Ivan Indriawan

Auckland University of Technology - Department of Finance

AUT City Campus

Private Bag 92006

Auckland, 1142

New Zealand

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 19,667

SSRN RANKINGS

Top 19,667

in Total Papers Downloads

3,207

SSRN CITATIONS
Rank 34,363

SSRN RANKINGS

Top 34,363

in Total Papers Citations

15

CROSSREF CITATIONS

9

Scholarly Papers (17)

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
London Business School - Institute of Finance and Accounting, Auckland University of Technology, Audencia Business School and Auckland University of Technology - Department of Finance
Downloads 1,820 (11,161)

Abstract:

Loading...

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
London Business School - Institute of Finance and Accounting, Auckland University of Technology, Audencia Business School and Auckland University of Technology - Department of Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

2.

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

Number of pages: 56 Posted: 08 Jun 2020 Last Revised: 18 Dec 2020
Auckland University of Technology, Auckland University of Technology - Faculty of Business & Law, Auckland University of Technology - Department of Finance and Auckland University of Technology
Downloads 274 (139,532)
Citation 4

Abstract:

Loading...

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

3.

Music Sentiment and Stock Returns

Number of pages: 20 Posted: 06 May 2020
Auckland University of Technology, Audencia Business School and Auckland University of Technology - Department of Finance
Downloads 163 (226,079)

Abstract:

Loading...

investor sentiment, music, behavioral finance

4.

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 Auckland University of Technology - Department of Finance
Downloads 150 (242,417)
Citation 4

Abstract:

Loading...

Stock Market Integration, International Crises, Emerging Markets

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
Griffith University - Department of Accounting, Finance and Economics, Auckland University of Technology, Auckland University of Technology - Department of Finance and Griffith University
Downloads 113 (300,224)
Citation 1

Abstract:

Loading...

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

6.

On the Effects of Continuous Trading

Number of pages: 29 Posted: 01 Dec 2020 Last Revised: 04 Mar 2021
Ivan Indriawan, Roberto Pascual and Andriy Shkilko
Auckland University of Technology - Department of Finance, Universidad de las Islas Baleares and Wilfrid Laurier University - Lazaridis School of Business and Economics
Downloads 112 (302,121)
Citation 1

Abstract:

Loading...

liquidity, adverse selection, continuous trading, batch auctions

7.

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, Auckland University of Technology - Department of Finance and Auckland University of Technology - Faculty of Business & Law
Downloads 81 (371,979)
Citation 2

Abstract:

Loading...

Market Microstructure, Price Discovery, Cross-Listings

8.

Cross-asset Time-series Momentum: Crude Oil Options and Global Stock Markets

Number of pages: 53 Posted: 24 May 2021 Last Revised: 21 Jun 2021
Auckland University of Technology, Auckland University of Technology - Department of Finance, University of Missouri at Saint Louis and Central University of Finance and Economics (CUFE) - China Economics and Management Academy
Downloads 67 (413,422)

Abstract:

Loading...

cross-asset predictability, time-series momentum, options straddle returns, crude oil market, international stock markets

9.

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
Open University of the Netherlands - School of Management, Auckland University of Technology - Department of Finance, University of Manchester - Alliance Manchester Business School and Auckland University of Technology - Faculty of Business & Law
Downloads 56 (451,860)

Abstract:

Loading...

Macroeconomic News Announcements, Bid-Ask Spreads, Spread Decomposition

10.

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

Number of pages: 18 Posted: 25 Jun 2021
Ivan Indriawan, Feng Jiao and Yiuman Tse
Auckland University of Technology - Department of Finance, University of Lethbridge - Faculty of Management and University of Missouri at Saint Louis
Downloads 53 (462,988)

Abstract:

Loading...

SOFR, LIBOR, Target Fed funds rate

11.

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
Auckland University of Technology - Department of Finance, 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 53 (466,881)

Abstract:

Loading...

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

12.

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
Auckland University of Technology - Department of Finance, 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 49 (479,005)

Abstract:

Loading...

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

13.

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

Number of pages: 52 Posted: 17 Apr 2021 Last Revised: 07 Jul 2021
Olga Dodd, Bart Frijns, Ivan Indriawan and Roberto Pascual
Auckland University of Technology, Open University of the Netherlands - School of Management, Auckland University of Technology - Department of Finance and Universidad de las Islas Baleares
Downloads 47 (487,350)

Abstract:

Loading...

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

14.

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, Auckland University of Technology - Department of Finance and Auckland University of Technology - Faculty of Business & Law
Downloads 47 (487,350)

Abstract:

Loading...

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

15.

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, Auckland University of Technology - Department of Finance and Auckland University of Technology - Faculty of Business & Law
Downloads 46 (491,653)
Citation 4

Abstract:

Loading...

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

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

Number of pages: 31 Posted: 10 Nov 2016
Open University of the Netherlands - School of Management, Auckland University of Technology - Department of Finance, Auckland University of Technology - Faculty of Business & Law and University of Missouri at Saint Louis
Downloads 44 (510,450)

Abstract:

Loading...

Cross-Listings, Market Microstructure, Market Quality

Market Quality Around Macroeconomic News Announcements: Evidence from the Us and Canadian Markets

International Review of Finance, Vol. 19, Issue 3, pp. 575-612, 2019
Number of pages: 38 Posted: 26 May 2020
Open University of the Netherlands - School of Management, Auckland University of Technology - Department of Finance, Auckland University of Technology and University of Missouri at Saint Louis
Downloads 0
  • Add to Cart

Abstract:

Loading...

17.

Natural Gas Storage Forecasts: Is the Crowd Wiser?

Number of pages: 38 Posted: 19 Dec 2019 Last Revised: 07 Mar 2020
Auckland University of Technology, Audencia Business School and Auckland University of Technology - Department of Finance
Downloads 32 (560,050)

Abstract:

Loading...

Analyst, Forecast, Crowdsourcing, Natural Gas Inventory, EIA