Items where Author is "Yao, Yaqiong"

Journal Article

Shackleton, Mark and Yan, Jiali and Yao, Yaqiong (2022) What Drives a Firm's ES Performance? : Evidence from Stock Returns. Journal of Banking and Finance, 136: 106304. ISSN 0378-4266

Shackleton, Mark Broughton and Yan, Jiali and Yao, Yaqiong (2020) NAV Inflation and Impact on Performance in China. European Financial Management, 26 (1). pp. 118-142. ISSN 1354-7798

Lim, Bryan and Wang, Jiaguo and Yao, Yaqiong (2018) Time-Series Momentum in Nearly 100 Years of Stock Returns. Journal of Banking and Finance, 97. pp. 283-296. ISSN 0378-4266

Ji, Xiuqing and Spencer Martin, J. and Yao, Yaqiong (2017) Macroeconomic risk and seasonality in momentum profits. Journal of Financial Markets, 36. pp. 76-90. ISSN 1386-4181

Brown, Stephen J. and Sotes-Paladino, Juan and Wang, Jiaguo and Yao, Yaqiong (2017) Starting on the Wrong Foot : Seasonality in Mutual Fund Performance. Journal of Banking and Finance, 82. pp. 133-150. ISSN 0378-4266

Yao, Yaqiong (2012) Momentum, contrarian, and the January seasonality. Journal of Banking and Finance, 36 (10). pp. 2757-2769. ISSN 0378-4266

Monograph

Cao, Min and Martin, Spencer and Yao, Yaqiong (2018) Understanding stock price behavior around external financing. Working Paper. UNSPECIFIED. (Unpublished)

Sotes-Paladino, Juan and Wang, Jiaguo and Yao, Yaqiong (2017) The value of growth : changes in profitability and future stock returns. Working Paper. UNSPECIFIED. (Unpublished)

D’Souza, Ian and Srichanachaitrchok, Voraphat and Wang, Jiaguo and Yao, Yaqiong (2016) The Enduring Effect of Time-Series Momentum on Stock Returns over nearly 100-Years. Working Paper. Financial Management Association International.

Brown, Stephen and Sotes-Paladino, Juan and Wang, George and Yao, Yaqiong (2016) Starting on the Wrong Foot: Seasonality in Mutual Fund Performance. Working Paper. UNSPECIFIED. (Unpublished)

Ji, Susan and Martin, Spencer and Yao, Yaqiong (2014) Macroeconomic risk and seasonality in momentum profits. Working Paper. UNSPECIFIED. (Unpublished)

Contribution to Conference

Brown, Stephen J. and Sotes-Paladino, Juan and Yao, Yaqiong and Wang, Jiaguo (2016) Starting on the Wrong Foot : Seasonality in Mutual Fund Performance. In: The 28th Asian FA Annual Meeting 2016, 2016-06-26 - 2016-06-28, Anantara Siam Bangkok Hotel.