Riccardo Sabbatucci

Stockholm School of Economics

Assistant Professor of Finance

PO Box 6501

Stockholm, 11383

Sweden

Swedish House of Finance

Drottninggatan 98

111 60 Stockholm

Sweden

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

1.

Geographic Lead-Lag Effects

Number of pages: 66 Posted: 17 May 2016 Last Revised: 22 Sep 2018
Christopher A. Parsons, Riccardo Sabbatucci and Sheridan Titman
Foster School of Business, University of Washington, Stockholm School of Economics and University of Texas at Austin - Department of Finance
Downloads 814 (27,525)

Abstract:

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Return predictability, geographic momentum, industry momentum, lead-lag effects, analyst coverage, limited attention

2.

Are Dividends and Stock Returns Predictable? New Evidence Using M&A Cash Flows

Number of pages: 59 Posted: 16 Mar 2015 Last Revised: 25 Oct 2015
Riccardo Sabbatucci
Stockholm School of Economics
Downloads 199 (145,200)

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Dividend Growth, Consumption Growth and Return Predictability, M&A Cash Flows, Industries

3.

Cash Flow News and Stock Price Dynamics

Swedish House of Finance Research Paper No. 18-10
Number of pages: 83 Posted: 01 Mar 2018 Last Revised: 01 Oct 2018
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - Department of Economics, Stockholm School of Economics and UCSD
Downloads 150 (186,282)

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High-frequency cash flow news; predictability of dividend growth; jump risk; dynamics in stock returns; uncertainty transmission channel; Bayesian modeling

4.

Do Private Firms' Dividends Predict Stock Returns?

Number of pages: 27 Posted: 25 Oct 2015
Riccardo Sabbatucci
Stockholm School of Economics
Downloads 75 (302,516)

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Return Predictability, Public and Private Companies, Intercorporate Holdings