| Geographic Lead-Lag Effects CA Parsons, R Sabbatucci, S Titman The Review of Financial Studies 33 (10), 4721-4770, 2020 | 182* | 2020 |
| Cash Flow News and Stock Price Dynamics D Pettenuzzo, R Sabbatucci, A Timmermann The Journal of Finance 75, 2221-2270, 2020 | 37* | 2020 |
| Firm Value and Payout Suspensions During Financial Market Distress D Pettenuzzo, R Sabbatucci, A Timmermann Swedish House of Finance Research Paper, 2021 | 33* | 2021 |
| 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 | 29* | 2022 |
| Are Dividends and Stock Returns Predictable? New Evidence Using M&A Cash Flows R Sabbatucci Working Paper, 2022 | 28* | 2022 |
| Payout suspensions during the Covid-19 pandemic D Pettenuzzo, R Sabbatucci, A Timmermann Economics letters 224, 111024, 2023 | 7 | 2023 |
| Tradable Risk Factors for Institutional and Retail Investors A Johansson, R Sabbatucci, A Tamoni Review of Finance (forthcoming), 2024 | 6* | 2024 |
| Stock Demand and Price Impact of 401(k) Plans R Sabbatucci, A Tamoni, S Xiao Working Paper, 2023 | 4 | 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 |
| Financial Statements and Macroeconomic Dynamics D Pettenuzzo, R Sabbatucci, A Timmermann Available at SSRN, 2024 | | 2024 |
| Return Heterogeneity in Retirement Accounts L Bretscher, F Gomes, R Sabbatucci, A Tamoni Working Paper, 2024 | | 2024 |
Davide PettenuzzoAssociate Professor of Financial Econometrics, Brandeis International Business School在 brandeis.edu 的电子邮件经过验证
