Reference-dependent preferences and the risk–return trade-off H Wang, J Yan, J Yu Journal of Financial Economics 123 (2), 395-414, 2017 | 144 | 2017 |
Lottery-related anomalies: the role of reference-dependent preferences L An, H Wang, J Wang, J Yu Management Science 66 (1), 473-501, 2020 | 138 | 2020 |
Dissecting the profitability premium H Wang, J Yu AFA 2013 san Diego meetings paper, 2013 | 95 | 2013 |
Time-varying demand for lottery: Speculation ahead of earnings announcements B Liu, H Wang, J Yu, S Zhao Journal of Financial Economics 138 (3), 789-817, 2020 | 51 | 2020 |
Aggregate expected investment growth and stock market returns J Li, H Wang, J Yu Journal of Monetary Economics 117, 618-638, 2021 | 32 | 2021 |
Characteristics-based factors Z Chen, B Liu, H Wang, Z Wang, J Yu PBCSF-NIFR Research Paper, 2023 | 19 | 2023 |
An empirical assessment of Models of the Value premium H Wang, J Yu AFA 2013 San Diego Meetings Paper, 2014 | 14 | 2014 |
Prospect theory and the riskreturn tradeoff H Wang, J Yan, J Yu J. Financ. Econ 123 (2), 395-414, 2016 | 13 | 2016 |
Extrapolation and risk-return trade-offs Q Liu, Z Su, H Wang, J Yu PBCSF-NIFR Research Paper Forthcoming, 2021 | 11 | 2021 |
Extrapolative market participation W Pan, Z Su, H Wang, J Yu Available at SSRN 3830569, 2021 | 11 | 2021 |
Expected investment growth and the cross section of stock returns J Li, H Wang Available at SSRN 2882025, 2017 | 10 | 2017 |
The expected investment growth premium J Li, H Wang, J Yu Financial Management 50 (4), 905-933, 2021 | 7 | 2021 |
Investor sentiment and the pricing of characteristics-based factors Z Chen, B Liu, H Wang, Z Wang, J Yu PBCSF-NIFR Research Paper, 2023 | 4 | 2023 |
So Sue Me! The cross section of stock returns related to patent infringement allegations F Bereskin, PH Hsu, W Latham, H Wang Journal of Banking & Finance 148, 106740, 2023 | 4 | 2023 |
Decomposing the size premium Z Chen, J Li, H Wang Available at SSRN 2899944, 2017 | 2 | 2017 |
Weather Induced Employment Growth Surprises and the Cross-Section of Local Stock Returns X Li, A Lu, H Wang Available at SSRN 4345422, 2022 | | 2022 |
Injunction Likelihood, Exploration in Branding and Innovation, and Market Value F Bereskin, PH Hsu, H Wang Exploration in Branding and Innovation, and Market Value (October 20, 2022), 2022 | | 2022 |
General Purpose Technologies as Systematic Risk in Global Stock Markets PH Hsu, H Wang, W Yang Journal of Money, Credit and Banking 54 (5), 1141-1173, 2022 | | 2022 |
Injunctions, Firm Value, and Technology Commercialization F Bereskin, PH Hsu, H Wang Available at SSRN 3965612, 2021 | | 2021 |
Weather and Cross-Section of Stock Returns X Li, A Lu, H Wang | | 2021 |