Stace Sirmans

Auburn University

Auburn, AL 36849

United States

http://www.stacesirmans.com

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 41,839

SSRN RANKINGS

Top 41,839

in Total Papers Downloads

1,574

SSRN CITATIONS
Rank 43,529

SSRN RANKINGS

Top 43,529

in Total Papers Citations

11

CROSSREF CITATIONS

5

Scholarly Papers (7)

1.

CDS Momentum: Slow Moving Credit Ratings and Cross-Market Spillovers

Number of pages: 63 Posted: 13 Apr 2014 Last Revised: 30 Jun 2021
Jongsub Lee, Andy Naranjo and Stace Sirmans
Seoul National University, University of Florida - Warrington College of Business Administration and Auburn University
Downloads 697 (51,454)
Citation 7

Abstract:

Loading...

Credit default swaps; CDS returns; Credit ratings; Momentum; Spillover; Endogenous liquidity; Credit risk; Information flows

Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk

Journal of Finance, Forthcoming
Number of pages: 60 Posted: 25 Jul 2015
Jongsub Lee, Andy Naranjo and Stace Sirmans
Seoul National University, University of Florida - Warrington College of Business Administration and Auburn University
Downloads 281 (148,510)

Abstract:

Loading...

International CDS markets, corporate credit risk, sovereign risk, country risk, multinational corporations, asset geographic location, cross-listing, property rights, creditor rights, disclosure requirements, sovereign ceiling violations

Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk

Number of pages: 60 Posted: 02 Nov 2015 Last Revised: 03 Nov 2015
Jongsub Lee, Andy Naranjo and Stace Sirmans
Seoul National University, University of Florida - Warrington College of Business Administration and Auburn University
Downloads 111 (333,266)
Citation 6

Abstract:

Loading...

International CDS markets, corporate credit risk, sovereign risk, multinational corporations, asset geographic location, cross-listing, property rights, creditor rights, disclosure requirements, sovereign ceiling violations

3.

The Exodus from Sovereign Risk: Sovereign Ceiling Violations in Credit Default Swap Markets

Number of pages: 69 Posted: 22 Mar 2013 Last Revised: 09 May 2013
Jongsub Lee, Andy Naranjo and Stace Sirmans
Seoul National University, University of Florida - Warrington College of Business Administration and Auburn University
Downloads 203 (204,262)
Citation 4

Abstract:

Loading...

Credit default swap, sovereign ceiling, transfer and convertibility risk, asset geographic location, cross-listing, property rights, creditor rights, disclosure requirement, credit rating

4.

Implied Asset Return Profiles, Firm Fundamentals, and Stock Returns

Number of pages: 71 Posted: 02 Mar 2021 Last Revised: 22 Feb 2022
Jongsub Lee, Andy Naranjo and Stace Sirmans
Seoul National University, University of Florida and Auburn University
Downloads 129 (297,299)

Abstract:

Loading...

Implied asset return and volatility, joint pricing of equity and credit, option pricing, asset growth and risk-shifting factors, asset prices, market predictability

Internet Appendix for 'Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk'

Number of pages: 61 Posted: 02 Nov 2015 Last Revised: 03 Nov 2015
Jongsub Lee, Andy Naranjo and Stace Sirmans
Seoul National University, University of Florida - Warrington College of Business Administration and Auburn University
Downloads 61 (476,922)

Abstract:

Loading...

International CDS markets, corporate credit risk, sovereign risk, multinational corporations, asset geographic location, cross-listing, property rights, creditor rights, disclosure requirements, sovereign ceiling violations

Internet Appendix for 'Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk'

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 28 Jul 2015
Jongsub Lee, Andy Naranjo and Stace Sirmans
Seoul National University, University of Florida - Warrington College of Business Administration and Auburn University
Downloads 29 (639,786)

Abstract:

Loading...

International CDS markets, corporate credit risk, sovereign risk, country risk, multinational corporations, asset geographic location, cross-listing, property rights, creditor rights, disclosure requirements, sovereign ceiling violations

6.

Observable Agent Effort and Limits to the Innovation in Residential Real Estate

Observable Agent Effort and Limits to Innovation in Residential Real Estate, Justin D. Benefield, C. Stace Sirmans, and G. Stacy Sirmans, Journal of Real Estate Research, 2019 41:1, 1-36
Number of pages: 36 Posted: 17 Jun 2019
affiliation not provided to SSRN, Auburn University and Florida State University
Downloads 63 (462,649)

Abstract:

Loading...

real estate commission, virtual tours, agent effort, selling effort, two-stage least squares

7.

Determinants of Mortgage Interest Rates: Treasuries versus Swaps

Journal of Real Estate Finance and Economics, Vol. 50, No. 1, 2015
Posted: 06 Jan 2015
Stace Sirmans, Stanley D. Smith and G. Stacy Sirmans
Auburn University, University of Central Florida and Florida State University - Department of Risk Management/Insurance, Real Estate and Business Law

Abstract:

Loading...

Treasury rate; Mortgage rate determinants; Swap derivatives; LIBOR swap rate