Amalia Di Iorio

La Trobe Business School

Professor

Department of Economics and Finance

Victoria 3552, 3086

Australia

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 40,278

SSRN RANKINGS

Top 40,278

in Total Papers Downloads

1,034

SSRN RANKINGS

Top 28,748

in Total Papers Citations

8

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Scholarly Papers (7)

1.

Foreign Exchange Exposure and Pricing in the Australian Equities Market: A Fama and French Framework

EFMA 2002 London Meetings
Number of pages: 34 Posted: 18 Jun 2002
Amalia Di Iorio and Robert W. Faff
La Trobe Business School and University of Queensland
Downloads 474 (58,171)

Abstract:

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Exchange Rate Risk, Australian Stock Market, Fama and French Factors

2.

Real Estate as Part of an Investment Portfolio in Australia

Australian Centre for Financial Studies - Finsia Banking and Finance Conference 2010
Number of pages: 21 Posted: 20 Jun 2010 Last Revised: 26 Jul 2010
Richard A. Heaney, David Higgins and Amalia Di Iorio
University of Western Australia, affiliation not provided to SSRN and La Trobe Business School
Downloads 179 (165,086)

Abstract:

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Property, Real Estate, Diversified Portfolio Performance, Smoothed Property Returns

3.

Do Announcements of Corporate Bond Rating Revisions Matter?

22nd Australasian Finance and Banking Conference 2009
Number of pages: 31 Posted: 31 Aug 2009 Last Revised: 25 Nov 2009
RMIT University - School of Economics, Finance and Marketing, Monash University, Victoria University and La Trobe Business School
Downloads 157 (184,929)

Abstract:

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Corporate Bond, Rating Agency, Event Study

4.

The Role of R&D in Cross-Border Mergers & Acquisitions

Australian Centre for Financial Studies - Finsia Banking and Finance Conference 2010
Number of pages: 31 Posted: 19 Jul 2010
La Trobe Business School, Stockholm University - School of Business, Victoria University and University of Western Australia
Downloads 127 (219,536)

Abstract:

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Cross-border M&A’s, Synergy, Foreign Direct Investment

5.

Predictability of Implied Volatility: Evidence from the Over-the-counter Currency Option Markets

Number of pages: 36 Posted: 26 Aug 2011
Alfred H.S. Wong, Richard A. Heaney and Amalia Di Iorio
Charles Sturt University, University of Western Australia and La Trobe Business School
Downloads 66 (334,016)

Abstract:

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implied volatility, currency option, over-the-counter, market Efficiency

6.

The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns

Multinational Finance Journal, Vol. 5, No. 1, p. 1-33, 2001
Number of pages: 33 Posted: 08 Jul 2015
Amalia Di Iorio and Robert W. Faff
La Trobe Business School and University of Queensland
Downloads 31 (454,376)

Abstract:

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Australian stock market; exchange rate risk; intervaling

7.

The Pricing of Idiosyncratic Volatility: An Australian Study

Australian Journal of Management, Vol. 41, No. 2, 2016
Posted: 04 May 2016
Bin Liu and Amalia Di Iorio
RMIT University and La Trobe Business School

Abstract:

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Idiosyncratic volatility, asset pricing, stock returns, risk, Australia

Other Papers (1)

Total Downloads: 7    Citations: 0
1.

10-K Filing Content and SEO Flotation Costs

9th Conference on Financial Markets and Corporate Governance (FMCG) 2018
Number of pages: 48 Posted: 19 Jan 2018
Ali Sheikhbahaei and Amalia Di Iorio
Monash University and La Trobe Business School
Downloads 7

Abstract:

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SEO, 10-K, Textual Analysis, Floatation Cost