Melanie Cao

York University - Schulich School of Business

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

  • York University - Schulich School of Business

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    • Tel: 416-736-2100 ext. 33801
SCHOLARLY PAPERS

13

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21

CROSSREF CITATIONS

19

Scholarly Papers (13)

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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, Hull Tactical Funds and University of Toronto - Rotman School of Management
Downloads 1,934 (13,738)
Citation 28

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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 662 (64,392)
Citation 2

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3.

Search for Optimal CEO Compensation: Theory and Empirical Evidence

Downloads 653 (65,530)
Citation 2

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 450 (102,789)
Citation 3

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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 203 (238,611)

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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 534 (84,415)
Citation 15

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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 494 (92,836)

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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: 67 Posted: 17 Nov 2014 Last Revised: 25 Feb 2022
Melanie Cao and Shouyong Shi
York University - Schulich School of Business and Pennsylvania State University
Downloads 396 (120,521)
Citation 6

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Endogenous liquidity; Capital reallocation; Search.

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 190 (253,720)
Citation 3

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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 168 (282,725)
Citation 3

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9.

Capital Reallocation and Firm-Level Productivity Under Political Uncertainty

Number of pages: 55 Posted: 21 Jul 2021 Last Revised: 28 Oct 2022
Daniel Tut and Melanie Cao
Toronto Metropolitan University- Ted Rogers School of Management and York University - Schulich School of Business
Downloads 73 (508,451)
Citation 1

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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
Hull Tactical Funds, York University - Schulich School of Business and University of Toronto - Rotman School of Management

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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

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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

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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

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