Prof. MELANIE CAO
York University, Canada
Email: mcao@schulich.yorku.ca
Qualifications
1993-1997 Ph.D., University of Toronto, Finance
1990-1992 M.B.A. University of Ottawa, Finance & Accounting
1986-1988 M.A., Huazhong University of Science and Technology (HUST), China, Economics
Publications (Selected)
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Cao, M., & Tut, D. (2024). Effects of Policy Uncertainty on Firm-Level Productivity. Quarterly Journal of Finance (QJF), 14(03), 1-34.
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Cao, M., & Shi, S. (2023). Endogenous Procyclical Liquidity, Capital Reallocation, and Q. International Economic Review, 64(1), 95-128.
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Cao, M., & Celik, B. (2021). Valuation of bitcoin options. Journal of Futures Markets, 41(7), 1007-1026.
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Tut, D., & Cao, M. (2021). Capital Reallocation and Firm-Level Productivity Under Political Uncertainty.
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Gold, N., Wang, Q., Cao, M., & Huang, H. (2017). Liquidity and volatility commonality in the Canadian stock market. Mathematics-in-Industry Case Studies, 8, 1-20.
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Shi, S., & Cao, M. (2015). Endogenously procyclical liquidity, capital reallocation, and q. In 2015 Meeting Papers (No. 100). Society for Economic Dynamics.
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Cao, M., & Wang, R. (2013). Optimal CEO compensation with search: Theory and empirical evidence. The Journal of Finance, 68(5), 2001-2058.
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Alexopoulos, M., & Cao, M. (2011). How News Reports on Economy-wide Risks and Uncertainties Affect Stock Market Liquidity and Returns.
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Cao, M., & Wei, J. (2010). Valuation of housing index derivatives. Journal of Futures Markets: Futures, Options, and Other Derivative Products, 30(7), 660-688.
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Cao, M., & Wei, J. (2010). Commonality in liquidity: Evidence from the option market. Journal of Financial Markets, 13(1).
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Cao, M., & Wei, J. (2010). Option market liquidity: Commonality and other characteristics. Journal of Financial Markets, 13(1), 20-48.
Profile Details
WoS ResearcherID: AFQ-9374-2022
https://schulich.yorku.ca/faculty/melanie-cao/
https://scholar.google.co.uk/citations?user=ER5dpWIAAAAJ&hl=en&oi=ao
https://www.researchgate.net/profile/Melanie-Cao