Contact Information

Stockholm School of Economics - Swedish House of Finance

Drottninggatan 98 - 111 60 Stockholm, Sweden

Phone: +46 87369293


SSRN Profile

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Riccardo Sabbatucci

Assistant Professor of Finance - Stockholm School of Economics

Research Fellow - Swedish House of Finance (SHoF)

Primary Research Areas: Empirical Asset Pricing, Forecasting, Investments

Secondary Research Areas: Econometrics, Macroeconomics

Curriculum Vitae (Last Update: September 2020)


  • September 2020: ICPM Award Honorable Mention for the paper "Smart Beta Made Smart"

  • June 2020: NEW PAPER - "Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic"

  • May 2020: NEW PAPER - "Smart Beta Made Smart"

  • November 2019: "Cash Flow News and Stock Price Dynamics" accepted at the Journal of Finance

  • June 2019: "Geographic Lead-Lag Effects" to be presented at the American Finance Association 2020

  • May 2019: "Geographic Lead-Lag Effects" accepted at the Review of Financial Studies

  • May 2019: Recipient of a SEK 2,280,000 grant from the Wallanders foundation (joint with Michael Halling)