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Recently, the IEEE 1609.4 WAVE protocol has been proposed to enable multi-channel communication in Vehicular Ad Hoc Networks (VANETs). While the usage of multi-channel technology can favor the co-existence of safety and non-safety vehicular applications, its implementation on single-radio transceivers poses some major concerns about the effective utilization of the channel resources. In this paper, we investigate the performance of safety-related applications on multi-channel VANETs. We demonstrate that the synchronous channel switching operations enforced by the IEEE 1609.4 protocol introduce additional delays to the delivery of safety messages, that might compromise the viability of such applications. To cope with this problem, we propose a WAVE-enhanced Safety message Delivery scheme (WSD) that minimizes the delivery delay of safety messages in multi-channel VANETs, while preserving compatibility with the IEEE 1609.4/802.11p standards. WSD attempts to transmit high priority safety message during SCH intervals while guaranteeing reception by all neighbors. We formulate the broadcast problem in multi-channel VANETs as a scheduling problem over the different DSRC channels. We extend the problem formulation to cooperative scenarios, in which multiple vehicles contribute to disseminate the safety message over the different channels. We evaluate our proposed WSD scheme through a simulation study. We show that our proposed solution can provide effective reduction of the delivery delay in multi-channel VANETs, when compared to the legacy IEEE 1609.4/802.11p protocols.