Details about Melanie Cao

Access statistics for papers by Melanie Cao.

Last updated 2014-09-30. 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 Signaling in the Internet craze of initial public offerings, Journal of Corporate Finance, Elsevier (2006) View citations (7) (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 (15)
   Also in Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1999) View citations (5)
   Working Paper, Economics Department, Queen's University (1999) View citations (2)

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 View citations (10)
5. Publicity And The Clustering Of Ipo Underpricing
   Working Paper, Economics Department, Queen's University View citations (4)

1997

6. Equilibrium Valuation Of Currency Options In A Small Open Economy
   Working Paper, Economics Department, Queen's University
7. Equilibrium Valuation Of Options On The Market Portfolio With Stochastic Volatility And Return Predictability
   Working Paper, Economics Department, Queen's University

Journal Articles

2013

1. Optimal CEO Compensation with Search: Theory and Empirical Evidence
   Journal of Finance, 2013, 68, (5), 2001-2058 View citations (18)

2010

2. Option market liquidity: Commonality and other characteristics
   Journal of Financial Markets, 2010, 13, (1), 20-48 View citations (36)

2006

3. Signaling in the Internet craze of initial public offerings
   Journal of Corporate Finance, 2006, 12, (4), 818-833 View citations (7)
   See also Working Paper Signalling in the Internet Craze of Initial Public Offerings, Working Papers (2002) (2002)

2005

4. Stock market returns: A note on temperature anomaly
   Journal of Banking & Finance, 2005, 29, (6), 1559-1573 View citations (194)

2001

5. 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 (7)

2000

6. Coordination, matching, and wages
   Canadian Journal of Economics, 2000, 33, (4), 1009-1033 View citations (18)