A new study shows a large gap in perceptions among the sexes in who has more opportunities for advancement—men or women.

Earlier this month, consulting firm Bain & Co. surveyed 1,834 business professionals world-wide on gender parity in the workplace. The findings, which will be presented later this week at the World Economic Forum in Davos, Switzerland, show that 90% and 85% of men and women, respectively, believe qualified applicants of either gender have the same shot at landing a junior-level position. Yet 81% of men said...