Melanie Cao

York University - Schulich School of Business

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 13,276

SSRN RANKINGS

Top 13,276

in Total Papers Downloads

4,643

SSRN CITATIONS
Rank 29,023

SSRN RANKINGS

Top 29,023

in Total Papers Citations

10

CROSSREF CITATIONS

21

Scholarly Papers (13)

1.

Weather Derivatives: A New Class of Financial Instruments

Number of pages: 30 Posted: 24 Sep 2007
Melanie Cao, Anlong Li and Jason Zhanshun Wei
York University - Schulich School of Business, KL Capital and University of Toronto - Rotman School of Management
Downloads 1,728 (12,303)
Citation 22

Abstract:

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Weather Derivatives, Weather Risk Management

2.

Publicity and the Clustering of IPO Underpricing

Number of pages: 36 Posted: 04 Jan 2000
Melanie Cao and Shouyong Shi
York University - Schulich School of Business and Pennsylvania State University
Downloads 643 (51,484)
Citation 2

Abstract:

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Search for Optimal CEO Compensation: Theory and Empirical Evidence

AFA 2009 San Francisco Meetings Paper
Number of pages: 44 Posted: 21 Mar 2007 Last Revised: 14 Nov 2013
Melanie Cao and Rong Wang
York University - Schulich School of Business and Singapore Management University
Downloads 432 (83,609)
Citation 3

Abstract:

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Principal-agent Problem, CEOs' Job Search, Endogenous Reservation Utility, Dynamic Equilibrium, Optimal Compensation Policy

Optimal CEO Compensation with Search: Theory and Empirical Evidence

Journal of Finance, Forthcoming
Number of pages: 71 Posted: 09 Mar 2009 Last Revised: 14 Nov 2013
Melanie Cao and Rong Wang
York University - Schulich School of Business and Singapore Management University
Downloads 187 (200,939)

Abstract:

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executive compensation, principal-agent problem, search, endogenous outside options, dynamic market equilibrium

4.

Option Market Liquidity: Commonality and Other Characteristics

Number of pages: 48 Posted: 25 Mar 2008
Melanie Cao and Jason Zhanshun Wei
York University - Schulich School of Business and University of Toronto - Rotman School of Management
Downloads 496 (71,488)
Citation 5

Abstract:

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Liquidity, Liquidity Commonality, Option Market Liquidity, and Stock Market Liquidity

5.

Commonality in Liquidity: Evidence from the Option Market

Journal of Financial Markets, Vol. 13, No. 1, 2010
Number of pages: 40 Posted: 21 May 2007 Last Revised: 17 Feb 2010
Melanie Cao and Jason Zhanshun Wei
York University - Schulich School of Business and University of Toronto - Rotman School of Management
Downloads 454 (79,574)

Abstract:

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Liquidity, Liquidity Commonality, Option Market Liquidity, and Stock Market Liquidity.

6.

Endogenously Procyclical Liquidity, Capital Reallocation, and q

Number of pages: 56 Posted: 17 Nov 2014 Last Revised: 03 Oct 2017
Melanie Cao and Shouyong Shi
York University - Schulich School of Business and Pennsylvania State University
Downloads 342 (110,190)
Citation 6

Abstract:

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Endogenous liquidity, Capital reallocation, Tobin's q, Frictions

7.

Optimal CEO Compensation with Search: Theory and Empirical Evidence

Number of pages: 71 Posted: 05 Dec 2012
Melanie Cao and Rong Wang
York University - Schulich School of Business and Singapore Management University
Downloads 177 (210,878)
Citation 2

Abstract:

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executive compensation, principal-agent problem, search, endogenous outside options, dynamic market equilibriunm

8.

Screening, Bidding and the Loan Market

Number of pages: 46 Posted: 07 Dec 1999
Melanie Cao and Shouyong Shi
York University - Schulich School of Business and Pennsylvania State University
Downloads 159 (231,039)
Citation 3

Abstract:

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9.

Capital Reallocation and Firm-Level Productivity Under Political Uncertainty

Number of pages: 57 Posted: 21 Jul 2021 Last Revised: 21 Aug 2021
Daniel Tut and Melanie Cao
Ryerson University- Ted Rogers School of Management and York University - Schulich School of Business
Downloads 25 (602,585)

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Policy Uncertainty, Capital Reallocation, TFP, Leverage, Cash, Business Cycles

10.

Precipitation Modeling and Contract Valuation: A Frontier in Weather Derivatives

Journal of Alternative Investments, Vol. 7, No. 2, 2004
Posted: 22 Sep 2007
Anlong Li, Melanie Cao and Jason Zhanshun Wei
KL Capital, York University - Schulich School of Business and University of Toronto - Rotman School of Management

Abstract:

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Weather Derivatives, Weather Risk Management, Precipitation Modeling

11.

Screening, Bidding, and the Loan Market Tightness

Posted: 27 Dec 2001
Melanie Cao and Shouyong Shi
York University - Schulich School of Business and Pennsylvania State University

Abstract:

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loans, screening, bidding, informational externality

12.

Pricing Weather Derivative: An Equilibrium Approach

Posted: 20 Sep 1999
Melanie Cao and Jason Zhanshun Wei
York University - Schulich School of Business and University of Toronto - Rotman School of Management

Abstract:

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13.

Vulnerable Options, Risky Corporate Bond and Credit Spread

Posted: 17 Feb 1999
Melanie Cao and Jason Zhanshun Wei
York University - Schulich School of Business and University of Toronto - Rotman School of Management

Abstract:

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