SSRN logo
Public User
Advanced Search

Huijun Wang

University of Delaware

B & E Finance, UD

306 Purnell Hall

NEWARK, DE Delaware 19716

United States

  • University of Delaware

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 14,149

SSRN RANKINGS

Top 14,149

in Total Papers Downloads

2,775

CITATIONS
Rank 36,274

SSRN RANKINGS

Top 36,274

in Total Papers Citations

5

Scholarly Papers (8)

Actions:
Email selected abstracts
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
University of Delaware and Tsinghua University - PBC School of Finance
Downloads 492 (21,314)
Citation 5

Abstract:

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

2.

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
University of Delaware and Tsinghua University - PBC School of Finance
Downloads 360 (49,856)

Abstract:

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

3.

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

Downloads 327 ( 75,870)

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

PBCSF-NIFR Research Paper No. 15-04
Number of pages: 61 Posted: 28 Jul 2015 Last Revised: 25 Jan 2017
Li An, Huijun Wang, Jian Wang and Jianfeng Yu
Tsinghua University - PBC School of Finance, University of Delaware, Dallas Fed and Tsinghua University - PBC School of Finance
Downloads 265 (95,416)

Abstract:

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, University of Delaware, Federal Reserve Bank of Dallas and Tsinghua University - PBC School of Finance
Downloads 62 (302,094)

Abstract:

4.

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
University of Delaware, SAC Capital Advisors and Tsinghua University - PBC School of Finance
Downloads 259 (66,617)

Abstract:

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

5.

Aggregate Expected Investment Growth and Stock Market Returns

Number of pages: 45 Posted: 22 May 2017 Last Revised: 01 Jun 2017
Jun Li, Huijun Wang and Jianfeng Yu
University of Texas at Dallas, University of Delaware and Tsinghua University - PBC School of Finance
Downloads 0 (225,975)

Abstract:

Aggregate investment plans, market return predictability

6.

Decomposing the Size Premium

Number of pages: 36 Posted: 17 Jan 2017 Last Revised: 14 Aug 2017
Zhiyao Chen, Jun Li and Huijun Wang
The Chinese University of Hong Kong (CUHK) - Department of Finance, University of Texas at Dallas and University of Delaware
Downloads 0 (178,322)

Abstract:

The Size Premium, Decomposition

7.

Expected Investment Growth and the Cross Section of Stock Returns

Number of pages: 60 Posted: 09 Dec 2016 Last Revised: 17 Aug 2017
Jun Li and Huijun Wang
University of Texas at Dallas and University of Delaware
Downloads 0 (64,136)

Abstract:

Expected investment growth, cross-sectional stock returns

8.

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

Number of pages: 50 Posted: 08 Dec 2016 Last Revised: 15 Sep 2017
Bibo Liu, Huijun Wang, Jianfeng Yu and Shen Zhao
Tsinghua University - PBC School of Finance, University of Delaware, Tsinghua University - PBC School of Finance and Chinese university of Hong Kong (Shenzhen)
Downloads 0 (185,993)

Abstract:

Speculation, lottery, earnings announcements, skewness

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.364 seconds

Relx Group logo