Samuel M. Hartzmark

University of Chicago - Booth School of Business

Assistant Professor

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 1,750

SSRN RANKINGS

Top 1,750

in Total Papers Downloads

23,130

SSRN CITATIONS
Rank 4,673

SSRN RANKINGS

Top 4,673

in Total Papers Citations

235

CROSSREF CITATIONS

56

Scholarly Papers (17)

1.

The Dividend Disconnect

7th Miami Behavioral Finance Conference 2016
Number of pages: 56 Posted: 29 Nov 2016 Last Revised: 30 Aug 2018
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 4,678 (2,437)
Citation 14

Abstract:

Loading...

Behavioral Finance, Dividends, Mental Accounting, Asset Pricing

2.

Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 565/2018
Number of pages: 61 Posted: 09 Aug 2017 Last Revised: 11 Apr 2019
Samuel M. Hartzmark and Abigail B. Sussman
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 2,926 (5,421)
Citation 95

Abstract:

Loading...

Sustainability, Behavioral Finance, Fund Flows, Mutual Funds, Salience, Rank

3.

Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns

Review of Financial Studies 30, no. 1 (January 2017): 281–323.
Number of pages: 66 Posted: 29 Jun 2014 Last Revised: 07 Mar 2019
Tom Chang, Samuel M. Hartzmark, David H. Solomon and Eugene F. Soltes
University of Southern California - Marshall School of Business - Finance and Business Economics Department, University of Chicago - Booth School of Business, Boston College - Carroll School of Management and Harvard University - Business School (HBS)
Downloads 2,062 (9,542)
Citation 7

Abstract:

Loading...

Earnings, Seasonality, Mispricing, Analysts, Anomalies

A Tough Act to Follow: Contrast Effects in Financial Markets

Number of pages: 61 Posted: 03 Jun 2015 Last Revised: 22 Mar 2018
Samuel M. Hartzmark and Kelly Shue
University of Chicago - Booth School of Business and Yale School of Management
Downloads 1,993 (9,902)
Citation 1

Abstract:

Loading...

contrast effects, behavioral economics, relative thinking, financial markets

A Tough Act to Follow: Contrast Effects in Financial Markets

Number of pages: 62 Posted: 02 Oct 2017 Last Revised: 07 Oct 2021
Samuel M. Hartzmark and Kelly Shue
University of Chicago - Booth School of Business and Yale School of Management
Downloads 22 (656,299)
Citation 14

Abstract:

Loading...

5.

The Dividend Month Premium

Journal of Financial Economics (JFE), Vol. 109, No. 3, 2013
Number of pages: 55 Posted: 19 Sep 2011 Last Revised: 28 Jun 2014
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 1,710 (12,916)
Citation 21

Abstract:

Loading...

Dividends, Mispricing, Market Efficiency, Price Pressure, Return Predictability

6.
Downloads 1,501 ( 15,948)
Citation 3

Reconsidering Returns

Number of pages: 66 Posted: 20 Sep 2017 Last Revised: 11 May 2020
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 1,488 (15,873)
Citation 4

Abstract:

Loading...

Returns, Behavioral Finance, Asset Pricing, Indices, Mutual Funds, Information Display

Reconsidering Returns

Number of pages: 67 Posted: 22 Jun 2020 Last Revised: 18 Nov 2021
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 13 (728,841)
  • Add to Cart

Abstract:

Loading...

7.

The Worst, the Best, Ignoring All the Rest: The Rank Effect and Trading Behavior

The Review of Financial Studies, Forthcoming
Number of pages: 54 Posted: 03 Oct 2014 Last Revised: 20 Jan 2017
Samuel M. Hartzmark
University of Chicago - Booth School of Business
Downloads 1,203 (22,171)
Citation 49

Abstract:

Loading...

8.

Ownership, Learning, and Beliefs

10th Miami Behavioral Finance Conference
Number of pages: 53 Posted: 17 Oct 2019 Last Revised: 04 Jan 2021
Samuel M. Hartzmark, Samuel Hirshman, Samuel Hirshman and Alex Imas
University of Chicago - Booth School of Business, University of Colorado at Boulder - Leeds School of BusinessUniversity of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1,119 (24,690)
Citation 5

Abstract:

Loading...

biased beliefs, attention, ownership, attention, behavioral economics, learning, extrapolation

9.

Juicing the Dividend Yield: Mutual Funds and the Demand for Dividends

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 17 Oct 2014
Lawrence Harris, Samuel M. Hartzmark and David H. Solomon
University of Southern California - Marshall School of Business - Finance and Business Economics Department, University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 950 (31,376)
Citation 5

Abstract:

Loading...

Dividends, Mutual Funds, Behavioral Finance, Payout Policy, Catering, Dividend Clienteles

10.

A New Test Of Risk Factor Relevance

Journal of Finance, Forthcoming
Number of pages: 55 Posted: 13 Dec 2019 Last Revised: 23 Jul 2021
Alex Chinco, Samuel M. Hartzmark and Abigail B. Sussman
City University of NY, Baruch College, Zicklin School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 933 (32,015)
Citation 4

Abstract:

Loading...

Risk Factors, Expected Returns, Asset Pricing

11.

Predictable Price Pressure

Number of pages: 57 Posted: 26 May 2021 Last Revised: 25 Oct 2021
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 932 (32,064)
Citation 1

Abstract:

Loading...

Price Pressure, dividends, asset pricing, market returns, predictable returns

12.

Rolling Mental Accounts

6th Miami Behavioral Finance Conference, Marshall School of Business Working Paper No. 17-2
Number of pages: 58 Posted: 02 Sep 2015 Last Revised: 21 Feb 2017
Cary Frydman, Samuel M. Hartzmark and David H. Solomon
University of Southern California - Marshall School of Business, University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 809 (39,001)
Citation 18

Abstract:

Loading...

13.

Survey Curious? Start-Up Guide and Best Practices For Running Surveys and Experiments Online

Number of pages: 35 Posted: 24 Nov 2020
Abigail Bergman, Alex Chinco, Samuel M. Hartzmark and Abigail B. Sussman
University of Chicago - Booth School of Business, City University of NY, Baruch College, Zicklin School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 724 (45,236)
Citation 3

Abstract:

Loading...

Online, Surveys, Experiments, Finance, Economics, Research Methods

Recurring Firm Events and Predictable Returns: The Within-Firm Time-Series

Number of pages: 36 Posted: 16 Oct 2017 Last Revised: 05 Dec 2017
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 592 (58,295)
Citation 8

Abstract:

Loading...

Asset Pricing, Recurring Events, Return Predictability, Seasonality

Recurring Firm Events and Predictable Returns: The Within-Firm Time Series

Annual Review of Financial Economics, Vol. 10, pp. 499-517, 2018
Posted: 08 Nov 2018
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management

Abstract:

Loading...

15.

Efficiency and the Disposition Effect in NFL Prediction Markets

Quarterly Journal of Finance 2 (3), pp 1250013, September 2012.
Number of pages: 51 Posted: 24 Jan 2010 Last Revised: 28 Jun 2014
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 533 (67,148)
Citation 4

Abstract:

Loading...

Disposition Effect, Prediction Markets, Behavioral Finance, Behavioral Decision Theory

16.

Economic Uncertainty and Interest Rates

Number of pages: 55 Posted: 20 Jan 2016 Last Revised: 10 May 2017
Samuel M. Hartzmark
University of Chicago - Booth School of Business
Downloads 430 (87,061)
Citation 4

Abstract:

Loading...

Interest Rate, Uncertainty, Risk Free Rate, Consumption, Growth

17.

Necessary Evidence for a Risk Factor's Relevance

Number of pages: 49 Posted: 26 May 2020 Last Revised: 24 Nov 2021
Alex Chinco, Samuel M. Hartzmark and Abigail B. Sussman
City University of NY, Baruch College, Zicklin School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 13 (702,414)
Citation 2

Abstract:

Loading...