Geographic Lead-Lag Effects CA Parsons, R Sabbatucci, S Titman The Review of Financial Studies 33 (10), 4721-4770, 2020 | 159* | 2020 |
Firm Value and Payout Suspensions During Financial Market Distress D Pettenuzzo, R Sabbatucci, A Timmermann Swedish House of Finance Research Paper, 2021 | 31* | 2021 |
Cash Flow News and Stock Price Dynamics D Pettenuzzo, R Sabbatucci, A Timmermann The Journal of Finance 75, 2221-2270, 2020 | 29* | 2020 |
Are Dividends and Stock Returns Predictable? New Evidence Using M&A Cash Flows R Sabbatucci Working Paper, 2022 | 28* | 2022 |
Dividend Suspensions and Cash Flows During the COVID-19 Pandemic: A Dynamic Econometric Model D Pettenuzzo, R Sabbatucci, A Timmermann Journal of Econometrics 235 (2), 1522-1541, 2022 | 26* | 2022 |
Tradable Risk Factors for Institutional and Retail Investors A Johansson, R Sabbatucci, A Tamoni available at SSRN 3594064, 2021 | 6* | 2021 |
Payout suspensions during the Covid-19 pandemic D Pettenuzzo, R Sabbatucci, A Timmermann Economics letters 224, 111024, 2023 | 5 | 2023 |
Stock Demand and Price Impact of 401 (k) Plans R Sabbatucci, A Tamoni, S Xiao Stock Demand and Price Impact of 401 (k) Plans: Sabbatucci, Riccardo …, 2023 | 3 | 2023 |
The Term Structure of Cash Flow Risk D Pettenuzzo, R Sabbatucci Available at SSRN 4241054, 2022 | 1 | 2022 |
Do Private Firms' Dividends Predict Stock Returns? R Sabbatucci Available at SSRN 2679363, 2015 | 1 | 2015 |
Return Heterogeneity in Retirement Accounts L Bretscher, R Sabbatucci, A Tamoni Available at SSRN 3989150, 2022 | | 2022 |
Outlasting the Pandemic: Corporate Payout and Financing Decisions During Covid-19 A Timmermann, D Pettenuzzo, R Sabbatucci CEPR Discussion Papers, 2021 | | 2021 |
Cash Flow News and Stock Price Dynamics A Timmermann, D Pettenuzzo, R Sabbatucci CEPR Discussion Papers, 2019 | | 2019 |