Concepedia

Ramon P. DeGennaro

RP

21

Publications

1.3K

Citations

15

H-Index

1989

Active since

Affiliations

University of Tennessee at Knoxville(Current)

Michigan State University

Ramon P. DeGennaro is an author at University of Tennessee at Knoxville specializing in business, finance, and management.

Top concepts

BusinessFinanceEconomicsManagementFinancial EconomicsEmpirical FinanceAsset PricingEconomic AnalysisMarket DesignVolatility Modeling

Publications per year

1989–2013

20

Publications

21

Stock Returns and Volatility

Richard T. Baillie, Ramon P. DeGennaro · Journal of Financial and Quantitative Analysis · 1990 · 737 citations

Empirical Finance, Volatility Modeling, Financial Economics +13

Public information releases, private information arrival and volatility in the foreign exchange market

Ramon P. DeGennaro, Ronald E. Shrieves · Journal of Empirical Finance · 1997 · 158 citations

Market Microstructure, Economics, International Finance +7

Stock Returns and Volatility

Ramon P. DeGennaro, Richard T. Baillie · 2003 · 64 citations

Empirical Finance, Volatility Modeling, Financial Economics +13

On flexibility, capital structure and investment decisions for the insured bank

Peter Ritchken, James B. Thomson, Ramon P. DeGennaro et al. · Journal of Banking & Finance · 1993 · 40 citations

Financial System, Investment Decisions, Financial Risk Management +10

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

Ramon P. DeGennaro, Ronald E. Shrieves · SSRN Electronic Journal · 2003 · 38 citations · Full text

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