Melanie Cao : Citation Profile

Are you Melanie Cao?

York University

7

H index

5

i10 index

290

Citations

RESEARCH PRODUCTION:

6

Articles

9

Papers

RESEARCH ACTIVITY:

   16 years (1997 - 2013). See details.
   Cites by year: 18
   Journals where Melanie Cao has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 2 (0.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca66
   Updated: 2023-05-27    RAS profile: 2014-09-30    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Melanie Cao.

Is cited by:

DUMITRIU, Ramona (5)

Stefanescu, Razvan (5)

Donadelli, Michael (5)

Drakos, Konstantinos (4)

Lu, Jing (4)

Degryse, Hans (4)

Cetorelli, Nicola (4)

Apergis, Nicholas (4)

GUPTA, RANGAN (4)

Zazzaro, Alberto (3)

LEON, Florian (3)

Cites to:

Kramer, Lisa (3)

Jarrow, Robert (3)

Kamstra, Mark (3)

Romer, Paul (2)

Lee, Charles (2)

Obstfeld, Maurice (2)

Diamond, Douglas (2)

Lucas, Robert (2)

Stambaugh, Robert (1)

Kyle, Albert (1)

Jennergren, Peter (1)

Main data

Where Melanie Cao has published?

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University4

Recent works citing Melanie Cao (2022 and 2021)

YearTitle of citing document
2021Stock Market Reaction towards Terrorism: An Evidence Based on Seasonal Variation in Pakistan. (2021). Akhtar, Masud ; Saad, Muhammad ; Hussain, Rana Yassir ; Mirza, Hammad Hassan ; Abbas, Jauhar. In: Journal of Economic Impact. RePEc:adx:journl:v:3:y:2021:i:3:p:167-177.

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2022The impacts of temperature on Chinese food processing firms. (2022). Yang, LU ; Khanna, Madhu ; Chen, Xiaoguang. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:256-279.

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2021CEO education and the ability to raise capital. (2021). Loukopoulos, Georgios ; Gounopoulos, Dimitrios. In: Corporate Governance: An International Review. RePEc:bla:corgov:v:29:y:2021:i:1:p:67-99.

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2021New institutional investors in the IPO secondary market: Sentiment or fundamentals?. (2021). Lian, Qin ; Hamilton, Janet ; Fu, Xudong ; Wang, Qiming ; Tang, Tian. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:2:p:299-341.

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2023Impact of risk-taking on enterprise value under extreme temperature: From the perspectives of external and internal governance. (2023). Li, Kai ; Qi, Shao-Zhou ; Wang, He-Tong. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001129.

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2021Air pollution and behavioral biases: Evidence from stock market anomalies. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303701.

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2021Football sentiment and stock market returns: Evidence from a frontier market. (2021). Nguyen, Duc Nguyen ; Truong, Quang-Thai ; Al-Mohamad, Somar ; Bakry, Walid ; Tran, Quynh-Nhu. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000162.

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2022Do external labor market incentives improve labor investment efficiency?. (2022). Zheng, Jiayi ; Tan, Kelvin ; Hossain, Ashrafee ; Chowdhury, Hasibul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000168.

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2022Managerial risk-reducing incentives and social and exchange capital. (2022). Zhang, Qingjing ; Kuo, Jing-Ming ; Chizema, Amon. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:6:s0890838921000822.

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2021Search, product market competition and CEO pay. (2021). Subramanian, Ajay ; Jung, Hae Won. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001024.

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2022When rain matters! Investments and value relevance. (2022). Neupane, Suman ; Thapa, Chandra ; Koirala, Santosh ; Rao, Sandeep. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119920302716.

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2021Option-implied skewness: Insights from ITM-options. (2021). Schneider, Judith C ; Mohrschladt, Hannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001627.

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2023Impact of serial entrepreneurs on IPO valuation: Evidence from U.S. IPOs. (2023). Wu, Shuai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001929.

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2021Extreme heat and stock market activity. (2021). el Ouadghiri, Imane ; Peillex, Jonathan ; Jaballah, Jamil ; Gomes, Mathieu. In: Ecological Economics. RePEc:eee:ecolec:v:179:y:2021:i:c:s092180092030015x.

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2021The impact of weather-induced moods on M&A performance. (2021). Machokoto, Michael ; Tunyi, Abongeh A. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521002883.

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2022Turning the heat on financial decisions: Examining the role temperature plays in the incidence of bias in a time-limited financial market. (2022). Johnson, J. E. V., ; Ma, T ; Sung, M.-C., ; Costa, L F. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:3:p:1142-1157.

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2022Does air pollution influence investor trading behavior? Evidence from China. (2022). Huang, Lin ; Wei, Mengxin ; Guo, Mengmeng. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000303.

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2022Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model. (2022). Wang, LU ; Lai, Xiaodong ; Xia, Zhenglan ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005667.

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2021Operating reserve demand curve, scarcity pricing and intermittent generation: Lessons from the Texas ERCOT experience. (2021). Bajo-Buenestado, Raúl. In: Energy Policy. RePEc:eee:enepol:v:149:y:2021:i:c:s0301421520307680.

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2021Temperature and trading behaviours. (2021). Liu, Jia ; Zhang, Xiaotao. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002179.

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2022Will temperature change reduce stock returns? Evidence from China. (2022). Lu, Lei ; Li, Shuo ; Xiong, Xiong ; Yan, Yumeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000801.

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2022The information content of ETF options. (2022). Yang, Dongxiao ; Ramchander, Sanjay ; Miao, Hong ; Lockwood, Larry . In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000278.

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2022COVID-19 pandemic and liquidity commonality. (2022). Suardi, Sandy ; Zhou, Ivy Z ; Xu, Caihong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000579.

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2021The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time. (2021). Jacobsen, Ben ; Zhang, Cherry Y. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302242.

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2021Inefficiently low screening with Walrasian markets. (2021). Hachem, Kinda. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:935-948.

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2021Impact of Global Warming on SENSEX fluctuations — A study based on Multifractal detrended cross correlation analysis between the temperature anomalies and the SENSEX fluctuations. (2021). Ghosh, Dipak ; Chatterjee, Sucharita. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:571:y:2021:i:c:s037843712100087x.

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2022How financial crises affect the relationship between idiosyncratic volatility and stock returns. (2022). Huang, Ming-Chih ; Lin, Jun-Biao ; Wang, Ming-Chun ; Chen, Yi-Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:96-113.

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2023Does climate policy uncertainty affect Chinese stock market volatility?. (2023). Weng, Chen ; Zhang, LI ; Chen, Zhonglu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:369-381.

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2022Naval disasters, world war two and the British stock market. (2022). Urquhart, Andrew ; Hudson, Robert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s027553192100177x.

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2022Does global climate risk encourage companies to take more risks?. (2022). Li, Donghui ; Xu, Hao ; Gao, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000460.

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2021The Influence of Investors’ Mood on the Stock Prices: Evidence from Energy Firms in Warsaw Stock Exchange, Poland. (2021). Shahzad, Umer ; Mentel, Urszula ; Tarczyski, Waldemar. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:7396-:d:673347.

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2021Wind Put Barrier Options Pricing Based on the Nordix Index. (2021). Contreras, Javier ; Perez-Uribe, Miguel A ; Rodriguez, Yeny E. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:4:p:1177-:d:504014.

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2021The Impact of Weather Factors on Quotations of Energy Sector Companies on Warsaw Stock Exchange. (2021). Tarczyska-Uniewska, Magorzata ; Majewski, Sebastian ; Tarczyski, Waldemar ; Mentel, Grzegorz ; Majewska, Agnieszka. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:6:p:1536-:d:514552.

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2021.

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2021Does the Croatian Stock Market Have Seasonal Affective Disorder?. (2021). Škrinjarić, Tihana ; Ego, Boko ; Marasovi, Branka. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:89-:d:503333.

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2022Effects of Temperature Rise on Clean Energy-Based Capital Market Investments: Neural Network-Based Granger Causality Analysis. (2022). Kushwaha, Gyaneshwar Singh ; Swarup, Shivam. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:18:p:11163-:d:908326.

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2022Mood and the Malleability of Moral Reasoning: The Impact of Irrelevant Factors on Judicial Decisions. (2022). Loecher, Markus ; Chen, Daniel L. In: Working Papers. RePEc:hal:wpaper:hal-03864854.

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2023The Value of Intermediaries for GSE Loans. (2023). Kermani, Amir ; Kakhbod, Ali ; Bosshardt, Joshua. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:23-01.

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2021THE INFORMATION CONTENT OF OPTION TRADING AND LIQUIDITY RISK. (2021). Feng, Shih-Ping. In: The International Journal of Business and Finance Research. RePEc:ibf:ijbfre:v:15:y:2021:i:1:p:89-98.

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2021China-U.S. Trade Frictions, Opinion Divergence, and Stock Volatilities. (2021). Zhang, Wenjia. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:13:y:2021:i:6:p:19.

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2021Tendencias y perspectivas de la ciencia financiera: Un artículo de revisión. (2021). Venegas-Martínez, Francisco ; Venegas-Martinez, Francisco ; Merton, Robert Cox. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:1:a:1.

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2021Financial Science Trends and Perspectives: A Review Article. (2021). Venegas-Martínez, Francisco ; Venegas-Martinez, Francisco ; Merton, Robert Cox. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:1:a:11.

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2021Turning up the heat: The impact of indoor temperature on selected cognitive processes and the validity of self-report. (2021). Strobel, Martin ; Kok, Nils ; Stroom, Martijn. In: Judgment and Decision Making. RePEc:jdm:journl:v:16:y:2021:i:3:p:766-795.

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2021Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach. (2021). Jüppner, Marcus ; Paradiso, Antonio ; Juppner, Marcus ; Donadelli, Michael ; Schlag, Christian. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10031-3.

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2021Air pollution, investor sentiment and excessive returns. (2021). Muntifering, Matthew. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-021-00206-4.

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2021Investor behavior and weather factors: evidences from Asian region. (2021). Kathiravan, Chinnadurai ; Venkateswar, Sankaran ; Selvam, Murugesan ; Balakrishnan, S. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03335-7.

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2021Valuation of bitcoin options. (2021). Celik, Batur ; Cao, Melanie. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1007-1026.

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2021Option return predictability with machine learning and big data. (2021). Weigert, Florian ; Moerke, Mathis ; Beckmeyer, Heiner ; Bali, Turan G. In: CFR Working Papers. RePEc:zbw:cfrwps:2108.

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Works by Melanie Cao:

YearTitleTypeCited
2013Optimal CEO Compensation with Search: Theory and Empirical Evidence In: Journal of Finance.
[Full Text][Citation analysis]		article15
2000Coordination, matching, and wages In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article18
1999Market Integration, Matching and Wages In: Cahiers de recherche CREFE / CREFE Working Papers.
[Full Text][Citation analysis]		paper0
1999Screening, Bidding, and the Loan Market Tightness In: Cahiers de recherche CREFE / CREFE Working Papers.
[Full Text][Citation analysis]		paper35
1999Screening, Bidding, And The Loan Market Tightness.(1999) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		paper
2000Screening, Bidding, and the Loan Market Tightness.(2000) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		paper
2006Signaling in the Internet craze of initial public offerings In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article7
2002Signalling in the Internet Craze of Initial Public Offerings.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2010Option market liquidity: Commonality and other characteristics In: Journal of Financial Markets.
[Full Text][Citation analysis]		article34
2005Stock market returns: A note on temperature anomaly In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article164
2001Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article6
1999Pricing Weather Derivative : An Equilibrium Approach. In: Rotman School of Management - Finance.
[Citation analysis]		paper8
1997Equilibrium Valuation Of Currency Options In A Small Open Economy In: Working Paper.
[Full Text][Citation analysis]		paper0
1997Equilibrium Valuation Of Options On The Market Portfolio With Stochastic Volatility And Return Predictability In: Working Paper.
[Full Text][Citation analysis]		paper0
1999Publicity And The Clustering Of Ipo Underpricing In: Working Paper.
[Full Text][Citation analysis]		paper3

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