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Stace Sirmans
Stace Sirmans
Assistant Professor of Finance, Auburn University
Verified email at auburn.edu - Homepage
Title
Cited by
Cited by
Year
Exodus from sovereign risk: Global asset and information networks in the pricing of corporate credit risk
J Lee, A Naranjo, S Sirmans
The Journal of Finance 71 (4), 1813-1856, 2016
512016
Observable agent effort and limits to innovation in residential real estate
JD Benefield, CS Sirmans, GS Sirmans
Journal of Real Estate Research 41 (1), 1-36, 2019
372019
CDS momentum: Slow moving credit ratings and cross-market spillovers
J Lee, A Naranjo, S Sirmans
Available at SSRN 2423371, 2014
322014
Explaining REIT returns
M Letdin, CS Sirmans, GS Sirmans, EN Zietz
Journal of Real Estate Literature 27 (1), 1-25, 2019
242019
CDS momentum: Slow-moving credit ratings and cross-market spillovers
J Lee, A Naranjo, S Sirmans
The Review of Asset Pricing Studies 11 (2), 352-401, 2021
222021
The Exodus from Sovereign Risk: Sovereign Ceiling Violations in Credit Default Swap Markets
J Lee, A Naranjo, S Sirmans
Journal of Finance, revise & resubmit, 2013
222013
Determinants of mortgage interest rates: Treasuries versus swaps
CS Sirmans, SD Smith, GS Sirmans
The Journal of Real Estate Finance and Economics 50, 34-51, 2015
112015
Betting against the sentiment in reit nav premiums
M Letdin, S Sirmans, GS Sirmans
The Journal of Real Estate Finance and Economics, 1-25, 2022
62022
Agree to disagree: NAV dispersion in REITs
M Letdin, S Sirmans, GS Sirmans
Forthcoming in Journal of Real Estate Finance and Economics, 2019
52019
Related securities and the cross-section of stock return momentum: evidence from credit default swaps (CDS)
J Lee, A Naranjo, S Sirmans
Paris December 2016 Finance Meeting EUROFIDAI-AFFI, 2018
52018
Maturity Clienteles in the Municipal Bond Market: Term Premiums and the Muni Puzzle
DT Brown, S Sirmans
Midwest Finance Association 2012 Annual Meetings Paper, 2011
32011
Credit default swaps, equity risk, and corporate risktaking
L Hong, S Sirmans, K Xie
Working Paper, 2017
22017
Spread Too Thin: REIT Asset Dispersion and Divergence of Opinion
M Letdin, CS Sirmans, GS Sirmans
The Journal of Real Estate Finance and Economics, 1-27, 2022
12022
Implied Asset Return Profiles, Firm Fundamentals, and Stock Returns
J Lee, A Naranjo, S Sirmans
Firm Fundamentals, and Stock Returns (February 14, 2022), 2022
12022
Systematic Credit Strategies: Factor Dynamics and Cross-Market Spillovers
J Keshavarz, S Sirmans
Available at SSRN, 2024
2024
The Effect of Market Asset Returns, Economic Conditions, and Firm Fundamentals on Net Lease Capitalization Rates
S Sirmans, S Sirmans, G Smersh, D Winkler
Journal of Real Estate Research, 1-36, 2023
2023
Sovereign Overhang and the Integration of Equity and Credit Markets Around the World
J Lee, A Naranjo, S Sirmans
Available at SSRN 4449079, 2023
2023
Internet Appendix for'Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk'
J Lee, A Naranjo, S Sirmans
Available at SSRN 2492206, 2014
2014
Internet Appendix: Exodus from Sovereign Risk
J Lee, A Naranjo, S Sirmans
Dissecting the Value Premium in Publicly Traded Real Estate Markets
M Letdin, S Sirmans, S Sirmans
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Articles 1–20