Samuel M. Hartzmark

University of Chicago - Booth School of Business

Assistant Professor

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

  • University of Chicago - Booth School of Business

SCHOLARLY PAPERS

16

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20,140

SSRN CITATIONS
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Top 5,179

in Total Papers Citations

197

CROSSREF CITATIONS

56

Scholarly Papers (16)

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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 4,322 (2,499)
Citation 14

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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 2,530 (6,199)
Citation 70

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

3.

A Tough Act to Follow: Contrast Effects in Financial Markets

Downloads 1,968 ( 9,387)
Citation 17

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 1,950 (9,333)
Citation 1

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contrast effects, behavioral economics, relative thinking, financial markets

A Tough Act to Follow: Contrast Effects in Financial Markets

NBER Working Paper No. w23883
Number of pages: 62 Posted: 02 Oct 2017
Samuel M. Hartzmark and Kelly Shue
University of Chicago - Booth School of Business and Yale School of Management
Downloads 18 (645,729)
Citation 9

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4.

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 1,949 (9,536)
Citation 7

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Earnings, Seasonality, Mispricing, Analysts, Anomalies

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 1,627 (12,705)
Citation 19

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

6.

Reconsidering Returns

Downloads 1,366 ( 16,708)
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 1,355 (16,594)
Citation 4

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

Reconsidering Returns

NBER Working Paper No. w27380
Number of pages: 67 Posted: 22 Jun 2020
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 11 (700,727)
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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 1,123 (22,473)
Citation 49

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8.

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 911 (30,412)
Citation 6

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

9.

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 and Alex Imas
University of Chicago - Booth School of Business, University of Colorado at Boulder - Leeds School of Business and University of Chicago - Booth School of Business
Downloads 850 (33,461)
Citation 2

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

10.

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 762 (38,871)
Citation 18

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11.

Necessary Evidence For A Risk Factor’s Relevance

Number of pages: 62 Posted: 13 Dec 2019 Last Revised: 24 Feb 2021
Alex Chinco, Samuel M. Hartzmark and Abigail B. Sussman
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 728 (41,404)
Citation 3

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Risk Factors, Expected Returns, Asset Pricing

12.

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

Downloads 539 ( 61,167)

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 539 (60,476)
Citation 6

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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

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13.

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 521 (63,818)
Citation 5

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

14.

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, University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 516 (64,599)
Citation 1

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

15.

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 418 (83,460)
Citation 4

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

16.

Necessary Evidence for a Risk Factor's Relevance

NBER Working Paper No. w27227
Number of pages: 49 Posted: 26 May 2020
Alex Chinco, Samuel M. Hartzmark and Abigail B. Sussman
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 10 (681,328)
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