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

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 7,280

SSRN RANKINGS

Top 7,280

in Total Papers Downloads

12,427

TOTAL CITATIONS
Rank 32,316

SSRN RANKINGS

Top 32,316

in Total Papers Citations

33

Ideas:
“  ESG, AI, Investments, Fund Management  ”

Scholarly Papers (12)

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 4,981 (3,877)
Citation 5

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, HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 55 Posted: 22 Jul 2021 Last Revised: 13 Jan 2025
Dragon Yongjun Tang, Jiali Yan and Chelsea Yaqiong Yao
The University of Hong Kong - Faculty of Business and Economics, University of Exeter Business School and Lancaster University - Lancaster University Management School
Downloads 2,924 (9,236)
Citation 5

Abstract:

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ESG, Rating agencies, Conflicts of interest, Ownership structure

3.

ETF Rebalancing, Hedge Fund Trades, and Capital Market

Number of pages: 54 Posted: 13 Jan 2023 Last Revised: 17 Dec 2024
George Jiaguo Wang, Chelsea Yaqiong Yao and Adina Yelekenova
Lancaster University Management School, Lancaster University - Lancaster University Management School and Monash University - Department of Banking and Finance
Downloads 1,469 (27,323)

Abstract:

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ETF Rebalancing, Hedge Funds, Anticipatory Trades

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, Journal of Banking and Finance, Forthcoming
Number of pages: 54 Posted: 10 Aug 2016 Last Revised: 06 Nov 2023
University of Melbourne - Department of Finance, Universidad de los Andes, Chile, Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 548 (105,497)
Citation 2

Abstract:

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Profitability Growth; Firm Size; Stock Returns

5.

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 544 (106,254)
Citation 7

Abstract:

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Momentum, Contrarian, Seasonality, January

6.

Corporate Social Responsibility and Insider Horizon

Number of pages: 62 Posted: 09 Feb 2022 Last Revised: 19 Nov 2024
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 492 (120,091)

Abstract:

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

7.

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 431 (140,675)
Citation 3

Abstract:

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Mutual funds; performance evaluation; seasonality; benchmark index

8.

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 Exeter Business School and Lancaster University - Lancaster University Management School
Downloads 341 (182,901)
Citation 10

Abstract:

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ES Performance, Stock Market Performance, Corporate Governance

9.

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 Exeter Business School and Lancaster University - Lancaster University Management School
Downloads 198 (315,858)

Abstract:

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

10.

The Impact of Misleading Corporate Communication on Stock Performance

Number of pages: 29 Posted: 26 Jun 2024
Lewei He, Harald Lohre, Ingmar Nolte and Chelsea Yaqiong Yao
Lancaster University - Department of Accounting and Finance, Robeco Quantitative Investments, Lancaster University - Department of Accounting and Finance and Lancaster University - Lancaster University Management School
Downloads 197 (317,276)

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Misleading Communication, Environmental Social and Governance (ESG), ESG incidents, Greenwashing, Event Studies

11.

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 175 (353,211)
Citation 1

Abstract:

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Momentum; Macroeconomic risk; ROE; Seasonality; January effects

12.

Understanding Stock Price Behavior Around External Financing

Number of pages: 48 Posted: 01 Feb 2018 Last Revised: 27 Jan 2025
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 127 (459,786)

Abstract:

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External financing, net issuance puzzle, stock price run-ups, stock underperformance