Trading imbalances, predictable reversals, and cross-stock price pressure SC Andrade, C Chang, MS Seasholes Journal of Financial Economics 88 (2), 406-423, 2008 | 211* | 2008 |
'Sell in May and Go Away' Just Won't Go Away SC Andrade, V Chhaochharia, M Fuerst Financial Analysts Journal 69 (4), 94-105, 2013 | 137 | 2013 |
Information immobility and foreign portfolio investment SC Andrade, V Chhaochharia The Review of Financial Studies 23 (6), 2429-2463, 2010 | 117 | 2010 |
SOX, corporate transparency, and the cost of debt SC Andrade, G Bernile, F Hood Journal of Banking and Finance 38 (1), 145-165, 2014 | 107 | 2014 |
Understanding the profitability of pairs trading SC Andrade, VD Pietro, MS Seasholes Unpublished working paper, 2005 | 105 | 2005 |
Official FX Interventions through Derivatives E Kohlscheen, SC Andrade Journal of International Money and Finance 47 (October 2014), 202–216, 2014 | 88* | 2014 |
Analyst coverage, information, and bubbles SC Andrade, J Bian, TR Burch Journal of Financial and Quantitative Analysis 48 (5), 1573-1605, 2013 | 85 | 2013 |
A model of asset pricing under country risk SC Andrade Journal of International Money and Finance 28 (4), 671-695, 2009 | 82 | 2009 |
Testing the Expectations Hypothesis in the Brazilian term structure of interest rates BM Tabak, SC Andrade Brazilian Review of Finance 1 (1), 19-43, 2003 | 66 | 2003 |
The costs of sovereign default: Evidence from the stock market SC Andrade, V Chhaochharia The Review of Financial Studies 31 (5), 1707-1751, 2018 | 54* | 2018 |
M. de.(2008) P Andrade, C Chang, MS Seasholes Os gaúchos descobrem o Brasil: projetos agropecuários contra a agricultura …, 0 | 28 | |
The Impact of Operating Leases and Purchase Obligations on Credit Market Prices SC Andrade, E Henry, D Nanda Working paper, 2011 | 25* | 2011 |
Uma matriz de contabilidade social atualizada para o Brasil SC Andrade, S Najberg BNDES Discussion Paper N. 58, 1997 | 25 | 1997 |
Is it worth tracking dollar/real implied volatility? SC Andrade, BM Tabak Brazilian Journal of Applied Economics 5 (3), 67-89, 2001 | 23 | 2001 |
Semi-parametric learning of structured temporal point processes G Xu, M Wang, J Bian, H Huang, TR Burch, SC Andrade, J Zhang, Y Guan Journal of machine learning research 21 (192), 1-39, 2020 | 14 | 2020 |
Cenários para o início do milênio no Brasil OAF Tourinho, SC Andrade A Economia Brasileira em Perspectiva 2, 951-987, 1998 | 10 | 1998 |
Sovereign risk premia and global macroeconomic conditions SC Andrade, A Ekponon, A Jeanneret Journal of financial economics 147 (1), 172-197, 2023 | 9 | 2023 |
Pessimistic foreign investors and turmoil in emerging markets: the case of Brazil in 2002 SC Andrade, E Kohlscheen Working paper, 2014 | 9* | 2014 |
Is There a Value Premium among Large Stocks? SC Andrade, V Chhaochharia Working paper, 2012 | 6* | 2012 |
Market Timing with Cay SC Andrade, I Babenko, Y Tserlukevich The Journal of Portfolio Management 32 (Winter), 70-80, 2006 | 5 | 2006 |