Dionigi holds a Bachelor of Statistics and Actuarial Studies from the University of Calabria, Italy, a Masters in Finance and Economics as well as a PhD in Mathematics from the University of Naples, Federico II, Italy. Dionigi also holds a Diploma in Business and Accounting from the Grimaldi Institute in Italy. Dionigi has held teaching positions at both the University of Sydney, and the University of Calabria. During his time at the University of Sydney, Dionigi taught classes in both Corporate Finance and Derivatives. At the University of Calabria, he was involved in teaching a first year mathematics subject.
Articles
The Intraday Behaviour of Bid-Ask Spreads Across Auction and Specialist Market Structures: Evidence From The Italian Market (with A. Lepone), Australasian Accounting Business and Finance Journal (2010)
Several studies have analysed liquidity across a trading day, and have documented that bid-ask spreads...
Call auction transparency and market liquidity: The Shanghai experience (with Gary G. Tian and Willa Hua-Qing Zheng), Faculty of Commerce - Papers (2009)
On July 1 2006, the Shanghai Stock Exchange (SHSE) changed its pre-market openingauction system from...
The Effect of Diversification on Capital Structure (with Maurizio La Rocca, Tiziana La Rocca, and Ciorstan J. Smark), Accounting & Finance (2009)
Previously, empirical financial studies paid little attention to the role of diversification strategy on financial...
Call auction transparency and market liquidity, evidence from the Shanghai Stock Exchange (with Alex Frino and Gary G. Tian), Faculty of Commerce - Papers (2008)
This paper examines the impact of pre-trade information transparency in pre-open call auction on market...
Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange (with Alex Frino and Andrew Lepone), Accounting and Finance (2008)
This study examines the impact of the removal of broker mnemonics on the Sydney Futures...