7
H index
5
i10 index
290
Citations
York University | 7 H index 5 i10 index 290 Citations RESEARCH PRODUCTION: 6 Articles 9 Papers RESEARCH ACTIVITY:
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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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Paper / Economics Department, Queen's University | 4 |
Year | Title of citing document |
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2021 | Stock 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2021 | CEO 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. Full description at Econpapers || Download paper |
2021 | New 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. Full description at Econpapers || Download paper |
2023 | Impact 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. Full description at Econpapers || Download paper |
2021 | Air 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. Full description at Econpapers || Download paper |
2021 | Football 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. Full description at Econpapers || Download paper |
2022 | Do 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. Full description at Econpapers || Download paper |
2022 | Managerial 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. Full description at Econpapers || Download paper |
2021 | Search, 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. Full description at Econpapers || Download paper |
2022 | When 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. Full description at Econpapers || Download paper |
2021 | Option-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. Full description at Econpapers || Download paper |
2023 | Impact 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. Full description at Econpapers || Download paper |
2021 | Extreme 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2022 | Turning 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. Full description at Econpapers || Download paper |
2022 | Does 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. Full description at Econpapers || Download paper |
2022 | Natural 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. Full description at Econpapers || Download paper |
2021 | Operating 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. Full description at Econpapers || Download paper |
2021 | Temperature and trading behaviours. (2021). Liu, Jia ; Zhang, Xiaotao. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002179. Full description at Econpapers || Download paper |
2022 | Will 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | COVID-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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Inefficiently 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. Full description at Econpapers || Download paper |
2021 | Impact 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. Full description at Econpapers || Download paper |
2022 | How 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2022 | Naval 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. Full description at Econpapers || Download paper |
2022 | Does 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Wind 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | Does 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. Full description at Econpapers || Download paper |
2022 | Effects 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. Full description at Econpapers || Download paper |
2022 | Mood 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. Full description at Econpapers || Download paper |
2023 | The Value of Intermediaries for GSE Loans. (2023). Kermani, Amir ; Kakhbod, Ali ; Bosshardt, Joshua. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:23-01. Full description at Econpapers || Download paper |
2021 | THE 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. Full description at Econpapers || Download paper |
2021 | China-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. Full description at Econpapers || Download paper |
2021 | Tendencias y perspectivas de la ciencia financiera: Un artículo de revisión. (2021). Venegas-MartÃnez, 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. Full description at Econpapers || Download paper |
2021 | Financial 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. Full description at Econpapers || Download paper |
2021 | Turning 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. Full description at Econpapers || Download paper |
2021 | Computing 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. Full description at Econpapers || Download paper |
2021 | Air 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. Full description at Econpapers || Download paper |
2021 | Investor 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. Full description at Econpapers || Download paper |
2021 | Valuation 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. Full description at Econpapers || Download paper |
2021 | Option 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Optimal CEO Compensation with Search: Theory and Empirical Evidence In: Journal of Finance. [Full Text][Citation analysis] | article | 15 |
2000 | Coordination, matching, and wages In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 18 |
1999 | Market Integration, Matching and Wages In: Cahiers de recherche CREFE / CREFE Working Papers. [Full Text][Citation analysis] | paper | 0 |
1999 | Screening, Bidding, and the Loan Market Tightness In: Cahiers de recherche CREFE / CREFE Working Papers. [Full Text][Citation analysis] | paper | 35 |
1999 | Screening, Bidding, And The Loan Market Tightness.(1999) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2000 | Screening, 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 | |
2006 | Signaling in the Internet craze of initial public offerings In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 7 |
2002 | Signalling 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 | |
2010 | Option market liquidity: Commonality and other characteristics In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 34 |
2005 | Stock market returns: A note on temperature anomaly In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 164 |
2001 | Systematic 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] | article | 6 |
1999 | Pricing Weather Derivative : An Equilibrium Approach. In: Rotman School of Management - Finance. [Citation analysis] | paper | 8 |
1997 | Equilibrium Valuation Of Currency Options In A Small Open Economy In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
1997 | Equilibrium Valuation Of Options On The Market Portfolio With Stochastic Volatility And Return Predictability In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
1999 | Publicity And The Clustering Of Ipo Underpricing In: Working Paper. [Full Text][Citation analysis] | paper | 3 |
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