Dr Yaqiong Yao

Lecturer

Profile

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). She has been awarded Best Track Award in Risk Management by US Academy of Finance in 2017, 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 was Visiting Research Professor at NYU Stern from March to August 2015 and is Honorary Professor of Finance at Shanghai University of International Business and Economics since 2018. She has consulted for investment banks, private equities and corporations in Australia and China.

For more information:

Macroeconomic risk and seasonality in momentum profits
Ji, X., Spencer Martin, J., Yao, Y. 11/2017 In: Journal of Financial Markets. 36, p. 76-90. 15 p.
Journal article

Starting on the Wrong Foot: Seasonality in Mutual Fund Performance
Brown, S.J., Sotes-Paladino, J., Wang, J., Yao, Y. 09/2017 In: Journal of Banking and Finance. 82, p. 133-150. 18 p.
Journal article

The value of growth: changes in profitability and future stock returns
Sotes-Paladino, J., Wang, J., Yao, Y. 2017
Working paper

Time-Series Stock Momentum in 100 Years of Stock Returns
D’Souza, I., Srichanachaitrchok, V., Wang, G., Yao, Y. 2017
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

Best in Track Award in Risk Management by U.S. Academy of Finance
Prize (including medals and awards)

Visiting Research Professor at New York University' Stern School of Business
Research and Teaching at External Organisation

American Finance Association 2014 Annual Meeting
Participation in conference

Dean's Award for Research Excellence
Prize (including medals and awards)

The University of Melbourne
Participation in workshop, seminar, course

The University of Sydney
Participation in workshop, seminar, course

American Finance Association 2013 Annual Meeting
Participation in conference

New York University, Stern School of Business
Participation in workshop, seminar, course

Visiting Scholar at New York University Stern School of Business
Participation in workshop, seminar, course

American Finance Association 2012 Annual Meeting
Participation in conference

Journal of Banking and Finance
Publication peer-review

American Finance Association 2011 Annual Meeting
Participation in conference

Northern Finance Association 2011 Annual Meeting
Participation in workshop, seminar, course

Asset Pricing Lead Session, 23rd Australasian Finance and Banking Conference
Participation in conference

FIRN Doctoral Tutorial 2010
Participation in workshop, seminar, course

The University of Melbourne
Participation in workshop, seminar, course

Jiali Yan

PhD student
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