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

11

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Scholarly Papers (11)

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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, Open University of the Netherlands and Auckland University of Technology - Department of Finance
Downloads 145 (223,589)
Citation 3

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Stock Market Integration, International Crises, Emerging Markets

2.

Music Sentiment and Stock Returns

Number of pages: 20 Posted: 06 May 2020
Adrian Fernandez-Perez, Alexandre Garel and Ivan Indriawan
Auckland University of Technology, Audencia Business School and Auckland University of Technology - Department of Finance
Downloads 117 (263,825)

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investor sentiment, music, behavioral finance

3.

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, Auckland University of Technology - Department of Finance and Auckland University of Technology - Faculty of Business & Law
Downloads 78 (343,253)
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Market Microstructure, Price Discovery, Cross-Listings

4.

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, Auckland University of Technology, Auckland University of Technology - Department of Finance and Griffith University
Downloads 68 (370,401)
Citation 1

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

5.

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, Auckland University of Technology - Department of Finance, University of Manchester - Alliance Manchester Business School and Auckland University of Technology - Faculty of Business & Law
Downloads 53 (418,690)

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Macroeconomic News Announcements, Bid-Ask Spreads, Spread Decomposition

6.

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, Auckland University of Technology - Department of Finance and Auckland University of Technology - Faculty of Business & Law
Downloads 44 (452,761)

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

7.

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, Auckland University of Technology - Department of Finance and Auckland University of Technology - Faculty of Business & Law
Downloads 44 (452,761)
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Market Microstructure, Price Discovery, Macroeconomic News Announcements, Cross-listed Stocks

8.

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

Downloads 43 (456,909)

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, Auckland University of Technology - Department of Finance, Auckland University of Technology - Faculty of Business & Law and University of Missouri at Saint Louis
Downloads 43 (466,008)

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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
Bart Frijns, Ivan Indriawan, Alireza Tourani‐Rad and Yiuman Tse
Open University of the Netherlands, Auckland University of Technology - Department of Finance, Auckland University of Technology and University of Missouri at Saint Louis
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9.

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 39 (473,943)

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

10.

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
Auckland University of Technology, Audencia Business School and Auckland University of Technology - Department of Finance
Downloads 25 (545,503)

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Analyst, Forecast, Crowdsourcing, Natural Gas Inventory, EIA

11.

On the Effects of Continuous Trading

Number of pages: 28
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 17

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liquidity, adverse selection, continuous trading, batch auctions