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

DOWNLOADS
Rank 40,559

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Top 40,559

in Total Papers Downloads

912

CITATIONS

0

Scholarly Papers (4)

1.

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 76 (146,892)

Abstract:

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

2.

High-frequency Cash Flow Dynamics

Number of pages: 70 Posted: 01 Mar 2018 Last Revised: 07 Mar 2018
Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann
Brandeis University - Department of Economics, Stockholm School of Economics and UCSD
Downloads 0 (382,574)

Abstract:

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High-frequency cash flow news, predictability of dividend growth, jump risk, dynamics in stock returns, Bayesian modeling

3.

Geographic Momentum

Number of pages: 50 Posted: 17 May 2016 Last Revised: 30 Sep 2017
Christopher A. Parsons, Riccardo Sabbatucci and Sheridan Titman
University of California, San Diego (UCSD) - Rady School of Management, Stockholm School of Economics and University of Texas at Austin - Department of Finance
Downloads 0 (36,650)

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Local Predictability, Area Momentum, Lead-Lag Effects, Analyst Coverage, Limited Attention

4.

Do Private Firms' Dividends Predict Stock Returns?

Number of pages: 27 Posted: 25 Oct 2015
Riccardo Sabbatucci
Stockholm School of Economics
Downloads 0 (308,003)

Abstract:

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Return Predictability, Public and Private Companies, Intercorporate Holdings