Author Page for Samuel M. Hartzmark

1.

The Dividend Disconnect

7th Miami Behavioral Finance Conference 2016

Number of pages: 55 Posted: 29 Nov 2016 Last Revised: 26 Mar 2018

Samuel M. Hartzmark and David H. Solomon

University of Chicago - Booth School of Business and Boston College - Carroll School of Management

Downloads 2,809 (3,601)

Abstract:

2.

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 1,630 (9,059)

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3.

A Tough Act to Follow: Contrast Effects in Financial Markets

Downloads 1,612 ( 9,251)

2

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 1,604 (9,166)

Abstract:

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

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4.

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 1,284 (13,372)

Citation 1

Abstract:

5.

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 860 (24,447)

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6.

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 765 (28,800)

Abstract:

7.

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: 60 Posted: 09 Aug 2017 Last Revised: 10 Jul 2018

Samuel M. Hartzmark and Abigail B. Sussman

University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Downloads 687 (33,492)

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8.

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 580 (41,770)

Abstract:

9.

Reconsidering Returns

Downloads 532 ( 46,997)

2

Reconsidering Returns

Number of pages: 57 Posted: 20 Sep 2017 Last Revised: 03 Feb 2018

Samuel M. Hartzmark and David H. Solomon

University of Chicago - Booth School of Business and Boston College - Carroll School of Management

Downloads 517 (48,249)

Abstract:

Reconsidering Returns

Number of pages: 57 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 15 (528,605)

Abstract:

10.

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 460 (55,938)

Citation 2

Abstract:

11.

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 338 (81,882)

Abstract:

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 333 (82,152)

Samuel M. Hartzmark

University of Chicago - Booth School of Business

Assistant Professor

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Scholarly Papers (12)

The Dividend Disconnect

Abstract:

Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns

Abstract:

A Tough Act to Follow: Contrast Effects in Financial Markets

A Tough Act to Follow: Contrast Effects in Financial Markets

Abstract:

A Tough Act to Follow: Contrast Effects in Financial Markets

Abstract:

The Dividend Month Premium

Abstract:

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

Abstract:

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

Abstract:

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

Abstract:

Rolling Mental Accounts

Abstract:

Reconsidering Returns

Reconsidering Returns

Abstract:

Reconsidering Returns

Abstract:

Efficiency and the Disposition Effect in NFL Prediction Markets

Abstract:

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

Abstract:

Economic Uncertainty and Interest Rates

Abstract: