Chelsea Yaqiong 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 9,580

SSRN RANKINGS

Top 9,580

in Total Papers Downloads

5,458

SSRN CITATIONS

8

CROSSREF CITATIONS

2

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 3,981 (2,642)
Citation 4

Abstract:

Loading...

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
Chelsea Yaqiong Yao
Lancaster University - Management School
Downloads 399 (82,936)
Citation 3

Abstract:

Loading...

Momentum, Contrarian, Seasonality, January

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: 49 Posted: 10 Aug 2016 Last Revised: 19 Aug 2020
Lancaster University - Management School, University of Melbourne - Department of Finance, Universidad de los Andes, Chile and Lancaster University Management School
Downloads 377 (88,654)
Citation 3

Abstract:

Loading...

Profitability; Growth; Return Predictability; Stock Returns

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 - Management School
Downloads 366 (91,670)
Citation 3

Abstract:

Loading...

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 - Management School
Downloads 159 (209,370)

Abstract:

Loading...

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 - Management School
Downloads 102 (295,335)

Abstract:

Loading...

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 - Management School
Downloads 0
  • Add to Cart

Abstract:

Loading...

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

7.

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

30th Australasian Finance and Banking Conference 2017
Number of pages: 45 Posted: 01 Jul 2017 Last Revised: 18 Nov 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 - Management School
Downloads 74 (357,370)

Abstract:

Loading...

ES Performance, Stock Market Performance, Corporate Governance