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Melanie Cao

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

Personal Details

First Name:Melanie
Middle Name:
Last Name:Cao
RePEc Short-ID:pca66
Department of Finance Schulich School of Business York University 4700 Keele Street Toronto, Ontario Canada, M3J 1P3
416-736-2100 ext. 33801
Toronto, Canada

: (416) 736-5070
(416) 736-5687
4700 Keele Street, Toronto, Ontario. M3J 1P3
RePEc:edi:byorkca (more details at EDIRC)
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  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.
  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.
  3. 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.
  4. Melanie Cao & Shouyong Shi, 1999. "Publicity and the Clustering of IPO Underpricing," Working Papers 990, Queen's University, Department of Economics.
  5. Melanie Cao & Shouyong Shi, 1999. "Market Integration, Matching and Wages," Cahiers de recherche CREFE / CREFE Working Papers 79, CREFE, Université du Québec à Montréal.
  6. Melanie Cao, 1997. "Equilibrium Valuation of Currency Options in a Small Open Economy," Working Papers 960, Queen's University, Department of Economics.
  7. 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.
  1. Melanie Cao & Rong Wang, 2013. "Optimal CEO Compensation with Search: Theory and Empirical Evidence," Journal of Finance, American Finance Association, vol. 68(5), pages 2001-2058, October.
  2. Cao, Melanie & Wei, Jason, 2010. "Option market liquidity: Commonality and other characteristics," Journal of Financial Markets, Elsevier, vol. 13(1), pages 20-48, February.
  3. 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.
  4. 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.
  5. 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.
  6. Melanie Cao & Shouyong Shi, 2000. "Coordination, matching, and wages," Canadian Journal of Economics, Canadian Economics Association, vol. 33(4), pages 1009-1033, November.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (3) 1999-05-17 1999-05-17 2002-09-21
  2. NEP-MIC: Microeconomics (2) 1999-05-17 1999-05-17
  3. NEP-ENT: Entrepreneurship (1) 2002-08-29
  4. NEP-LAB: Labour Economics (1) 1999-05-17
  5. NEP-PKE: Post Keynesian Economics (1) 1999-05-17
  6. NEP-RMG: Risk Management (1) 2002-09-21

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