Ivan Indriawan

Auckland University of Technology - Department of Finance

AUT City Campus

Private Bag 92006

Auckland, 1142

New Zealand

  • Auckland University of Technology - Department of Finance

SCHOLARLY PAPERS

7

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397

CITATIONS
Rank 44,587

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Top 44,587

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10

Scholarly Papers (7)

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1.

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, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Department of Finance
Downloads 139 (206,848)

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Stock Market Integration, International Crises, Emerging Markets

2.

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
Auckland University of Technology - Faculty of Business & Law, Auckland University of Technology - Department of Finance and Auckland University of Technology - Faculty of Business & Law
Downloads 75 (315,282)
Citation 1

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Market Microstructure, Price Discovery, Cross-Listings

3.

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
Auckland University of Technology - Faculty of Business & Law, Auckland University of Technology - Department of Finance, University of Manchester - Alliance Manchester Business School and Auckland University of Technology - Faculty of Business & Law
Downloads 50 (386,373)

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Macroeconomic News Announcements, Bid-Ask Spreads, Spread Decomposition

4.

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
Auckland University of Technology - Faculty of Business & Law, Auckland University of Technology - Department of Finance, Auckland University of Technology - Faculty of Business & Law and University of Missouri at Saint Louis
Downloads 40 (422,319)

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Cross-Listings, Market Microstructure, Market Quality

5.

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
Auckland University of Technology - Faculty of Business & Law, Auckland University of Technology - Department of Finance and Auckland University of Technology - Faculty of Business & Law
Downloads 40 (422,319)
Citation 1

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

6.

Quote Dynamics of Cross-Listed Stocks

Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 30 Posted: 03 Dec 2015 Last Revised: 02 Dec 2016
Bart Frijns, Ivan Indriawan and Alireza Tourani-Rad
Auckland University of Technology - Faculty of Business & Law, Auckland University of Technology - Department of Finance and Auckland University of Technology - Faculty of Business & Law
Downloads 39 (426,293)

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

7.

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 14 (554,587)

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