Lunyi Wang

Renmin University of China

Room B906

Xianjin Building

Beijing, 100872

China

  • Renmin University of China

SCHOLARLY PAPERS

3

DOWNLOADS

89

TOTAL CITATIONS

0

Scholarly Papers (3)

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1.

The Momentum Ambiguity and Investor Trading Behavior

Number of pages: 11 Posted: 04 Dec 2023
Lunyi Wang, Shiqi Yang and Sibo Zhao
Renmin University of China, Renmin University of China and Renmin University of China
Downloads 43 (908,350)

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ambiguity, Hedging demand, Speculative demand, Non-participation

2.

Probability Attitude and Non-Participation

Number of pages: 9 Posted: 11 Apr 2023
Lunyi Wang, Yanjie Wang, Yanyi Wang and Shunming Zhang
Renmin University of China, Southwestern University of Finance and Economics (SWUFE), Maynooth University and Renmin University of China
Downloads 32 (1,017,357)

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Generalized Wang transform, Probabilistic pessimism, Non-participation, Anticipated utility

3.

Probability Distortion and Non-Participation

Number of pages: 11 Posted: 10 Jul 2024
Lunyi Wang, Yao Wang and Shunming Zhang
Renmin University of China, Renmin University of China and Renmin University of China
Downloads 14 (1,232,144)

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Rank dependent utility, Probabilistic premium, Non-participation