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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

12

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CITATIONS
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Top 45,357

in Total Papers Citations

3

Scholarly Papers (12)

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1.

A Tough Act to Follow: Contrast Effects in Financial Markets

Downloads 1,289 ( 11,931)

A Tough Act to Follow: Contrast Effects in Financial Markets

Number of pages: 61 Posted: 03 Jun 2015 Last Revised: 04 Oct 2017
Samuel M. Hartzmark and Kelly Shue
University of Chicago - Booth School of Business and Yale School of Management
Downloads 1,283 (11,759)

Abstract:

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 6 (546,612)
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Abstract:

2.

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 895 (14,291)
Citation 1

Abstract:

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

3.

Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns

Marshall School of Business Working Paper No. FBE 01.16
Number of pages: 66 Posted: 29 Jun 2014 Last Revised: 20 Jan 2017
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 Business School
Downloads 531 (10,456)

Abstract:

Earnings, Seasonality, Mispricing, Analysts, Anomalies

4.

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 410 (28,273)

Abstract:

5.

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 390 (30,461)

Abstract:

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

6.

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 338 (57,136)
Citation 2

Abstract:

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

7.

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 41 (49,842)

Abstract:

8.

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

Annual Review of Financial Economics, Forthcoming
Number of pages: 36 Posted: 16 Oct 2017
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 0

Abstract:

Asset Pricing, Recurring Events, Return Predictability, Seasonality

9.

Reconsidering Returns

Number of pages: 42 Posted: 20 Sep 2017
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 0 (201,955)

Abstract:

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

10.

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

Number of pages: 49 Posted: 09 Aug 2017 Last Revised: 08 Oct 2017
Samuel M. Hartzmark and Abigail B. Sussman
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 0 (130,035)

Abstract:

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

11.

The Dividend Disconnect

7th Miami Behavioral Finance Conference 2016
Number of pages: 60 Posted: 29 Nov 2016 Last Revised: 18 May 2017
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 0 (4,933)

Abstract:

Behavioral Finance, Dividends, Mental Accounting, Asset Pricing

12.

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 0 (97,424)

Abstract:

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

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