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The cross section of expected stock returns in the Chinese A-share market

Wang, Yuenan; Di Iorio, Amalia - In: Global Finance Journal 17 (2007) 3, pp. 335-349

Persistent link: https://www.econbiz.de/10005006708

The pricing of foreign exchange risk in the Australian equities market

Di Iorio, Amalia; Faff, Robert - In: Pacific-Basin Finance Journal 10 (2002) 1, pp. 77-95

Persistent link: https://www.econbiz.de/10005351859

An analysis of asymmetry in foreign currency exposure of the Australian equities market

Di Iorio, Amalia; Faff, Robert - In: Journal of Multinational Financial Management 10 (2000) 2, pp. 133-159

Persistent link: https://www.econbiz.de/10005300091

Testing the Integration of the US and Chinese Stock Markets in a Fama-French Framework

Di Iorio, Amalia - In: Journal of Economic Integration 24 (2009), pp. 435-454

This paper explores the integration/segmentation between the US and Chinese stock markets. Our analysis extends the work of Jorion and Schwartz (1986) to a Fama-French framework using both Chinese and US Fama-French factors. Despite the ongoing liberalisation process in China our results support...

Persistent link: https://www.econbiz.de/10009415590

A test of the stability of exchange rate risk - Evidence from the Australian equities market

Di Iorio, Amalia; Faff, Robert - In: Global finance journal 12 (2001) 2, pp. 179-204

Persistent link: https://www.econbiz.de/10007666727

The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market

Wang, Yuenan; Di Iorio, Amalia - In: Review of quantitative finance and accounting 29 (2007) 2, pp. 181-204

Persistent link: https://www.econbiz.de/10007763725

Testing the Integration of the US and Chinese Stock Markets in a Fama-French Framework

Brooks, Robert; Di Iorio, Amalia; Faff, Robert; Wang, Yuenan - In: Journal of economic integration 24 (2009) 3, pp. 435-454

Persistent link: https://www.econbiz.de/10008333356

An analysis of asymmetry in foreign currency exposure of the Australian equities market

Di Iorio, Amalia; Faff, Robert - In: Journal of multinational financial management 10 (2000) 2, pp. 133-160

Persistent link: https://www.econbiz.de/10007118777

The pricing of foreign exchange risk in the Australian equities market

Di Iorio, Amalia; Faff, Robert - In: Pacific-Basin finance journal 10 (2002) 1, pp. 77-96

Persistent link: https://www.econbiz.de/10007237006

The cross section of expected stock returns in the Chinese A-share market

Wang, Yuenan; Di Iorio, Amalia - In: Global finance journal 17 (2006) 3, pp. 335-349

Persistent link: https://www.econbiz.de/10007617532