Dr Yaqiong Yao

Senior Lecturer

Profile

Yaqiong (Chelsea) Yao is Associate Professor of Finance (Senior Lecturer) at Lancaster University Management School. She is also Visiting Research Professor at New York University's Stern School of Business from 8/2019 to 7/2021, where she held the same position from 3/2015 to 8/2015. Her research interests lie in green investments, ESG(environment, social and governance), empirical asset pricing, institutional investors, and textual analysis.

Personal webpage

Selected Publications

Time-Series Momentum in Nearly 100 Years of Stock Returns
Lim, B., Wang, J., Yao, Y. 12/2018 In: Journal of Banking and Finance. 97, p. 283-296. 14 p.
Journal article

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

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

New York University Stern School of Business
Visiting an external academic institution

What drives a firm's ES performance? Evidence from stock returns
Invited talk

What drives a firm's ES performance? Evidence from stock returns.
Invited talk

New York University Stern School of Business
Visiting an external academic institution

American Finance Association 2014 Annual Meeting
Participation in conference

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 (Journal)
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

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

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

Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

+44(0)79222485780
  • Accounting, Finance, Governance and Banking
  • Asset Pricing and Financial Econometrics
  • Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy