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

14

DOWNLOADS
Rank 13,844

SSRN RANKINGS

Top 13,844

in Total Papers Downloads

7,221

TOTAL CITATIONS
Rank 14,494

SSRN RANKINGS

Top 14,494

in Total Papers Citations

70

Scholarly Papers (14)

Actions:
Email selected abstracts
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 2,488 (11,789)
Citation 10

Abstract:

Loading...

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

2.

Sovereign Risk Premia and Global Macroeconomic Conditions

University of Miami Business School Research Paper No. 3162853, Journal of Financial Economics, Vol. 147, No. 1, 2023
Number of pages: 67 Posted: 02 May 2018 Last Revised: 11 Jun 2024
Sandro C. Andrade, Adelphe Ekponon and Alexandre Jeanneret
University of Miami - Department of Finance, University of Ottawa - Telfer School of Management and UNSW Business School
Downloads 687 (77,749)
Citation 3

Abstract:

Loading...

Sovereign bonds, risk premium, consumption-based asset pricing, credit risk, macroeconomic conditions

3.

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 543 (104,816)
Citation 27

Abstract:

Loading...

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

4.

Is There a Value Premium Among Large Stocks?

Downloads 507 (114,050)
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 382 (157,276)

Abstract:

Loading...

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 125 (458,833)
Citation 1

Abstract:

Loading...

value premium, valuation ratios, global investing

5.

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, Frederick Hood and Frederick Hood
University of Miami - Department of Finance, University of Miami - Department of Finance and Virginia Tech - Department of Finance, Insurance, and Business Lawaffiliation not provided to SSRN
Downloads 507 (114,050)
Citation 7

Abstract:

Loading...

Sarbanes-Oxley, Corporate transparency, CDS pricing

6.

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 503 (115,105)
Citation 4

Abstract:

Loading...

operating leases, purchase obligations, credit spreads, accounting standards

7.

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: 06 Nov 2021
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 447 (132,524)
Citation 8

Abstract:

Loading...

bubbles, information, security analysts

8.

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 Arizona State University (ASU)
Downloads 419 (142,969)
Citation 2

Abstract:

Loading...

Asset pricing, return predictability, limits of arbitrage

9.

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 404 (149,249)
Citation 1

Abstract:

Loading...

Market Timing, Investments, CAY

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 342 (179,337)
Citation 4

Abstract:

Loading...

sovereign spread, asset pricing, emerging market discount

11.

Information Immobility and Foreign Portfolio Investment

Downloads 142 (413,631)
Citation 3

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 142 (414,319)
Citation 3

Abstract:

Loading...

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

Abstract:

Loading...

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 125 (456,991)

Abstract:

Loading...

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 88 (584,356)

Abstract:

Loading...

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

14.

On the Intermediation Cost of Public Debt

Number of pages: 73 Posted: 01 Mar 2024 Last Revised: 01 Dec 2024
Sandro C. Andrade and Felipe M. Da Rocha
University of Miami - Department of Finance and University of Miami - Department of Finance
Downloads 19 (1,058,775)

Abstract:

Loading...

Treasury auctions, inventory risk, slow-moving capital,oligoply.