Behavioral ecologists have often assumed that dispersal is costly mainly because of unfamiliarity with traversed habitats during dispersal and energy costs of the movement per se; thus, dispersers that have successfully settled should experience survival rates comparable to those of philopatric individuals. In this paper, we tested that hypothesis using 152 radio-collared European hares in a harvested population. We developed a multi-event capture-recapture model, combining telemetry data and recoveries and separately modeling the foray probability, the settlement probability, and the permanent dispersal probability. The parameterization introduced here raises the possibility of separately testing effects on survival and dispersal probabilities at each stage of dispersal (departure, transience, and settlement). In accordance with our expectations, we reveal that dispersers incur higher mortality risks during transience and the early settlement period than philopatric individuals or settled dispersers. We also found that dispersers suffer from higher risks of being shot. Those results illustrate that unfamiliarity with the habitat during transience makes dispersal costly and that settled dispersers may enjoy survival rates comparable to those of philopatric individuals. Surprisingly, we also found that individuals have a higher probability of foraying during the hunting season. We suggest that hunting and related disturbances increase dispersal costs both by increasing mortality risk during transience and (perhaps) by increasing movement rates. We emphasize the need to take human pressures into account as factors that may drive the demographics of movements in populations.