
V
LIST OF JOURNAL PUBLICATIONS RELEVANT OT THIS
THESIS
Liu, B., Di Iorio, A. 2014, ‘The pricing of idiosyncratic volatility: an Australian study’, the
Australian Journal of Management, forthcoming
LIST OF CONFERENCE PUBLICATIONS RELEVANT TO
THIS THESIS
Liu, B., Di Iorio, A., De Silva, A. 2014, ‘Do Stock Fundamentals Explain Idiosyncratic
Volatility’, European Financial Management Association (EFMA): Annual Meetings 2014,
forthcoming
Liu, B., Di Iorio, A. 2012, ‘Idiosyncratic Risk and Australian Pension Fund Returns’, 2012
Asia-Pacific Business Research Conference,
http://www.worldbusres.com/FINAL%20APBRC%20Feb%202012%20Prog.pdf
Liu, B., Di Iorio, A. 2012, ‘Idiosyncratic Volatility, Stock Returns and Economy Conditions:
The Role of Idiosyncratic Volatility in the Australian Stock Market’, European Financial
Management Association (EFMA): Annual Meetings 2012,
http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2012-
Barcelona/papers/EFMA2012_0374_fullpaper.pdf
Liu, B., Di Iorio, A. 2013, ‘Do the asset pricing factors predict future economy growth? An
Australian study’, European Financial Management Association (EFMA): Annual Meetings
2013, http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2012-
Barcelona/papers/EFMA2012_0374_fullpaper.pdf