Riccardo Sabbatucci is an Associate Professor in the Department of Finance at the Stockholm School of Economics (SSE). He joined SSE in 2016 after completing his Doctorate Degree at the University of California, San Diego.
Riccardo's research is focused on empirical asset pricing, where he uses statistical tools to understand and predict aggregate and cross-sectional patterns in asset prices, including stocks and funds. Most recently, he has studied the impact of the Covid pandemic on financial markets and payout decisions of companies, the information embedded in high-frequency firm-specific data for forecasting purposes, and the relationship between US retirement accounts and wealth inequality.
He has presented his papers at major conferences such as the European Finance Association and Utah Winter Finance Conference.
Riccardo teaches Quantitative Modeling of Asset Prices in the MSc Finance at SSE, and supervises theses.
Education: PhD — University of California, San Diego; MSc and BA — Bocconi University
Riccardo Sabbatucci, Davide Pettenuzzo and Allan Timmermann (2020). Cash Flow News and Stock Price Dynamics. Journal of Finance, vol. 75, pp. 2221-2270
Riccardo Sabbatucci, Christopher A Parsons and Sheridan Titman (2020). Geographic Lead-Lag Effects.Review of Financial Studies, vol. 33, pp. 4721-4770