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Research

Dr Chelsea Yao

Senior Lecturer

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  1. 2016
  2. Published

    The Enduring Effect of Time-Series Momentum on Stock Returns over nearly 100-Years

    D’Souza, I., Srichanachaitrchok, V., Wang, J. & Yao, Y., 2016, Financial Management Association International.

    Research output: Working paper

  3. 2012
  4. Published

    Momentum, contrarian, and the January seasonality

    Yao, Y., 10/2012, In: Journal of Banking and Finance. 36, 10, p. 2757-2769 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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