Ivan Indriawan

University of Adelaide

No 233 North Terrace, School of Commerce

Adelaide, South Australia 5005

Australia

http://https://sites.google.com/site/ivanindriawan/home

  • University of Adelaide

SCHOLARLY PAPERS

24

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78

Scholarly Papers (24)

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1.

Music Sentiment and Stock Returns Around the World

Downloads 3,848 ( 5,876)
Citation 20

Music Sentiment and Stock Returns Around the World

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 43 Posted: 18 Feb 2021 Last Revised: 14 Aug 2021
Alex Edmans, Adrian Fernandez-Perez, Alexandre Garel and Ivan Indriawan
London Business School - Institute of Finance and Accounting, University College Dublin (UCD) - Department of Banking & Finance, Audencia Business School and University of Adelaide
Downloads 3,842 (5,771)

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Investor Sentiment, Investor Mood, Behavioral Finance

Music Sentiment and Stock Returns Around the World

CEPR Discussion Paper No. DP15756
Number of pages: 41 Posted: 11 Feb 2021
Alex Edmans, Adrian Fernandez-Perez, Alexandre Garel and Ivan Indriawan
London Business School - Institute of Finance and Accounting, University College Dublin (UCD) - Department of Banking & Finance, Audencia Business School and University of Adelaide
Downloads 6 (1,268,927)
Citation 20
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2.

Intraday Return Predictability in the Crude Oil Market: The Role of EIA Inventory Announcements

Number of pages: 38 Posted: 09 Apr 2021 Last Revised: 19 Aug 2021
Ivan Indriawan, Donald D. Lien, Zhuzhu Wen and Yahua Xu
University of Adelaide, University of Texas at San Antonio - College of Business - Department of Economics, PBCSF, Tsinghua University and Central University of Finance and Economics (CUFE) - China Economics and Management Academy
Downloads 771 (67,144)
Citation 1

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Crude oil market, EIA announcements, Intraday momentum, Return predictability

3.

On the Effects of Continuous Trading

Number of pages: 62 Posted: 01 Dec 2020 Last Revised: 29 Feb 2024
Ivan Indriawan, Roberto Pascual and Andriy Shkilko
University of Adelaide, Universidad de las Islas Baleares and Wilfrid Laurier University - Finance
Downloads 768 (67,495)
Citation 1

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liquidity, adverse selection, continuous trading, batch auctions

4.

COVID-19 Pandemic and Stock Market Response: A Culture Effect

Number of pages: 56 Posted: 08 Jun 2020 Last Revised: 18 Dec 2020
Adrian Fernandez-Perez, Aaron B. Gilbert, Ivan Indriawan and Nhut H. Nguyen
University College Dublin (UCD) - Department of Banking & Finance, Auckland University of Technology - Faculty of Business & Law, University of Adelaide and Auckland University of Technology
Downloads 360 (170,163)
Citation 18

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Coronavirus, COVID-19, Pandemic, Culture, Disaster, Abnormal Return, Volatility

5.

Internationalization of Futures Markets: Lessons from China

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 54 Posted: 15 Nov 2019 Last Revised: 08 Sep 2020
John Hua Fan, Adrian Fernandez-Perez, Ivan Indriawan and Neda Todorova
Griffith University - Department of Accounting, Finance and Economics, University College Dublin (UCD) - Department of Banking & Finance, University of Adelaide and Griffith University
Downloads 291 (213,615)
Citation 1

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China; Futures markets; Internationalization; Market quality; PTA; Iron ore

6.

Cross-Asset Time-Series Momentum: Crude Oil Volatility and Global Stock Markets

Number of pages: 59 Posted: 24 May 2021 Last Revised: 23 Sep 2022
Adrian Fernandez-Perez, Ivan Indriawan, Yiuman Tse and Yahua Xu
University College Dublin (UCD) - Department of Banking & Finance, University of Adelaide, University of Missouri at Saint Louis and Central University of Finance and Economics (CUFE) - China Economics and Management Academy
Downloads 279 (223,200)
Citation 7

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Cross-asset predictability; Crude oil market; International stock markets; OVX; Time-series momentum

7.

The SOFR and the Fed's Influence Over Market Interest Rates

Economics Letters, Forthcoming
Number of pages: 16 Posted: 25 Jun 2021 Last Revised: 27 Sep 2021
Ivan Indriawan, Feng Jiao and Yiuman Tse
University of Adelaide, University of Lethbridge - Dhillon School of Business and University of Missouri at Saint Louis
Downloads 272 (230,624)
Citation 3

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SOFR, LIBOR, target fed funds rate

8.

In the mood for sustainable funds?

Downloads 255 (244,297)

In the mood for sustainable funds?

Number of pages: 16 Posted: 03 May 2022
Adrian Fernandez-Perez, Alexandre Garel and Ivan Indriawan
University College Dublin (UCD) - Department of Banking & Finance, Audencia Business School and University of Adelaide
Downloads 170 (356,702)

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Investor sentiment, Mutual funds, Fund flows, Sustainable investments, Risk aversion

In the Mood for Sustainable Funds?

Number of pages: 16 Posted: 30 Apr 2022 Last Revised: 23 Jul 2022
Adrian Fernandez-Perez, Alexandre Garel and Ivan Indriawan
University College Dublin (UCD) - Department of Banking & Finance, Audencia Business School and University of Adelaide
Downloads 85 (606,172)

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Investor sentiment, Mutual funds, Fund flows, Sustainable investments, Risk aversion

9.

Music Sentiment and Stock Returns

Number of pages: 20 Posted: 06 May 2020
Adrian Fernandez-Perez, Alexandre Garel and Ivan Indriawan
University College Dublin (UCD) - Department of Banking & Finance, Audencia Business School and University of Adelaide
Downloads 236 (263,762)

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investor sentiment, music, behavioral finance

10.

Emotions and Stock Returns during the GameStop Bubble

Number of pages: 35 Posted: 16 Apr 2024
Adrian Fernandez-Perez, Ivan Indriawan and Marta Khomyn
University College Dublin (UCD) - Department of Banking & Finance, University of Adelaide and University of Adelaide
Downloads 216 (287,076)

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behavioral finance, stock market bubbles, emotion, sentiment

11.

Political Crises and the Stock Market Integration of Emerging Markets

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 26 Posted: 04 Dec 2010
Alireza Tourani-Rad, Bart Frijns and Ivan Indriawan
Auckland University of Technology - Faculty of Business & Law, Open University of the Netherlands - School of Management and University of Adelaide
Downloads 187 (328,047)
Citation 6

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Stock Market Integration, International Crises, Emerging Markets

12.

Price Discovery Between Forward-Looking SOFR and LIBOR

Number of pages: 15 Posted: 18 Nov 2021 Last Revised: 04 Feb 2022
Ivan Indriawan, Feng Jiao and Yiuman Tse
University of Adelaide, University of Lethbridge - Dhillon School of Business and University of Missouri at Saint Louis
Downloads 167 (362,627)
Citation 1

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SOFR, LIBOR, forward-looking term rates, price discovery

13.

US Cross-Listing and Domestic High-Frequency Trading: Evidence from Canadian Stocks

Journal of Empirical Finance, Forthcoming
Number of pages: 52 Posted: 17 Apr 2021 Last Revised: 22 Mar 2023
Olga Dodd, Bart Frijns, Ivan Indriawan and Roberto Pascual
Auckland University of Technology, Open University of the Netherlands - School of Management, University of Adelaide and Universidad de las Islas Baleares
Downloads 161 (374,087)

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US cross-listing, high-frequency trading, cross-market arbitrage, US news announcements, liquidity, equity markets

14.

The Interactions between Price Discovery, Liquidity and Algorithmic Trading for US-Canadian Cross-Listed Shares

Number of pages: 52 Posted: 03 Dec 2015 Last Revised: 15 Feb 2017
Bart Frijns, Ivan Indriawan and Alireza Tourani-Rad
Open University of the Netherlands - School of Management, University of Adelaide and Auckland University of Technology - Faculty of Business & Law
Downloads 127 (452,908)
Citation 10

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Market Microstructure, Price Discovery, Cross-Listings

15.

Bad Volatility Is Not Always Bad: Evidence from the Commodity Markets

Number of pages: 45 Posted: 10 Jul 2019
Ivan Indriawan, Donald D. Lien, Tai-Yong Roh and Yahua Xu
University of Adelaide, University of Texas at San Antonio - College of Business - Department of Economics, Liaoning University and Central University of Finance and Economics (CUFE) - China Economics and Management Academy
Downloads 121 (470,140)
Citation 1

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Commodity markets; Upside and downside variance risk premiums; Asymmetric risk; Prediction

16.

When Chinese Mania Meets Global Frenzy Commodity Price Bubbles

Downloads 107 (515,152)

When Chinese Mania Meets Global Frenzy Commodity Price Bubbles

Number of pages: 49 Posted: 01 Mar 2024
John Hua Fan, Adrian Fernandez-Perez, Ivan Indriawan and Neda Todorova
Griffith University - Department of Accounting, Finance and Economics, University College Dublin (UCD) - Department of Banking & Finance, University of Adelaide and Griffith University
Downloads 67 (693,292)

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Bubbles, Contagion, Commodity, Futures market, China

When Chinese Mania Meets Global Frenzy: Commodity Price Bubbles

Number of pages: 48 Posted: 29 Mar 2024
John Hua Fan, Adrian Fernandez-Perez, Ivan Indriawan and Neda Todorova
Griffith University - Department of Accounting, Finance and Economics, University College Dublin (UCD) - Department of Banking & Finance, University of Adelaide and Griffith University
Downloads 40 (877,052)

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Bubbles; Contagion; Commodity; Futures market; China.

17.

Natural Gas Storage Forecasts: Is the Crowd Wiser?

Number of pages: 38 Posted: 19 Dec 2019 Last Revised: 07 Mar 2020
Adrian Fernandez-Perez, Alexandre Garel and Ivan Indriawan
University College Dublin (UCD) - Department of Banking & Finance, Audencia Business School and University of Adelaide
Downloads 98 (547,879)
Citation 2

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Analyst, Forecast, Crowdsourcing, Natural Gas Inventory, EIA

18.

Equity Market Uncertainty and Informational Efficiency

Number of pages: 35 Posted: 11 Dec 2022
Bart Frijns, Ivan Indriawan, Alireza Tourani-Rad and Hengbin Zhang
Open University of the Netherlands - School of Management, University of Adelaide, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology
Downloads 97 (551,534)

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Uncertainty, Informational efficiency, Market quality

19.

Quote Dynamics of Cross-Listed Stocks

Frijns, B., Indriawan, I., & Tourani‐Rad, A. (2019). Quote dynamics of cross‐listed stocks. International Review of Finance.
Number of pages: 35 Posted: 03 Dec 2015 Last Revised: 13 Apr 2020
Bart Frijns, Ivan Indriawan and Alireza Tourani-Rad
Open University of the Netherlands - School of Management, University of Adelaide and Auckland University of Technology - Faculty of Business & Law
Downloads 92 (570,357)

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Market Microstructure, Error-correction, Quote Dynamics, Cross-listings

20.

Trading Cost Decomposition During Federal Funds Rate Announcements

Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 40 Posted: 03 Dec 2015 Last Revised: 02 Dec 2016
Bart Frijns, Ivan Indriawan, Yoichi Otsubo and Alireza Tourani-Rad
Open University of the Netherlands - School of Management, University of Adelaide, Kobe University and Auckland University of Technology - Faculty of Business & Law
Downloads 92 (570,357)

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Macroeconomic News Announcements, Bid-Ask Spreads, Spread Decomposition

21.

Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets

Number of pages: 31 Posted: 10 Nov 2016
Bart Frijns, Ivan Indriawan, Alireza Tourani-Rad and Yiuman Tse
Open University of the Netherlands - School of Management, University of Adelaide, Auckland University of Technology - Faculty of Business & Law and University of Missouri at Saint Louis
Downloads 81 (615,648)

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Cross-Listings, Market Microstructure, Market Quality

22.

Macroeconomic News Announcements and Price Discovery: Evidence from Canadian-U.S. Cross-Listed Firms

Journal of Empirical Finance, Vol. 32, 2015
Number of pages: 37 Posted: 03 Dec 2015
Bart Frijns, Ivan Indriawan and Alireza Tourani-Rad
Open University of the Netherlands - School of Management, University of Adelaide and Auckland University of Technology - Faculty of Business & Law
Downloads 81 (615,648)
Citation 7

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Market Microstructure, Price Discovery, Macroeconomic News Announcements, Cross-listed Stocks

23.

The Pricing of Water Usage

Downloads 55 (754,959)

The Pricing of Water Usage

Number of pages: 19 Posted: 13 Dec 2024
Adrian Fernandez-Perez, Ivan Indriawan and Yiuman Tse
University College Dublin (UCD) - Department of Banking & Finance, University of Adelaide and University of Missouri at Saint Louis
Downloads 34 (941,018)

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JEL Classification: G11, G12 Water Usage, Climate Finance, Sustainable Investing, Stock Market, Water usage

The Pricing of Water Usage

Number of pages: 20 Posted: 18 Nov 2024
Adrian Fernandez-Perez, Ivan Indriawan and Yiuman Tse
University College Dublin (UCD) - Department of Banking & Finance, University of Adelaide and University of Missouri at Saint Louis
Downloads 13 (1,176,599)

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Water Usage, Climate Finance, sustainable investing, Stock Market

The Pricing of Water Usage

Number of pages: 23 Posted: 14 Jan 2025
Adrian Fernandez-Perez, Ivan Indriawan and Yiuman Tse
University College Dublin (UCD) - Department of Banking & Finance, University of Adelaide and University of Missouri at Saint Louis
Downloads 8 (1,244,113)

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Water Usage, Climate finance, Sustainable investing, Stock Market

24.

Labor Pains: The Impact of Labor Market Competition on Stock Returns

Number of pages: 72 Posted: 16 Feb 2024 Last Revised: 22 Nov 2024
Ivan Indriawan, Shihe Li, Yiuman Tse and Ralf Zurbruegg
University of Adelaide, University of Adelaide - Business School, University of Missouri at Saint Louis and University of Adelaide
Downloads 49 (787,675)

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Return predictability, Job postings, Labor market competition, Talent wars