8
H index
6
i10 index
543
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:
|
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:
| Cites to:
|
Main data
Where Ramon P. DeGennaro has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Review | 3 |
| Journal of Banking & Finance | 3 |
| Review of Quantitative Finance and Accounting | 2 |
| The Financial Review | 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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2026 | Decoding Egypts Exchange Rate Puzzle: Forecasting Official and Unofficial Market Trends with Advanced Models. (2026). ben Dhafer, Maryem ; Errais, Eymen. In: International Journal of Finance. RePEc:bhx:ojtijf:v:11:y:2026:i:1:p:36-55:id:3424. Full description at Econpapers || Download paper |
| 2024 | The risk–return tradeoff among equity factors. (2024). Barroso, Pedro ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000537. Full description at Econpapers || Download paper |
| 2025 | Empty pledges and powerless conventions: How transition climate risks are disrupting financial markets?. (2025). Fahmy, Hany. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004715. Full description at Econpapers || Download paper |
| 2024 | Why does uncovered interest parity fail empirically?. (2024). Aziz, Nusrate. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003612. Full description at Econpapers || Download paper |
| 2024 | Portfolio optimization by enhanced LinUCB. (2024). Guo, Xingjian ; Mirza, Sultan Sikandar ; Zhang, Qin ; Ni, HE. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012959. Full description at Econpapers || Download paper |
| 2024 | State-dependent intertemporal risk-return tradeoff: Further evidence. (2024). Chelikani, Surya ; Nam, Kiseok ; Marks, Joseph M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s0148619524000031. Full description at Econpapers || Download paper |
| 2025 | Exploring volatility reactions in cryptocurrency markets using intraday macroeconomic news analysis. (2025). Savaser, Tanseli ; ben Omrane, Walid ; Sebai, Saber ; Saadi, Samir ; Dabbou, Halim. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006720. Full description at Econpapers || Download paper |
| 2025 | Information in derivatives markets: forecasting prices with prices. (2025). Martin, Ian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128212. Full description at Econpapers || Download paper |
| 2024 | Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2024). Cross, Jamie ; Chang, Yoosoon ; Bjørnland, Hilde ; Bjornland, Hilde C. In: CAEPR Working Papers. RePEc:inu:caeprp:2023005. Full description at Econpapers || Download paper |
| 2024 | Short-term prediction of bank deposit flows: do textual features matter?. (2024). Katsafados, Apostolos ; Anastasiou, Dimitris. In: Annals of Operations Research. RePEc:spr:annopr:v:338:y:2024:i:2:d:10.1007_s10479-024-06048-8. Full description at Econpapers || Download paper |
| 2025 | The risk–return trade-off of Bitcoin: Evidence from regime-switching analysis. (2025). Tsuji, Chikashi. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00551-5. Full description at Econpapers || Download paper |
| 2024 | Calibration in the “real world” of a partially specified stochastic volatility model. (2024). Fatone, Lorella ; Zirilli, Francesco ; Mariani, Francesca. 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 | 21 |
| 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 | 271 |
| 1988 | STOCK RETURNS AND VOLATILITY.(1988) In: Michigan State - Econometrics and Economic Theory. [Citation analysis] This paper has nother version. Agregated cites: 271 | 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 | 95 |
| 1993 | On flexibility, capital structure and investment decisions for the insured bank In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
| 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: 21 | 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 | 40 |
| 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: 40 | 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 | 8 |
| 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 December, 22 2025. Contact: CitEc Team