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

  • Stockholm School of Economics

SCHOLARLY PAPERS

7

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3,793

SSRN CITATIONS
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17

CROSSREF CITATIONS

19

Scholarly Papers (7)

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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
Marshall School of Business, University of Southern California, Stockholm School of Economics and University of Texas at Austin - Department of Finance
Downloads 1,228 (21,484)
Citation 10

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

2.

Dividend Suspensions and Cash Flows During the COVID-19 Pandemic: A Dynamic Econometric Model

Downloads 761 ( 42,328)
Citation 3

Dividend Suspensions and Cash Flows During the COVID-19 Pandemic: A Dynamic Econometric Model

Swedish House of Finance Research Paper No. 20-18
Number of pages: 58 Posted: 24 Sep 2020 Last Revised: 29 Dec 2020
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
Downloads 759 (41,908)
Citation 4

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Corona virus, COVID-19, high-frequency cash flow news, dividend suspensions, dividend growth dynamics, event study methodology

Dividend Suspensions and Cash Flow Risk During the Covid-19 Pandemic

Number of pages: 42 Posted: 29 Jun 2020
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
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3.

Smart Beta Made Smart: Synthetic Risk Factors for Institutional and Retail Investors

Swedish House of Finance Research Paper No. 20-21
Number of pages: 72 Posted: 24 Sep 2020 Last Revised: 12 Aug 2021
Andreas Johansson, Riccardo Sabbatucci and Andrea Tamoni
Stockholm School of Economics, Stockholm School of Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 574 (61,302)
Citation 1

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Smart beta, factor investing, tradable risk premia, shorting costs, borrowing fees

4.

Cash Flow News and Stock Price Dynamics

Downloads 451 ( 82,348)
Citation 4

Cash Flow News and Stock Price Dynamics

Journal of Finance, Forthcoming, Swedish House of Finance Research Paper No. 18-10
Number of pages: 90 Posted: 01 Mar 2018 Last Revised: 15 Nov 2019
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and UCSD
Downloads 451 (81,603)

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High-frequency cash flow news; predictability of dividend growth; present value model; dynamics and predictability of stock returns; Bayesian modeling

Cash Flow News and Stock Price Dynamics

Number of pages: 92 Posted: 04 Dec 2019
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
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Citation 3
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Dividend growth, High-frequency cash flow news, Present value model

5.

Outlasting the Pandemic: Corporate Payout and Financing Decisions During COVID-19

Downloads 427 ( 88,052)

Outlasting the Pandemic: Corporate Payout and Financing Decisions During COVID-19

Swedish House of Finance Research Paper No. 21-10
Number of pages: 58 Posted: 10 Apr 2021 Last Revised: 12 Jul 2021
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
Downloads 427 (87,305)
Citation 1

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COVID-19 pandemic; dividend suspensions; share repurchases; bond and equity issues; corporate actions; stock market reaction

Outlasting the Pandemic: Corporate Payout and Financing Decisions During COVID-19

Number of pages: 55 Posted: 14 May 2021
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - International Business School, Stockholm School of Economics and University of California, San Diego (UCSD) - Rady School of Management
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6.

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 258 (152,138)
Citation 11

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

7.

Do Private Firms' Dividends Predict Stock Returns?

Number of pages: 27 Posted: 25 Oct 2015
Riccardo Sabbatucci
Stockholm School of Economics
Downloads 94 (347,681)
Citation 1

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Return Predictability, Public and Private Companies, Intercorporate Holdings