Contact Information
Stockholm School of Economics - Swedish House of Finance
Drottninggatan 98 - 111 60 Stockholm, Sweden
Phone: +46 87369293
Email: riccardo.sabbatucci@hhs.se
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 - Econometrics
Research Interests: Return Predictability - Dividends and Payout Policy - Retirement Plans - Demand-based Asset Pricing
Curriculum Vitae (Last Update: March 2023)
RECENT NEWS:
February 2023: Payout Suspensions During the Covid-19 Pandemic" forthcoming at Economics Letters
January 2023: NEW PAPER: "Stock Demand and Price Impact of 401(k) Plans "
November 2022: "Dividend Suspensions and Cash Flows During the Covid-19 Pandemic: A Dynamic Econometric Model" forthcoming at the Journal of Econometrics
November 2022: REVISION: "Are Dividends and Stock Returns Predictable? New Evidence Using M&A Cash Flows"
October 2022: NEW PAPER: "The Term Structure of Cash Flow Risk"
August 2022: REVISION: "Return Heterogeneity in Retirement Accounts"
August 2022: REVISION: "Tradable Risk Factors for Institutional and Retail Investors"
July 2022: REVISION: "Firm Value and Payout Suspensions During Financial Market Distress"