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

8

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Top 25,666

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17

CROSSREF CITATIONS

19

Scholarly Papers (8)

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 1,328 (21,297)
Citation 10

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

2.

Tradable Risk Factors for Institutional and Retail Investors

Swedish House of Finance Research Paper No. 20-21
Number of pages: 66 Posted: 24 Sep 2020 Last Revised: 15 Aug 2022
Andreas Johansson, Riccardo Sabbatucci and Andrea Tamoni
Lund University School of Economics and Management, Stockholm School of Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 906 (37,040)
Citation 1

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Smart beta, factor investing, tradable factors, shorting costs, borrowing fees

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: 55 Posted: 24 Sep 2020 Last Revised: 13 May 2022
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 874 (38,395)
Citation 6

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COVID-19; high-frequency cash flows; dividend suspensions; predictive density modeling, Bayesian estimation

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

CEPR Discussion Paper No. DP14921
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 (915,750)
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Firm Value and Payout Suspensions During Financial Market Distress

Swedish House of Finance Research Paper No. 21-10
Number of pages: 64 Posted: 10 Apr 2021 Last Revised: 05 Aug 2022
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 706 (51,177)
Citation 2

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Dividend and buyback suspensions; value of cash; pecking order theory; high frequency data; financial market distress, Covid-19

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

CEPR Discussion Paper No. DP16145
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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5.
Downloads 483 ( 83,646)
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 483 (82,880)

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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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Citation 3
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Dividend growth, High-frequency cash flow news, Present value model

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 286 (149,972)
Citation 11

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

7.

Return Heterogeneity in Retirement Accounts

Swedish House of Finance Research Paper No. 22-04
Number of pages: 44 Posted: 20 Dec 2021 Last Revised: 15 Aug 2022
Lorenzo Bretscher, Riccardo Sabbatucci and Andrea Tamoni
Swiss Finance Institute - HEC Lausanne, Stockholm School of Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 179 (233,259)

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Roth IRA; Traditional IRA; Return Heterogeneity; Wealth Inequality; Retirement Accounts

8.

Do Private Firms' Dividends Predict Stock Returns?

Number of pages: 27 Posted: 25 Oct 2015
Riccardo Sabbatucci
Stockholm School of Economics
Downloads 100 (362,810)
Citation 1

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Return Predictability, Public and Private Companies, Intercorporate Holdings