Concepedia

Melanie Cao

MC

17

Publications

1.3K

Citations

13

H-Index

1999

Active since

Affiliations

York University(Current)

University of Toronto

Queen's University

Pennsylvania State University

Singapore Management University

Melanie Cao is an author at York University specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsFinancial EconomicsOption PricingLiquidityEconomic AnalysisManagementLiquidity Risk

Publications per year

1999–2021

17

Publications

17

Stock market returns: A note on temperature anomaly

Melanie Cao, Jason Zhanshun Wei · Journal of Banking & Finance · 2004 · 527 citations

Financial Economics, Asset Pricing, Market Trend +4

Weather derivatives valuation and market price of weather risk

Melanie Cao, Jason Zhanshun Wei · Journal of Futures Markets · 2004 · 208 citations

Engineering, Time Series Econometrics, Temperature Derivatives +20

Option market liquidity: Commonality and other characteristics

Melanie Cao, Jason Zhanshun Wei · Journal of Financial Markets · 2009 · 128 citations

Liquidity Risk, Option Pricing, Economics +6

Weather Derivatives: A New Class of Financial Instruments

Melanie Cao, Anlong Li, Jason Zhanshun Wei · SSRN Electronic Journal · 2003 · 52 citations · Full text

Screening, Bidding, and the Loan Market Tightness *

Melanie Cao, Shouyong Shi · European Finance Review · 2001 · 51 citations · Full text

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