Samuel M. Hartzmark

University of Chicago - Booth School of Business

Assistant Professor

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 1,892

SSRN RANKINGS

Top 1,892

in Total Papers Downloads

20,140

SSRN CITATIONS
Rank 5,179

SSRN RANKINGS

Top 5,179

in Total Papers Citations

197

CROSSREF CITATIONS

56

Scholarly Papers (16)

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

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.
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

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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