Author Page for Huijun Wang

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 University of Minnesota

Downloads 492 (22,688)

Citation 5

Abstract:

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 University of Minnesota

Downloads 360 (49,603)

Abstract:

3.

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

Downloads 298 ( 82,474)

2

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 University of Minnesota

Downloads 245 (101,565)

Abstract:

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 University of Minnesota

Downloads 53 (320,912)

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 University of Minnesota

Downloads 259 (65,666)

Abstract:

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 University of Minnesota

Downloads 0 (285,772)

Abstract:

6.

Decomposing the Size Premium

Number of pages: 34 Posted: 17 Jan 2017 Last Revised: 19 Jan 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 (199,203)

Abstract:

7.

Expected Investment Growth and the Cross Section of Stock Returns

Number of pages: 48 Posted: 09 Dec 2016 Last Revised: 03 May 2017

Jun Li and Huijun Wang

University of Texas at Dallas and University of Delaware

Downloads 0 (74,404)

Abstract:

8.

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

Number of pages: 48 Posted: 08 Dec 2016 Last Revised: 21 Dec 2016

Huijun Wang, Jianfeng Yu and Shen Zhao

University of Delaware, University of Minnesota and Chinese university of Hong Kong (Shenzhen)

Downloads 0 (204,451)

Huijun Wang

University of Delaware

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Scholarly Papers (8)

Dissecting the Profitability Premium

Abstract:

An Empirical Assessment of Models of the Value Premium

Abstract:

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

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

Abstract:

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

Abstract:

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

Abstract:

Aggregate Expected Investment Growth and Stock Market Returns

Abstract:

Decomposing the Size Premium

Abstract:

Expected Investment Growth and the Cross Section of Stock Returns

Abstract:

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

Abstract:

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