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

11

DOWNLOADS
Rank 7,794

SSRN RANKINGS

Top 7,794

in Total Papers Downloads

10,710

SSRN CITATIONS
Rank 35,340

SSRN RANKINGS

Top 35,340

in Total Papers Citations

22

CROSSREF CITATIONS

6

Scholarly Papers (11)

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 4,809 (3,630)
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
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 Exeter Business School and Lancaster University - Lancaster University Management School
Downloads 2,398 (11,311)
Citation 17

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: 51 Posted: 13 Jan 2023 Last Revised: 28 Dec 2023
George Jiaguo Wang, Chelsea Yaqiong Yao and Adina Yelekenova
Lancaster University Management School, Lancaster University - Lancaster University Management School and Lancaster University Management School
Downloads 894 (49,494)

Abstract:

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ETF Rebalancing, Hedge Funds, Arbitrage 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 523 (99,126)
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 515 (101,082)
Citation 6

Abstract:

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Momentum, Contrarian, Seasonality, January

6.

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 417 (129,857)
Citation 3

Abstract:

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Mutual funds; performance evaluation; seasonality; benchmark index

7.

Corporate Social Responsibility and Insider Horizon

Number of pages: 65 Posted: 09 Feb 2022 Last Revised: 06 Nov 2023
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 398 (136,936)

Abstract:

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

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 303 (184,331)
Citation 4

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 184 (298,270)

Abstract:

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

10.

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 170 (319,915)

Abstract:

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Momentum; Macroeconomic risk; ROE; Seasonality; January effects

11.

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 99 (485,901)

Abstract:

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External financing, stock price run-ups, stock underperformance