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

14

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Top 2,178

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15,622

SSRN CITATIONS
Rank 7,317

SSRN RANKINGS

Top 7,317

in Total Papers Citations

87

CROSSREF CITATIONS

55

Scholarly Papers (14)

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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 3,478 (2,943)
Citation 7

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Behavioral Finance, Dividends, Mental Accounting, Asset Pricing

2.

A Tough Act to Follow: Contrast Effects in Financial Markets

Downloads 1,847 ( 8,625)
Citation 10

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 1,832 (8,555)
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 15 (590,377)
Citation 2

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3.

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 1,827 (8,777)
Citation 28

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

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 1,786 (9,095)
Citation 6

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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 1,452 (12,695)
Citation 12

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

6.

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 1,008 (22,123)
Citation 37

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7.

Reconsidering Returns

Number of pages: 58 Posted: 20 Sep 2017 Last Revised: 26 Jun 2019
Samuel M. Hartzmark and David H. Solomon
University of Chicago - Booth School of Business and Boston College - Carroll School of Management
Downloads 964 (23,622)
Citation 6

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

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 848 (28,384)
Citation 1

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

9.

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 677 (38,669)
Citation 7

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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 499 (57,498)
Citation 1

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

11.

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

Downloads 459 ( 63,794)
Citation 2

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 459 (63,139)
Citation 2

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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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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 379 (80,003)
Citation 3

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

13.

Ownership, Learning, and Beliefs

Number of pages: 45 Posted: 17 Oct 2019 Last Revised: 21 Nov 2019
Samuel M. Hartzmark, Samuel Hirshman and Alex Imas
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Carnegie Mellon University - Department of Social and Decision Sciences
Downloads 205 (154,537)
Citation 1

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

14.

Risk-Factor Irrelevance

Number of pages: 47 Posted: 13 Dec 2019
Alex Chinco, Samuel M. Hartzmark and Abigail B. Sussman
University of Illinois at Urbana-Champaign - College of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 193 (161,964)

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Risk Factors, Expected Returns, Correlation Neglect, Asset Pricing