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

4

DOWNLOADS
Rank 30,352

SSRN RANKINGS

Top 30,352

in Total Papers Downloads

1,598

SSRN CITATIONS
Rank 45,040

SSRN RANKINGS

Top 45,040

in Total Papers Citations

3

CROSSREF CITATIONS

9

Scholarly Papers (4)

Actions:
Email selected abstracts
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

Abstract:

Loading...

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

2.

Cash Flow News and Stock Price Dynamics

Downloads 288 (111,613)

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)

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

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
Downloads 0
  • Add to Cart

Abstract:

Loading...

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

Abstract:

Loading...

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)

Abstract:

Loading...

Return Predictability, Public and Private Companies, Intercorporate Holdings