Samuel M. Hartzmark

Boston College - Carroll School of Management

140 Commonwealth Avenue

Chestnut Hill, MA 02467

United States

  • Boston College - Carroll School of Management

SCHOLARLY PAPERS

20

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49,759

TOTAL CITATIONS
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Top 1,866

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878

Scholarly Papers (20)

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1.

Counterproductive Sustainable Investing: The Impact Elasticity of Brown and Green Firms

Number of pages: 69 Posted: 17 Feb 2023 Last Revised: 05 Oct 2024
Samuel M. Hartzmark and Kelly Shue
Boston College - Carroll School of Management and Yale School of Management
Downloads 12,853 (729)
Citation 19

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sustainable investing, ESG, cost of capital, impact elasticity, proportional thinking

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
Boston College - Carroll School of Management and University of Chicago - Booth School of Business
Downloads 6,928 (2,119)
Citation 455

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

3.

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
Boston College - Carroll School of Management and Boston College - Carroll School of Management
Downloads 6,677 (2,250)
Citation 40

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Behavioral Finance, Dividends, Mental Accounting, Asset Pricing

4.

Marketwide Predictable Price Pressure

Number of pages: 56 Posted: 26 May 2021 Last Revised: 11 Oct 2024
Samuel M. Hartzmark and David H. Solomon
Boston College - Carroll School of Management and Boston College - Carroll School of Management
Downloads 2,613 (10,724)
Citation 3

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

5.

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, Boston College - Carroll School of Management, Boston College - Carroll School of Management and Harvard University - Business School (HBS)
Downloads 2,584 (10,903)
Citation 7

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Earnings, Seasonality, Mispricing, Analysts, Anomalies

6.

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
Boston College - Carroll School of Management and Boston College - Carroll School of Management
Downloads 2,394 (12,325)
Citation 37

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

7.

A Tough Act to Follow: Contrast Effects in Financial Markets

Downloads 2,309 (13,040)
Citation 48

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
Boston College - Carroll School of Management and Yale School of Management
Downloads 2,253 (13,335)
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 Last Revised: 05 Apr 2023
Samuel M. Hartzmark and Kelly Shue
Boston College - Carroll School of Management and Yale School of Management
Downloads 56 (739,249)
Citation 47

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8.

Reconsidering Returns

Downloads 2,011 (16,239)
Citation 5

Reconsidering Returns

Number of pages: 66 Posted: 20 Sep 2017 Last Revised: 11 May 2020
Samuel M. Hartzmark and David H. Solomon
Boston College - Carroll School of Management and Boston College - Carroll School of Management
Downloads 1,942 (16,870)
Citation 5

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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 Last Revised: 24 Apr 2023
Samuel M. Hartzmark and David H. Solomon
Boston College - Carroll School of Management and Boston College - Carroll School of Management
Downloads 69 (666,078)

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9.

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, Boston College - Carroll School of Management and University of Chicago - Booth School of Business
Downloads 1,852 (18,622)
Citation 10

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

10.

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
Boston College - Carroll School of Management, University of Colorado at Boulder - Leeds School of BusinessUniversity of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 1,742 (20,466)
Citation 44

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

11.

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
Boston College - Carroll School of Management
Downloads 1,568 (23,971)
Citation 49

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12.

A New Test Of Risk Factor Relevance

Journal of Finance, Forthcoming
Number of pages: 58 Posted: 13 Dec 2019 Last Revised: 11 Apr 2022
Alex Chinco, Samuel M. Hartzmark and Abigail B. Sussman
City University of NY, Baruch College, Zicklin School of Business, Boston College - Carroll School of Management and University of Chicago - Booth School of Business
Downloads 1,548 (24,407)
Citation 75

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Risk Factors, Expected Returns, Asset Pricing

13.

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, Boston College - Carroll School of Management and Boston College - Carroll School of Management
Downloads 1,145 (37,928)
Citation 29

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

14.

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, Boston College - Carroll School of Management and Boston College - Carroll School of Management
Downloads 995 (46,446)
Citation 36

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15.

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

Downloads 810 (61,610)
Citation 8

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
Boston College - Carroll School of Management and Boston College - Carroll School of Management
Downloads 810 (60,680)
Citation 8

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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
Boston College - Carroll School of Management and Boston College - Carroll School of Management

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16.

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
Boston College - Carroll School of Management and Boston College - Carroll School of Management
Downloads 608 (89,165)
Citation 8

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

17.

Economic Uncertainty and Interest Rates

Number of pages: 55 Posted: 20 Jan 2016 Last Revised: 28 May 2024
Samuel M. Hartzmark
Boston College - Carroll School of Management
Downloads 508 (111,936)
Citation 4

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

18.

Educating Investors about Dividends

SAFE Working Paper No. 420
Number of pages: 75 Posted: 15 May 2024
Andreas Hackethal, Tobin Hanspal, Samuel M. Hartzmark and Konstantin Bräuer
Goethe University Frankfurt, WU Vienna University of Economics and Business, Boston College - Carroll School of Management and Goethe University Frankfurt
Downloads 292 (208,071)

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Investor education, dividends, free dividend fallacy, educational intervention

19.

Eliciting Expectations

Number of pages: 73 Posted: 20 Apr 2024 Last Revised: 27 Sep 2024
Samuel M. Hartzmark and Abigail B. Sussman
Boston College - Carroll School of Management and University of Chicago - Booth School of Business
Downloads 248 (246,420)

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Expectations, survey design, expected returns, recall, asset pricing, behavioral finance

20.

Necessary Evidence for a Risk Factor's Relevance

NBER Working Paper No. w27227
Number of pages: 49 Posted: 26 May 2020 Last Revised: 25 May 2023
Alex Chinco, Samuel M. Hartzmark and Abigail B. Sussman
City University of NY, Baruch College, Zicklin School of Business, Boston College - Carroll School of Management and University of Chicago - Booth School of Business
Downloads 74 (631,083)
Citation 1

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