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/

SCHOLARLY PAPERS

12

DOWNLOADS
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4,636

CITATIONS
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SSRN RANKINGS

Top 12,359

in Total Papers Citations

32

Scholarly Papers (12)

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 and University of Miami
Downloads 1,305 (6,608)
Citation 3

Abstract:

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 Bernile and Frederick Hood III
University of Miami - Department of Finance, University of Miami - School of Business Administration and Iowa State University - Department of Accounting and Finance
Downloads 414 (51,167)
Citation 5

Abstract:

Sarbanes-Oxley, Corporate transparency, CDS pricing

3.
Downloads 373 ( 61,248)
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
Downloads 300 (78,049)
Citation 1

Abstract:

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
Downloads 73 (260,365)
Citation 1

Abstract:

value premium, valuation ratios, global investing

4.

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 Hong Kong University of Science & Technology (HKUST)
Downloads 361 (63,026)
Citation 1

Abstract:

Asset pricing, return predictability, limits of arbitrage

5.

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 336 (66,626)
Citation 2

Abstract:

Market Timing, Investments, CAY

6.

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 288 (73,199)

Abstract:

bubbles, information, security analysts

7.

The Costs of Sovereign Default: Evidence from the Stock Market

Number of pages: 67 Posted: 11 Nov 2010 Last Revised: 26 Jun 2016
Sandro C. Andrade and Vidhi Chhaochharia
University of Miami - Department of Finance and University of Miami
Downloads 276 (79,479)
Citation 1

Abstract:

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

8.

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 260 (88,377)
Citation 8

Abstract:

sovereign spread, asset pricing, emerging market discount

9.

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 - School of Business Administration
Downloads 228 (86,948)

Abstract:

operating leases, purchase obligations, credit spreads, accounting standards

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
Downloads 97 (217,520)
Citation 10

Abstract:

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

Abstract:

F21, F36, G11

11.

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 79 (240,596)

Abstract:

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

12.

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 29 (348,620)

Abstract:

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