关注
Stace Sirmans
Stace Sirmans
Assistant Professor of Finance, Auburn University
在 auburn.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
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
392019
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
302019
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
272021
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
232013
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
13*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
92022
Agree to disagree: NAV dispersion in REITs
M Letdin, S Sirmans, GS Sirmans
Forthcoming in Journal of Real Estate Finance and Economics, 2019
62019
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
Spread too thin: REIT asset dispersion and divergence of opinion
M Letdin, CS Sirmans, GS Sirmans
The Journal of Real Estate Finance and Economics 69 (2), 201-227, 2024
22024
Implied asset return profiles, firm fundamentals, and stock returns
J Lee, A Naranjo, S Sirmans
Firm Fundamentals, and Stock Returns (February 14, 2022), 2022
22022
Credit default swaps, equity risks, and corporate risk taking
L Hong, S Sirmans, K Xie
Working Paper, 2017
22017
Systematic Credit Strategies: Factor Dynamics and Cross-Market Spillovers
J Keshavarz, S Sirmans
Available at SSRN, 2024
12024
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
12023
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
系统目前无法执行此操作,请稍后再试。
文章 1–20