Melanie Cao

York University - Schulich School of Business

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 11,734

in Total Papers Downloads

4,448

SSRN CITATIONS
Rank 30,924

SSRN RANKINGS

Top 30,924

in Total Papers Citations

4

CROSSREF CITATIONS

21

Scholarly Papers (12)

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 1,629 (11,570)
Citation 20

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 638 (45,361)
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 426 (74,632)
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 185 (180,199)

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 477 (65,679)
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 436 (73,265)

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 327 (102,027)
Citation 4

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 173 (191,241)

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 157 (207,790)
Citation 3

Abstract:

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9.

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

10.

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

11.

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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12.

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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