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 | 51 | 2016 |
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 | 38 | 2019 |
CDS momentum: Slow moving credit ratings and cross-market spillovers J Lee, A Naranjo, S Sirmans Available at SSRN 2423371, 2014 | 32 | 2014 |
Explaining REIT returns M Letdin, CS Sirmans, GS Sirmans, EN Zietz Journal of Real Estate Literature 27 (1), 1-25, 2019 | 26 | 2019 |
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 | 25 | 2021 |
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 | 23 | 2013 |
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 | 12* | 2015 |
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 | 7 | 2022 |
Agree to disagree: NAV dispersion in REITs M Letdin, S Sirmans, GS Sirmans Forthcoming in Journal of Real Estate Finance and Economics, 2019 | 6 | 2019 |
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 | 5 | 2018 |
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 | 3 | 2011 |
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 | 2 | 2022 |
Implied asset return profiles, firm fundamentals, and stock returns J Lee, A Naranjo, S Sirmans Firm Fundamentals, and Stock Returns (February 14, 2022), 2022 | 2 | 2022 |
Credit default swaps, equity risks, and corporate risk taking L Hong, S Sirmans, K Xie Working Paper, 2017 | 2 | 2017 |
Systematic Credit Strategies: Factor Dynamics and Cross-Market Spillovers J Keshavarz, S Sirmans Available at SSRN, 2024 | 1 | 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 | 1 | 2023 |
Perceptions of Climate Change and the Pricing of Disaster Risk in Commercial Real Estate S Sirmans, GS Sirmans, G Smersh, DT Winkler Available at SSRN 4851196, 2024 | | 2024 |
The 52-Week High, Downside Risk, and Corporate Bond Returns J Keshavarz, S Sirmans Downside Risk, and Corporate Bond Returns (May 13, 2024), 2024 | | 2024 |
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 |