Dr Yaqiong Yao



Yaqiong (Chelsea) Yao is an Assistant Professor of Finance at Lancaster University Management School. She received her PhD in Finance from the University of Melbourne (Australia), where she studied with Professors Bruce Grundy and Spencer Martin. She spent the first half of 2012 as a Visiting Scholar at New York University’s Stern School of Business working with Professor Stephen Brown on empirical asset pricing.

Chelsea's research interests include investments, empirical asset pricing, behavioural finance, momentum, contrarian, seasonality, January effects, mutual funds, and carbon trading. She has been awarded Research Pump-Priming Grant by Lancaster University in 2014, Dean's Award for Research Excellence by the University of Melbourne in 2013, and American Finance Association Doctoral Travel Grant in 2012. 

Chelsea has held visiting academic positions at New York University, the University of Melbourne, Shanghai University of International Business and Economics. She has consulted for investment banks, private equities and corporations in Australia and China. 

Seasonality in mutual fund performance
Brown, S., Wang, G., Yao, Y. 2014
Working paper

Macroeconomic risk and momentum profits
Ji, S., Martin, S., Yao, Y. 2014
Working paper

Momentum, contrarian, and the January seasonality
Yao, Y. 10/2012 In: Journal of Banking and Finance. 36, 10, p. 2757-2769. 13 p.
Journal article