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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3

CROSSREF CITATIONS

9

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 998 (23,031)
Citation 5

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

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 288 (111,014)

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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

CEPR Discussion Paper No. DP14117
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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Dividend growth, High-frequency cash flow news, Present value model

3.

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 226 (142,391)
Citation 8

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

4.

Do Private Firms' Dividends Predict Stock Returns?

Number of pages: 27 Posted: 25 Oct 2015
Riccardo Sabbatucci
Stockholm School of Economics
Downloads 86 (306,736)

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Return Predictability, Public and Private Companies, Intercorporate Holdings