Dr Yaqiong Yao



Chelsea Yaqiong Yao is an Assistant Professor of Finance at Lancaster University Management School. She received her PhD in Finance from the University of Melbourne (Australia). Her 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 was Visiting Research Professor at NYU Stern from March to August 2015, and has held visiting academic position at Shanghai University of International Business and Economics in September 2015, and September 2014. She has consulted for investment banks, private equities and corporations in Australia and China.

For more information:

Starting on the Wrong Foot: Seasonality in Mutual Fund Performance
Brown, S., Sotes-Paladino, J., Wang, G., Yao, Y. 2016
Working paper

Time-Series Stock Momentum in 100 Years of Stock Returns
D’Souza, I., Srichanachaitrchok, V., Wang, G., Yao, Y. 2016
Working paper

Macroeconomic risk and seasonality in 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