Samuel Hartzmark
@SamHartzmark
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Professor of Finance at Boston College Carroll School of Management. https://t.co/Dm47kXTrf3
Boston, MA
Joined June 2017
This is a *phenomenal* piece from @denitsa_tsekova and @VildanaHajric on the bonkers rise of @YieldMaxETFs and the cult that's grown around some pretty wild ... interpretations ... of how investing math works. Must reading for ETF nerds.
"I’ve always had what they call the ‘shiny object syndrome,’” - unemployed GenX-er and former meme coin trader, who turned $5k into $160k using high yielding ETFs. Good, balanced, look into the exploding market for 'income on steroids' ETFs from @denitsa_tsekova @VildanaHajric
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Professor @SamHartzmark has the most interesting research out there when it comes to investor behavior. Strongly recommended you check out his research website:
sites.google.com
Working Papers
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Avoid the Black Hat firms at all costs . Fun podcast....wonder what % of investments are made based upon misunderstanding this one chart? Over half? https://t.co/mQVErg9ao3
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According to the paper "The Dividend Month Premium," by @SamHartzmark, investors are chasing yield and inflating prices in the process. In a surprising turn of events, it turns out that dividend investors are the yield!
Dividends are the comfort food of investing. Who wouldn’t love feeling like they’re getting a seemingly “free” payout just for holding onto a stock? by @JOrdonezJr
https://t.co/5gLAzUy42d
https://t.co/nVsnwOmmws
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@david_h_solomon and I explored the wide ranging impact of showing a systematically biased number for market performance. It influences the press, fund flows, market betas, long-run expectations and can help explain some AP puzzles.
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Wonderful to see @Vanguard_Group discussing the importance of shifting default performance metrics to total returns. Kudos to @mark_hebner for trying to make this important goal a reality.
Here's an approved statement from Rodney Comegys, Global Head of Equity Index Group at @Vanguard_Group “Price return calculations for indexes are largely a holdover from the early days of indexes. Before computers became ubiquitous, price returns were much simpler to
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Explore the intersection of asset pricing and behavioral finance with CSOM finance professor @Samhartzmark in this recent episode of the @RationalRemind podcast. https://t.co/0f8DbxEB5s
rationalreminder.ca
Samuel M. Hartzmark studies asset pricing and behavioral finance. His research has appeared in the Quarterly Journal of Economics, Journal of Finance, Review of Financial Studies, the Journal of...
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Episode 273: Professor @SamHartzmark: Asset Pricing, Behavioural Finance, and Sustainability Ranking https://t.co/ey1MUa7N5w
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Counterproductive #SustainableInvesting: What is the impact of directing capital toward green firms & away from brown firms? Find Out More: https://t.co/P9y6jEjhWv Subscribe for Free: https://t.co/lgtm8BWSFe
@SPGlobal @SamHartzmark @ChicagoBooth @YaleSOM #ESG #Sustainability
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SRI is ineffective because it focuses on %, not absolute changes in emissions. Allure of Net Zero means we'd rather reduce a green firm's emissions from 1 to 0 (a 100% fall) than a brown firm's from 100 to 90 (a 10% fall). By @SamHartzmark and Kelly Shue.
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Thanks @matt_levine for the amazing write up of my new paper with Kelly Shue (@YaleSOM). Really appreciate it!
It’s toxic waste. From an investor point of view, this is a dead newsletter.
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This one by @SamHartzmark and @david_h_solomon blows up a lot of standard fundamental assumptions about financial markets too. Money flows affect stock prices independently of news. https://t.co/hr5KavISjA
nber.org
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Does trading move the entire stock market? Yes—returns are four times higher on high dividend payment days (known weeks prior). This suggests price pressure is widespread, not an anomaly, from @SamHartzmark and @david_h_solomon
https://t.co/zd0CERvB6d
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April 27-29, 2023: @UKGattonCollege Finance Conf! Our fab prg comm includes @startupecon @prof_cookson @ProfSongMa @PagelMichaela @Ed_Van_Wesep @Zhi_Da @SamHartzmark @jickerson @Ringgenberg_M @YufengWu14 @NGantchev @lukestein Submission deadline: Nov 18
gatton.uky.edu
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Behavioral finance conference in Amsterdam. Experimental setup can help us better understanding asset prices in keynote by @SamHartzmark
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Sam Hartzmark is giving the first keynote speech at #RBFC2022 on Asking to Test Asset Pricing Models
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We are ready to kick-off #RBFC2022 tomorrow with keynote speeches by @SamHartzmark @PagelMichaela and Stephan Siegel. Together with over 100 other presentations, the program looks great. https://t.co/7lx1gkRNK4 Looking forward to meeting everyone in Amsterdam!
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Thanks to @SamHartzmark for kicking off this year’s Experimental Finance Conference with a great keynote! Happy to meet so many friends and colleagues again after a long time! Thanks to @ECON_tribute for making this possible!
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