Amalia Di Iorio

La Trobe Business School

Professor

Department of Economics and Finance

Victoria 3552, 3086

Australia

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 40,662

SSRN RANKINGS

Top 40,662

in Total Papers Downloads

1,037

CITATIONS
Rank 42,075

SSRN RANKINGS

Top 42,075

in Total Papers Citations

11

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 475 (58,772)
Citation 1

Abstract:

Loading...

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 180 (166,281)

Abstract:

Loading...

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 158 (186,250)

Abstract:

Loading...

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 (222,138)

Abstract:

Loading...

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 (338,201)

Abstract:

Loading...

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 (460,367)

Abstract:

Loading...

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:

Loading...

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

Other Papers (1)

Total Downloads: 8
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 8

Abstract:

Loading...

SEO, 10-K, Textual Analysis, Floatation Cost