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

7

DOWNLOADS
Rank 17,105

SSRN RANKINGS

Top 17,105

in Total Papers Downloads

3,793

SSRN CITATIONS
Rank 26,012

SSRN RANKINGS

Top 26,012

in Total Papers Citations

17

CROSSREF CITATIONS

19

Scholarly Papers (7)

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

Abstract:

Loading...

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

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

Abstract:

Loading...

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
Downloads 2 (825,714)
  • Add to Cart

Abstract:

Loading...

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

Abstract:

Loading...

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

4.
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)

Abstract:

Loading...

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
Downloads 0
Citation 3
  • Add to Cart

Abstract:

Loading...

Dividend growth, High-frequency cash flow news, Present value model

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

Abstract:

Loading...

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
Downloads 0
  • Add to Cart

Abstract:

Loading...

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

Abstract:

Loading...

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

Abstract:

Loading...

Return Predictability, Public and Private Companies, Intercorporate Holdings