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

10

DOWNLOADS
Rank 8,984

SSRN RANKINGS

Top 8,984

in Total Papers Downloads

7,775

SSRN CITATIONS

8

CROSSREF CITATIONS

2

Scholarly Papers (10)

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 4,478 (3,159)
Citation 4

Abstract:

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Time-series stock momentum; Return predictability; Market efficiency

2.

The Determinants of ESG Ratings: Rater Ownership Matters

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 54 Posted: 22 Jul 2021 Last Revised: 06 Jun 2022
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 1,209 (25,554)

Abstract:

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ESG, Rating agencies, Conflicts of interest, Ownership structure

3.

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 465 (91,172)
Citation 2

Abstract:

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Profitability Growth; Firm Size; Stock Returns

4.

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 454 (93,737)
Citation 4

Abstract:

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Momentum, Contrarian, Seasonality, January

5.

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 387 (112,733)
Citation 3

Abstract:

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Mutual funds; performance evaluation; seasonality; benchmark index

6.

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 205 (215,312)

Abstract:

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ES Performance, Stock Market Performance, Corporate Governance

7.

Corporate Social Responsibility and Insider Horizon

Number of pages: 56 Posted: 09 Feb 2022 Last Revised: 25 Apr 2022
Mark B. Shackleton, Chelsea Yaqiong Yao and Ziran Zuo
Lancaster University - Department of Accounting and Finance, Lancaster University - Lancaster University Management School and Lancaster University - Department of Accounting and Finance
Downloads 202 (218,248)

Abstract:

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CSR, insider investment horizon, short-termism, corporate governance

8.

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 167 (257,255)

Abstract:

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Momentum; Macroeconomic risk; ROE; Seasonality; January effects

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 145 (289,596)

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
Downloads 1 (977,675)

Abstract:

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Chinese market, closed‐end funds, mutual funds, NAV inflation

10.

Understanding Stock Price Behavior Around External Financing

Number of pages: 41 Posted: 01 Feb 2018 Last Revised: 23 May 2022
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 62 (495,561)

Abstract:

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External financing, stock price run-ups, stock underperformance