Personal Details
First Name: Melanie
Middle Name:
Last Name: Cao
Suffix:
RePEc Short-ID: pca66
Email:
Homepage:
http://www.yorku.ca/mcao/
Postal Address: Department of Finance Schulich School of Business York University 4700 Keele Street Toronto, Ontario Canada, M3J 1P3
Phone: 416-736-2100 ext. 33801
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML
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Working papers
- Cao Melanie & Shouyong Shi, 2002.
"Signalling in the Internet Craze of Initial Public Offerings,"
Working Papers
shouyong-02-03, University of Toronto, Department of Economics.
[Downloadable!]
Published as: - Melanie Cao & Shouyong Shi, 2000.
"Screening, Bidding, and the Loan Market Tightness,"
Center for Financial Institutions Working Papers
00-09, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Other versions:
- Melanie Cao & Shouyong Shi, 1999.
"Screening, Bidding, and the Loan Market Tightness,"
Cahiers de recherche CREFE / CREFE Working Papers
80, CREFE, Université du Québec à Montréal.
[Downloadable!]
- Shouyong Shi & Melanie Cao, 1999.
"Screening, Bidding, and the Loan Market Tightness,"
Working Papers
989, Queen's University, Department of Economics.
[Downloadable!]
- Melanie Cao & Shouyong Shi, 1999.
"Publicity and the Clustering of IPO Underpricing,"
Working Papers
990, Queen's University, Department of Economics.
[Downloadable!]
- Melanie Cao & Shouyong Shi, 1999.
"Market Integration, Matching and Wages,"
Cahiers de recherche CREFE / CREFE Working Papers
79, CREFE, Université du Québec à Montréal.
[Downloadable!]
- Cao, M. & Wei, J., 1999.
"Pricing Weather Derivative : An Equilibrium Approach,"
Rotman School of Management - Finance
99-002, Rotman School of Management, University of Toronto.
- Melanie Cao, 1997.
"Equilibrium Valuation of Options on the Market Portfolio with Stochastic Volatility and Return Predictability,"
Working Papers
961, Queen's University, Department of Economics.
- Melanie Cao, 1997.
"Equilibrium Valuation of Currency Options in a Small Open Economy,"
Working Papers
960, Queen's University, Department of Economics.
Articles
- Cao, Melanie & Shi, Shouyong, 2006.
"Signaling in the Internet craze of initial public offerings,"
Journal of Corporate Finance,
Elsevier, vol. 12(4), pages 818-833, September.
[Downloadable!] (restricted)
Other versions: - Cao, Melanie & Wei, Jason, 2005.
"Stock market returns: A note on temperature anomaly,"
Journal of Banking & Finance,
Elsevier, vol. 29(6), pages 1559-1573, June.
[Downloadable!] (restricted)
- Cao, Melanie, 2001.
"Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate,"
Journal of International Money and Finance,
Elsevier, vol. 20(2), pages 191-218, April.
[Downloadable!] (restricted)
- Melanie Cao & Shouyong Shi, 2000.
"Coordination, matching, and wages,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 33(4), pages 1009-1033, November.
[Downloadable!] (restricted)
NEP Fields
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-DGE: Dynamic General Equilibrium (3) 1999-05-17 1999-05-17 2002-09-21 Author is listed
- NEP-ENT: Entrepreneurship (1) 2002-08-29 Author is listed
- NEP-LAB: Labour Economics (1) 1999-05-17 Author is listed
- NEP-MIC: Microeconomics (2) 1999-05-17 1999-05-17 Author is listed
- NEP-PKE: Post Keynesian Economics (1) 1999-05-17 Author is listed
- NEP-RMG: Risk Management (1) 2002-09-21 Author is listed
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This page was last updated on 2009-11-21.
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