Chelsea Yaqiong Yao

Lancaster University - Lancaster University Management School

Associate Professor of Finance

Department of Accounting and Finance

Lancaster University Management School

Lancaster, LA1 4YX

United Kingdom

http://www.chelseayao.com

New York University (NYU) - Leonard N. Stern School of Business

Visiting Research Professor

Stern School of Business

44 West 4th Street

New York, NY NY 10012

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 10,148

SSRN RANKINGS

Top 10,148

in Total Papers Downloads

5,993

SSRN CITATIONS

8

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

The Enduring Effect of Time-Series Momentum on Stock Returns Over Nearly 100-Years

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 53 Posted: 26 Jan 2016 Last Revised: 24 Aug 2017
New York University - Leonard N. Stern School of Business, Bangkok Bank, Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 4,180 (2,872)
Citation 4

Abstract:

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Time-series stock momentum; Return predictability; Market efficiency

2.

The Value of Growth: Changes in Profitability and Future Stock Returns

29th Australasian Finance and Banking Conference 2016, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 55 Posted: 10 Aug 2016 Last Revised: 04 Mar 2021
University of Melbourne - Department of Finance, Universidad de los Andes, Chile, Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 423 (87,365)
Citation 2

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Profitability Growth; Firm Size; Stock Returns

3.

Momentum, Contrarian, and the January Seasonality

Journal of Banking and Finance, Forthcoming
Number of pages: 42 Posted: 23 Aug 2010 Last Revised: 30 Apr 2012
Chelsea Yaqiong Yao
Lancaster University - Lancaster University Management School
Downloads 415 (89,253)
Citation 4

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Momentum, Contrarian, Seasonality, January

4.

Starting on the Wrong Foot: Seasonality in Mutual Fund Performance

Journal of Banking and Finance, Forthcoming, 29th Australasian Finance and Banking Conference 2016, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 49 Posted: 10 Aug 2015 Last Revised: 16 Dec 2017
New York University - Stern School of Business, Universidad de los Andes, Chile, Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 376 (100,087)
Citation 3

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Mutual funds; performance evaluation; seasonality; benchmark index

5.

Macroeconomic Risk and Seasonality in Momentum Profits

Journal of Financial Markets, Forthcoming
Number of pages: 41 Posted: 01 Oct 2012 Last Revised: 16 Dec 2017
Susan Ji, J. Spencer Martin and Chelsea Yaqiong Yao
Luter School of Business, Christopher Newport University, University of Melbourne - Faculty of Business and Economics and Lancaster University - Lancaster University Management School
Downloads 164 (227,072)

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Momentum; Macroeconomic risk; ROE; Seasonality; January effects

6.

The Determinants of ESG Ratings: Rater Ownership Matters

Number of pages: 57 Posted: 22 Jul 2021 Last Revised: 19 Oct 2021
Dragon Yongjun Tang, Jiali Yan and Chelsea Yaqiong Yao
The University of Hong Kong - Faculty of Business and Economics, University of Liverpool - Management School (ULMS) and Lancaster University - Lancaster University Management School
Downloads 161 (231,919)

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ESG, Rating agencies, Conflicts of interest, Ownership structure

7.

What Drives a Firm's ES Performance? Evidence from Stock Returns

30th Australasian Finance and Banking Conference 2017, Journal of Banking and Finance, Forthcoming
Number of pages: 57 Posted: 01 Jul 2017 Last Revised: 13 Sep 2021
Mark B. Shackleton, Jiali Yan and Chelsea Yaqiong Yao
Lancaster University - Department of Accounting and Finance, University of Liverpool - Management School (ULMS) and Lancaster University - Lancaster University Management School
Downloads 130 (273,730)

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ES Performance, Stock Market Performance, Corporate Governance

NAV Inflation and Impact on Performance in China

Number of pages: 42 Posted: 10 Mar 2017 Last Revised: 11 Jan 2019
Mark B. Shackleton, Jiali Yan and Chelsea Yaqiong Yao
Lancaster University - Department of Accounting and Finance, University of Liverpool - Management School (ULMS) and Lancaster University - Lancaster University Management School
Downloads 124 (284,870)

Abstract:

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Mutual funds, NAV inflation, Chinese market, closed-end funds

NAV Inflation and Impact on Performance in China

European Financial Management, Vol. 26, Issue 1, pp. 118-142, 2020
Number of pages: 25 Posted: 19 May 2020
Mark B. Shackleton, Jiali Yan and Chelsea Yaqiong Yao
Lancaster University - Department of Accounting and Finance, University of Liverpool - Management School (ULMS) and Lancaster University - Lancaster University Management School
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Chinese market, closed‐end funds, mutual funds, NAV inflation

9.

Understanding Stock Price Behavior Around External Financing

Number of pages: 45 Posted: 01 Feb 2018 Last Revised: 20 Oct 2021
Min Cao, J. Spencer Martin and Chelsea Yaqiong Yao
Rutgers, The State University of New Jersey - Accounting & Information Systems, University of Melbourne - Faculty of Business and Economics and Lancaster University - Lancaster University Management School
Downloads 20 (642,218)

Abstract:

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External financing, stock price run-ups, stock underperformance