Huijun Wang

University of Delaware

B & E Finance, UD

306 Purnell Hall

NEWARK, DE Delaware 19716

United States

SCHOLARLY PAPERS

8

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CITATIONS
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Top 36,274

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5

Scholarly Papers (8)

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

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