Details about Melanie Cao

Access statistics for papers by Melanie Cao.

Last updated 2007-08-08. Update your information in the RePEc Author Service.

Short-id: pca66

Working Papers

2002

1. Signalling in the Internet Craze of Initial Public Offerings
   Working Papers, University of Toronto, Department of Economics
   See also Journal Article in Journal of Corporate Finance (2006)

2000

2. Screening, Bidding, and the Loan Market Tightness
   Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations
   Also in Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1999)
   Working Papers, Queen's University, Department of Economics (1999)

1999

3. Market Integration, Matching and Wages
   Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal
4. Pricing Weather Derivative: An Equilibrium Approach
   Rotman School of Management - Finance, Rotman School of Management, University of Toronto
5. Publicity and the Clustering of IPO Underpricing
   Working Papers, Queen's University, Department of Economics View citations

1997

6. Equilibrium Valuation of Currency Options in a Small Open Economy
   Working Papers, Queen's University, Department of Economics
7. Equilibrium Valuation of Options on the Market Portfolio with Stochastic Volatility and Return Predictability
   Working Papers, Queen's University, Department of Economics

Journal Articles

2006

1. Signaling in the Internet craze of initial public offerings
   Journal of Corporate Finance, 2006, 12, (4), 818-833
   See also Working Paper (2002)

2005

2. Stock market returns: A note on temperature anomaly
   Journal of Banking & Finance, 2005, 29, (6), 1559-1573 View citations

2001

3. 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, 2001, 20, (2), 191-218 View citations

2000

4. Coordination, matching, and wages
   Canadian Journal of Economics, 2000, 33, (4), 1009-1033 View citations