Stace Sirmans

Auburn University

Auburn, AL 36849

United States

http://www.stacesirmans.com

  • Auburn University

SCHOLARLY PAPERS

12

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2,692

TOTAL CITATIONS
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Top 29,338

in Total Papers Citations

37

Scholarly Papers (12)

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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 817 (62,250)
Citation 17

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

2.

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

Downloads 489 (119,379)
Citation 15

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 342 (178,386)

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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 147 (404,098)
Citation 15

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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 52-Week High, Downside Risk, and Corporate Bond Returns

Number of pages: 60 Posted: 14 May 2024 Last Revised: 05 Nov 2024
Javad Keshavarz and Stace Sirmans
Auburn University and Auburn University
Downloads 246 (253,350)

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JEL Classification: G11, G12, G14, G40 52-Week High, Bond Returns, Stock Momentum, Cross-Market Spillovers, Equity-Credit Integration

4.

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 244 (255,415)
Citation 4

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

5.

Implied Asset Return Profiles, Firm Fundamentals, and Stock Returns

Number of pages: 76 Posted: 02 Mar 2021 Last Revised: 29 Jul 2024
Jongsub Lee, Andy Naranjo and Stace Sirmans
Seoul National University, University of Florida and Auburn University
Downloads 243 (256,413)
Citation 1

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Implied asset return and volatility, joint pricing of equity and credit, option pricing, cross-section of expected stock returns, market predictability

6.

How Similar Are the Factor Structures of Equity and Credit Markets?

Number of pages: 59 Posted: 25 Apr 2024 Last Revised: 30 Aug 2024
Javad Keshavarz and Stace Sirmans
Auburn University and Auburn University
Downloads 228 (272,589)

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Bond Markets, CDS Markets, Equity-Credit Integration, Factor Investing

7.

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

Downloads 140 (419,532)

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 87 (597,450)

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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 53 (778,300)

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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

8.

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
Justin D. Benefield, Stace Sirmans and G. Stacy Sirmans
affiliation not provided to SSRN, Auburn University and Florida State University
Downloads 126 (455,685)

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

9.

Perceptions of Climate Change and the Pricing of Disaster Risk in Commercial Real Estate

Number of pages: 39 Posted: 04 Jun 2024
Stace Sirmans, G. Stacy Sirmans, Greg Smersh and Daniel T. Winkler
Auburn University, Florida State University - Department of Risk Management/Insurance, Real Estate and Business Law, University of South Florida and University of North Carolina (UNC) at Greensboro
Downloads 81 (615,648)

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JEL Classifications: R3, G12, G40, Q54 Commercial Real Estate, Climate Change, Global Warming, Natural Disasters

10.

Sovereign Overhang and the Integration of Equity and Credit Markets Around the World

Number of pages: 55 Posted: 21 May 2023 Last Revised: 18 Nov 2024
Jongsub Lee, Andy Naranjo and Stace Sirmans
Seoul National University, University of Florida and Auburn University
Downloads 50 (780,877)

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Equity-Credit Integration, Systematic Risk, Economic Development, Property Rights, Economic Policy Uncertainty

11.

Climate Change Opinions, Disaster Risk, and Single-Family Housing Price Growth

Number of pages: 58 Posted: 05 Dec 2024
Stace Sirmans, G. Stacy Sirmans, Greg Smersh and Daniel T. Winkler
Auburn University, Florida State University - Department of Risk Management/Insurance, Real Estate and Business Law, University of South Florida and University of North Carolina (UNC) at Greensboro
Downloads 28 (963,286)

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Housing markets, Climate change, Natural disaster risk, Homebuyer behavior, Climate change beliefs

12.

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

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