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Information about:
Melanie Cao

Personal Details | Affiliation | Works
This is information that was supplied by Melanie Cao in registering through RePEc. If you are Melanie Cao , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors


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 (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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:

  2. 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:

  3. Melanie Cao & Shouyong Shi, 1999. "Publicity and the Clustering of IPO Underpricing," Working Papers 990, Queen's University, Department of Economics. [Downloadable!]

  4. 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!]

  5. 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.

  6. 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.

  7. Melanie Cao, 1997. "Equilibrium Valuation of Currency Options in a Small Open Economy," Working Papers 960, Queen's University, Department of Economics.


Articles

  1. 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:

  2. 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)

  3. 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)

  4. 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):
  1. NEP-DGE: Dynamic General Equilibrium (3) 1999-05-17 1999-05-17 2002-09-21 Author is listed
  2. NEP-ENT: Entrepreneurship (1) 2002-08-29 Author is listed
  3. NEP-LAB: Labour Economics (1) 1999-05-17 Author is listed
  4. NEP-MIC: Microeconomics (2) 1999-05-17 1999-05-17 Author is listed
  5. NEP-PKE: Post Keynesian Economics (1) 1999-05-17 Author is listed
  6. NEP-RMG: Risk Management (1) 2002-09-21 Author is listed

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This page was last updated on 2009-11-21.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.