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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
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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
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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
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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
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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
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Asymmetry and time variation in exchange rate exposure : an investigation of Australian stocks returns
Brooks, Robert D.; Di Iorio, Amalia; Faff, Robert W.; … - In: International journal of commerce and management 20 (2010) 4, pp. 276-295
Persistent link: https://www.econbiz.de/10009890835
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The effect of intervaling on the foreign exchange exposure of Australian stock returns
Di Iorio, Amalia; Faff, Robert - In: Multinational finance journal : MF ; quarterly … 5 (2001) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10009879235
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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 (2006) 3, pp. 335-349
Persistent link: https://www.econbiz.de/10007617532
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Are the China-related stock markets segmented with both world and regional stock markets?
Wang, Yuenan; Iorio, Amalia Di - In: Journal of international financial markets, … 17 (2007) 3, pp. 277-290
Persistent link: https://www.econbiz.de/10007739037