Sandro C. Andrade

University of Miami - Department of Finance

Assistant Professor of Finance

P.O. Box 248094

Coral Gables, FL 33124-6552

United States

http://moya.bus.miami.edu/~sandrade/

  • University of Miami - Department of Finance

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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Top 17,075

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12

CROSSREF CITATIONS

39

Scholarly Papers (13)

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1.

'Sell in May and Go Away' Just Won't Go Away

Financial Analysts Journal, Forthcoming
Number of pages: 20 Posted: 23 Jul 2012 Last Revised: 18 Mar 2013
Sandro C. Andrade, Vidhi Chhaochharia and Michael E. Fuerst
University of Miami - Department of Finance, University of Miami - Department of Finance and University of Miami - Department of Finance
Downloads 2,157 (6,673)
Citation 3

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Sell in May, calendar anomalies, market timing, market efficiency, time varying risk-aversion

2.

SOX, Corporate Transparency, and the Cost of Debt

Midwest Finance Association 2013 Annual Meeting Paper, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 52 Posted: 26 Aug 2008 Last Revised: 12 Nov 2013
Sandro C. Andrade, Gennaro (帅纳) Bernile and Frederick Hood
University of Miami - Department of Finance, University of Miami - Department of Finance and affiliation not provided to SSRN
Downloads 465 (63,268)
Citation 5

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Sarbanes-Oxley, Corporate transparency, CDS pricing

3.

Is There a Value Premium Among Large Stocks?

Downloads 420 ( 71,593)
Citation 1

Is There a Value Premium Among Large Stocks?

Number of pages: 35 Posted: 29 Jun 2012 Last Revised: 23 Apr 2014
Sandro C. Andrade and Vidhi Chhaochharia
University of Miami - Department of Finance and University of Miami - Department of Finance
Downloads 324 (95,820)

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value premium, global investing, valuation ratios

Is There a Value Premium Among Large Stocks?

Number of pages: 40 Posted: 17 May 2014 Last Revised: 22 Sep 2015
Sandro C. Andrade and Vidhi Chhaochharia
University of Miami - Department of Finance and University of Miami - Department of Finance
Downloads 96 (284,759)
Citation 1

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value premium, valuation ratios, global investing

4.

The Costs of Sovereign Default: Evidence from the Stock Market

Number of pages: 72 Posted: 11 Nov 2010 Last Revised: 17 Aug 2017
Sandro C. Andrade and Vidhi Chhaochharia
University of Miami - Department of Finance and University of Miami - Department of Finance
Downloads 393 (77,348)
Citation 8

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sovereign default, sovereign risk, financial intermediation, government reputation, Euro crisis

5.

Analyst Coverage, Information, and Bubbles

Fourth Singapore International Conference on Finance 2010 Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 45 Posted: 14 Dec 2009 Last Revised: 28 Jun 2012
Sandro C. Andrade, Jiangze Bian and Timothy R. Burch
University of Miami - Department of Finance, University of International Business and Economics (UIBE) and University of Miami - Department of Finance
Downloads 373 (82,233)
Citation 3

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bubbles, information, security analysts

6.

Uninformed Trading and Asset Prices

Number of pages: 46 Posted: 26 Apr 2005 Last Revised: 03 Jan 2009
Sandro C. Andrade, Charles Chang and Mark S. Seasholes
University of Miami - Department of Finance, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and ASU WP Carey School of Business
Downloads 370 (82,984)
Citation 2

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Asset pricing, return predictability, limits of arbitrage

7.

Market Timing with Cay

Journal of Portfolio Management, Forthcoming
Number of pages: 28 Posted: 14 Jun 2005
Sandro C. Andrade, Ilona Babenko and Yuri Tserlukevich
University of Miami - Department of Finance, Arizona State University and Arizona State University (ASU)
Downloads 363 (84,864)

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Market Timing, Investments, CAY

8.

The Impact of Operating Leases and Purchase Obligations on Credit Market Prices

Number of pages: 50 Posted: 10 Oct 2011 Last Revised: 25 May 2016
Sandro C. Andrade, Elaine Henry and Dhananjay Nanda
University of Miami - Department of Finance, Stevens Institute of Technology - School of Business and University of Miami - Department of Accounting
Downloads 353 (87,628)
Citation 3

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operating leases, purchase obligations, credit spreads, accounting standards

9.

Sovereign Bond Premium and Global Macroeconomic Conditions

University of Miami Business School Research Paper No. 3162853
Number of pages: 62 Posted: 02 May 2018 Last Revised: 14 Oct 2019
Sandro C. Andrade, Adelphe Ekponon and Alexandre Jeanneret
University of Miami - Department of Finance, University of Cambridge - Judge Business School and HEC Montréal
Downloads 329 (94,824)

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Sovereign debt, credit risk, asset pricing, macroeconomic conditions

10.

A Model of Asset Pricing under Country Risk

Journal of International Money and Finance, Vol. 28, No. 3, 2009
Number of pages: 49 Posted: 17 Mar 2008 Last Revised: 29 Jan 2009
Sandro C. Andrade
University of Miami - Department of Finance
Downloads 292 (108,080)
Citation 2

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sovereign spread, asset pricing, emerging market discount

11.

Information Immobility and Foreign Portfolio Investment

Downloads 108 (260,963)
Citation 25

Information Immobility and Foreign Portfolio Investment

Review of Financial Studies, Forthcoming
Number of pages: 40 Posted: 08 Oct 2009
Sandro C. Andrade and Vidhi Chhaochharia
University of Miami - Department of Finance and University of Miami - Department of Finance
Downloads 108 (262,370)
Citation 3

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International Portfolio Choice, FDI, Information Asymmetry

Information Immobility and Foreign Portfolio Investment

The Review of Financial Studies, Vol. 23, No. 6, pp. 2429-2463, 2010
Posted: 17 May 2010
Sandro C. Andrade and Vidhi Chhaochharia
University of Miami - Department of Finance and University of Miami - Department of Finance

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F21, F36, G11

12.

A Practical Anti-Bubble Prescription

Number of pages: 9 Posted: 30 Jul 2012 Last Revised: 11 Sep 2012
Sandro C. Andrade, Jiangze Bian and Timothy R. Burch
University of Miami - Department of Finance, University of International Business and Economics (UIBE) and University of Miami - Department of Finance
Downloads 92 (290,533)

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bubbles, real estate bubble, housing bubble, stock market bubble

13.

Pessimistic Foreign Investors and Turmoil in Emerging Markets: The Case of Brazil in 2002

Number of pages: 21 Posted: 06 Jan 2012 Last Revised: 28 Jun 2014
Sandro C. Andrade and Emanuel Kohlscheen
University of Miami - Department of Finance and Bank for International Settlements (BIS)
Downloads 48 (409,794)

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self-fulfilling crises, sudden stop, capital flows, elections