Yaqiong (Chelsea) Yao

Lancaster University - Management School

Associate Professor of Finance

Department of Accounting and Finance

Lancaster University Management School

Lancaster, LA1 4YX

United Kingdom

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

7

DOWNLOADS
Rank 9,248

SSRN RANKINGS

Top 9,248

in Total Papers Downloads

5,097

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (7)

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 - Management School
Downloads 3,735 (2,603)
Citation 1

Abstract:

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Time-series stock momentum; Return predictability; Market efficiency

2.

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
Yaqiong (Chelsea) Yao
Lancaster University - Management School
Downloads 384 (78,183)
Citation 2

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Momentum, Contrarian, Seasonality, January

3.

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 - Management School
Downloads 359 (84,539)
Citation 1

Abstract:

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Mutual funds; performance evaluation; seasonality; benchmark index

4.

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: 73 Posted: 10 Aug 2016 Last Revised: 02 Jun 2019
Juan M. Sotes-Paladino, George Jiaguo Wang and Yaqiong (Chelsea) Yao
Universidad de los Andes, Chile, Lancaster University Management School and Lancaster University - Management School
Downloads 329 (93,265)
Citation 2

Abstract:

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Profitability; Growth; Return Predictability; Stock Returns

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 Yaqiong (Chelsea) Yao
Luter School of Business, Christopher Newport University, University of Melbourne - Faculty of Business and Economics and Lancaster University - Management School
Downloads 153 (196,773)

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Momentum; Macroeconomic risk; ROE; Seasonality; January effects

6.

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 Yaqiong (Chelsea) Yao
Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and Lancaster University - Management School
Downloads 88 (294,524)

Abstract:

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

7.

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

30th Australasian Finance and Banking Conference 2017
Number of pages: 42 Posted: 01 Jul 2017 Last Revised: 03 Jun 2019
Mark B. Shackleton, Jiali Yan and Yaqiong (Chelsea) Yao
Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and Lancaster University - Management School
Downloads 49 (400,672)

Abstract:

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Corporate Social Responsibility, ES Performance, Stock Returns, Shareholder Proposal