Samuel M. Hartzmark

University of Chicago - Booth School of Business

Assistant Professor

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 2,387

SSRN RANKINGS

Top 2,387

in Total Papers Downloads

14,288

CITATIONS
Rank 8,507

SSRN RANKINGS

Top 8,507

in Total Papers Citations

94

Scholarly Papers (12)

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 3,278 (3,108)
Citation 2

Abstract:

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Behavioral Finance, Dividends, Mental Accounting, Asset Pricing

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 1,800 (8,400)

Abstract:

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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 10 (603,860)

Abstract:

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3.

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 Business School
Downloads 1,749 (8,969)
Citation 4

Abstract:

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Earnings, Seasonality, Mispricing, Analysts, Anomalies

4.

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 1,474 (11,857)
Citation 11

Abstract:

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

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 1,409 (12,755)
Citation 2

Abstract:

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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 978 (22,211)
Citation 35

Abstract:

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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 835 (27,941)
Citation 2

Abstract:

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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 819 (28,647)

Abstract:

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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 653 (38,931)
Citation 3

Abstract:

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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 490 (56,498)
Citation 1

Abstract:

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

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 427 (66,264)

Abstract:

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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

Abstract:

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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 366 (80,285)

Abstract:

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