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). 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 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:

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