARCH Models: Estimation and Testing. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 7 |
| 1988 | Payment Delays: Bias in the Yield Curve: Note. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
| 2003 | The Utility of Sport and Returns to Ownership In: Journal of Sports Economics. [Full Text][Citation analysis] | article | 8 |
| 2004 | Is discretionary pricing discretionary?: The case of overages in mortgage lending In: The Review of Black Political Economy. [Full Text][Citation analysis] | article | 0 |
| 1998 | Stock returns and volatility: Another look In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2000 | The efficiency of the price system: evidence from an alternative market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team