معرفی
Sandro C. Andrade is an Associate Professor of Finance at the University of Miami’s Miami Herbert Business School. His research lies at the intersection of empirical asset pricing, sovereign debt, and financial econometrics, with a focus on understanding how macroeconomic risks, information frictions, and regulatory changes affect global financial markets.
Research Interests
- Sovereign Debt & Default: Quantifying default costs and risk premia across countries.
- Asset Pricing Anomalies: Seasonal effects, bubbles, and information-driven mispricing.
- Financial Econometrics: Semi-parametric methods for high-frequency and point-process data.
- Market Microstructure: Effects of central-bank FX interventions and derivatives trading.
- Regulatory Impact: How legislation such as SOX alters corporate transparency and debt costs.
Publication Trends
Across 17 peer-reviewed articles (2010-2023), Andrade consistently blends rigorous theory with large-scale empirical tests. His sovereign-risk studies exploit cross-country bond and equity data, while microstructure work leverages high-frequency Brazilian FX data. Recent papers integrate machine-learning techniques to model complex temporal point processes in finance.
Scientific Awards & Honors
No specific awards or fellowships are listed in the provided text.
Advising & Grants
No explicit information on current PhD students, master’s advisees, or funded grants is available in the source material.
Labs & Teams
No dedicated laboratory or research group is mentioned.
