Huijun Wang

Auburn University

415 West Magnolia Avenue

Auburn, AL 36849

United States

  • Auburn University

SCHOLARLY PAPERS

19

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11,987

TOTAL CITATIONS
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Top 8,153

in Total Papers Citations

120

Scholarly Papers (19)

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1.

Dissecting the Profitability Premium

AFA 2013 San Diego Meetings Paper
Number of pages: 69 Posted: 21 Nov 2010 Last Revised: 08 Feb 2015
Huijun Wang and Jianfeng Yu
Auburn University and Tsinghua University - PBC School of Finance
Downloads 2,009 (17,392)
Citation 24

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profitability, anomaly, limit of arbitrage, information uncertainty, underreaction

2.

Lottery-Related Anomalies: The Role of Reference-Dependent Preferences

Downloads 1,297 (33,921)
Citation 22

Lottery-Related Anomalies: The Role of Reference-Dependent Preferences

PBCSF-NIFR Research Paper No. 15-04
Number of pages: 71 Posted: 28 Jul 2015 Last Revised: 31 Jul 2018
Li An, Huijun Wang, Jian Wang and Jianfeng Yu
Tsinghua University - PBC School of Finance, Auburn University, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 1,185 (38,056)
Citation 18

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prospect theory, lottery, reference point, skewness, default, failure probability, capital gains overhang

Lottery-Related Anomalies: The Role of Reference-Dependent Preferences

Globalization and Monetary Policy Institute Working Paper No. 259
Number of pages: 52 Posted: 28 Jan 2016
Li An, Huijun Wang, Jian Wang and Jianfeng Yu
Tsinghua University - PBC School of Finance, Auburn University, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 112 (528,753)
Citation 4

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3.

Characteristics-Based Factors

PBCSF-NIFR Research Paper
Number of pages: 64 Posted: 06 Feb 2018 Last Revised: 05 Dec 2024
Zhuo Chen, Bibo Liu, Huijun Wang, Zhengwei Wang and Jianfeng Yu
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, Auburn University, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 1,293 (34,042)
Citation 3

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Factor, Beta, Characteristics, Performance Evaluation, Anomalies

4.

Time-Varying Demand for Lottery: Speculation Ahead of Earnings Announcements

PBCSF-NIFR Research Paper
Number of pages: 81 Posted: 08 Dec 2016 Last Revised: 29 Oct 2020
Bibo Liu, Huijun Wang, Jianfeng Yu and Shen Zhao
Tsinghua University - PBC School of Finance, Auburn University, Tsinghua University - PBC School of Finance and Chinese university of Hong Kong (Shenzhen)
Downloads 915 (55,731)
Citation 13

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speculation, lottery, earnings announcements, skewness

5.

Extrapolative Market Participation

Number of pages: 69 Posted: 21 Apr 2021 Last Revised: 03 Jan 2025
Wanbin Pan, Zhiwei Su, Huijun Wang and Jianfeng Yu
School of Management, University of Science and Technology of China, Lingnan University, Auburn University and Tsinghua University - PBC School of Finance
Downloads 769 (70,489)
Citation 2

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Extrapolation, Momentum, Participation, Sentiment

6.

Expected Investment Growth and the Cross Section of Stock Returns

Number of pages: 57 Posted: 09 Dec 2016 Last Revised: 18 Dec 2018
Jun Li and Huijun Wang
University of Texas at Dallas and Auburn University
Downloads 750 (72,866)
Citation 3

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Expected investment growth, cross-sectional stock returns, financial distress

7.

Aggregate Expected Investment Growth and Stock Market Returns

Downloads 584 (74,192)
Citation 4

Aggregate Expected Investment Growth and Stock Market Returns

Asian Finance Association (AsianFA) 2018 Conference, 29th Annual Conference on Financial Economics & Accounting 2018, PBCSF-NIFR Research Paper, Journal of Monetary Economics, Forthcoming
Number of pages: 61 Posted: 22 May 2017 Last Revised: 29 Oct 2020
Jun Li, Huijun Wang and Jianfeng Yu
University of Texas at Dallas, Auburn University and Tsinghua University - PBC School of Finance
Downloads 584 (99,073)
Citation 4

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investment plan, investment lags, time-varying risk premium, investor sentiment, stock market prediction

8.

An Empirical Assessment of Models of the Value Premium

AFA 2013 San Diego Meetings Paper
Number of pages: 55 Posted: 19 Jun 2011 Last Revised: 08 Apr 2014
Huijun Wang and Jianfeng Yu
Auburn University and Tsinghua University - PBC School of Finance
Downloads 731 (75,362)

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value premium, mispricing, limits to arbitrage, financial distress, default risk, profitability, duration, cash flow risk, operating leverage

9.

Reference-Dependent Preferences and the Risk-Return Trade-Off

Number of pages: 56 Posted: 30 May 2012 Last Revised: 17 Jun 2016
Huijun Wang, Jinghua Yan and Jianfeng Yu
Auburn University, SAC Capital Advisors and Tsinghua University - PBC School of Finance
Downloads 708 (78,484)
Citation 42

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Prospect theory, Risk-return trade-off, Risk, Uncertainty, Capital gains overhang

10.

Investor Sentiment and the Pricing of Characteristics-Based Factors

PBCSF-NIFR Research Paper
Number of pages: 85 Posted: 25 Feb 2020 Last Revised: 04 Mar 2025
Zhuo Chen, Bibo Liu, Huijun Wang, Zhengwei Wang and Jianfeng Yu
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, Auburn University, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 686 (82,158)
Citation 1

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Factor beta, Investor sentiment, Mispricing, Risk

11.

Extrapolation and Risk-Return Trade-offs

PBCSF-NIFR Research Paper Forthcoming
Number of pages: 59 Posted: 08 Mar 2022 Last Revised: 13 Apr 2025
Qi Liu, Zhiwei Su, Huijun Wang and Jianfeng Yu
Peking University - Department of Finance, Lingnan University, Auburn University and Tsinghua University - PBC School of Finance
Downloads 631 (90,969)
Citation 1

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JEL Classification: G11, G12, G40 Behavioral finance, Extrapolation, Risk-return trade-off, Sentiment

12.

The Expected Investment Growth Premium

Number of pages: 46 Posted: 27 Jun 2018 Last Revised: 30 Jul 2020
Jun Li, Huijun Wang and Jianfeng Yu
University of Texas at Dallas, Auburn University and Tsinghua University
Downloads 402 (157,388)

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Investment Plan, Expected Investment Growth, Risk Premium

13.

So Sue Me! The Cross Section of Stock Returns Related to Patent Infringement Allegations

Journal of Banking and Finance, Forthcoming
Number of pages: 45 Posted: 21 Dec 2017 Last Revised: 16 Dec 2022
Fred Bereskin, Po-Hsuan Hsu, William R. Latham and Huijun Wang
University of Missouri, National Tsing Hua University - Department of Quantitative Finance, University of Delaware - Department of Economics and Auburn University
Downloads 370 (172,664)
Citation 1

Abstract:

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Patent litigation; stock returns; mispricing; pessimism; return predictability

14.

Growth of Firms under Injunction Risk

Downloads 221 (294,684)

Growth of Firms under Injunction Risk

Number of pages: 65 Posted: 22 Nov 2022 Last Revised: 10 Mar 2025
Fred Bereskin, Po-Hsuan Hsu and Huijun Wang
University of Missouri, National Tsing Hua University - Department of Quantitative Finance and Auburn University
Downloads 126 (481,899)

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new products; firm value; injunction; patent litigation

Injunction Likelihood, Exploration in Branding and Innovation, and Market Value

Number of pages: 77 Posted: 24 Oct 2022
Fred Bereskin, Po-Hsuan Hsu and Huijun Wang
University of Missouri, National Tsing Hua University - Department of Quantitative Finance and Auburn University
Downloads 95 (596,170)

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branding; exploration; firm value; injunction; patent litigation

15.

General Purpose Technologies as Systematic Risk in Global Stock Markets

Number of pages: 47 Posted: 01 Jul 2016 Last Revised: 20 Dec 2021
Po-Hsuan Hsu, Huijun Wang and Wei Yang
National Tsing Hua University - Department of Quantitative Finance, Auburn University and Indiana University - Kelley School of Business - Department of Finance
Downloads 161 (393,308)
Citation 3

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General purpose technologies, international asset pricing, innovation, financial market integration, technology spillovers

16.

Lottery-Related Anomalies: The Roles of Reference-Dependent Preferences

Number of pages: 51 Posted: 29 Jul 2015 Last Revised: 13 Feb 2019
Li An, Huijun Wang, Jian Wang and Jianfeng Yu
Tsinghua University - PBC School of Finance, Auburn University, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 149 (419,612)
Citation 1

Abstract:

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prospect theory, lottery, reference point, skewness, default, failure probability, capital gains overhang

17.

Injunctions, Firm Value, and Technology Commercialization

Number of pages: 62 Posted: 18 Nov 2021 Last Revised: 19 Nov 2021
Fred Bereskin, Po-Hsuan Hsu and Huijun Wang
University of Missouri, National Tsing Hua University and Auburn University
Downloads 123 (489,101)

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technology commercialization; patent litigation; injunction; stock value

18.

Weather Induced Employment Growth Surprises and the Cross-Section of Local Stock Returns

Number of pages: 42 Posted: 06 Feb 2023 Last Revised: 07 Jun 2024
Xi Li, Andrea Lu and Huijun Wang
University of Arkansas, Fayetteville - Department of Finance, The University of Melbourne - Department of Finance and Auburn University
Downloads 96 (586,199)

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weather, employment growth surprises, stock returns JEL: G14, E32, O3, O4, L1, L2

19.

Knowledge Network and Asset Pricing

Number of pages: 58 Posted: 13 Dec 2024 Last Revised: 11 Mar 2025
Po-Hsuan Hsu, Erica X. N. Li, Huijun Wang and Gang Zhang
National Tsing Hua University - Department of Quantitative Finance, Cheung Kong Graduate School of Business, Auburn University and Cheung Kong Graduate School of Business
Downloads 92 (610,372)

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Patents, intellectual property, input-output network, asset pricing, cross-section of stock returns JEL Codes: G10, L10, O30