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

21

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15

CROSSREF CITATIONS

9

Scholarly Papers (21)

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1.

Music Sentiment and Stock Returns Around the World

Downloads 3,298 ( 5,491)

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, Auckland University of Technology, Audencia Business School and University of Adelaide
Downloads 3,298 (5,387)

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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, Auckland University of Technology, Audencia Business School and University of Adelaide
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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 425 (104,920)

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

3.

On the Effects of Continuous Trading

Number of pages: 57 Posted: 01 Dec 2020 Last Revised: 22 Jun 2022
Ivan Indriawan, Roberto Pascual and Andriy Shkilko
University of Adelaide, Universidad de las Islas Baleares and Wilfrid Laurier University - Lazaridis School of Business and Economics
Downloads 390 (116,858)
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
Auckland University of Technology, Auckland University of Technology - Faculty of Business & Law, University of Adelaide and Auckland University of Technology
Downloads 324 (142,192)
Citation 4

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

5.

The Price Impact of Tweets: A High-Frequency Study

Downloads 213 (216,350)

The Price Impact of Tweets: A High-Frequency Study

Number of pages: 42 Posted: 28 Mar 2022
Ni Yang, Adrian Fernandez-Perez and Ivan Indriawan
Auckland University of Technology - Department of Finance, Auckland University of Technology and University of Adelaide
Downloads 131 (327,349)

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Twitter; Text Classification; Investor Sentiment; Return Predictability

The Price Impact of Tweets: A High-Frequency Study

Number of pages: 44 Posted: 04 Jul 2022
Ni Yang, Adrian Fernandez-Perez and Ivan Indriawan
Auckland University of Technology - Department of Finance, Auckland University of Technology and University of Adelaide
Downloads 82 (451,992)

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Keywords: Twitter, Text Classification, Investor sentiment, Return predictability

6.

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 University of Adelaide
Downloads 197 (232,298)

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investor sentiment, music, behavioral finance

7.

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, University of Adelaide and Griffith University
Downloads 195 (234,488)
Citation 1

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

8.

In the mood for sustainable funds?

Downloads 181 (250,367)

In the mood for sustainable funds?

Number of pages: 16 Posted: 03 May 2022
Adrian Fernandez-Perez, Alexandre Garel and Ivan Indriawan
Auckland University of Technology, Audencia Business School and University of Adelaide
Downloads 121 (347,538)

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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
Auckland University of Technology, Audencia Business School and University of Adelaide
Downloads 60 (537,279)

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

9.

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
Auckland University of Technology, University of Adelaide, University of Missouri at Saint Louis and Central University of Finance and Economics (CUFE) - China Economics and Management Academy
Downloads 175 (257,833)

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

10.

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 165 (271,243)

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SOFR, LIBOR, target fed funds rate

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 162 (275,355)
Citation 4

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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 102 (390,059)

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

13.

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 91 (423,178)
Citation 2

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Market Microstructure, Price Discovery, Cross-Listings

14.

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, University of Adelaide and Universidad de las Islas Baleares
Downloads 85 (438,123)

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

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 80 (453,984)

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

16.

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, University of Manchester - Alliance Manchester Business School and Auckland University of Technology - Faculty of Business & Law
Downloads 68 (496,748)

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Macroeconomic News Announcements, Bid-Ask Spreads, Spread Decomposition

17.

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 59 (537,667)

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

18.

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

Downloads 57 (542,051)

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 55 (560,666)

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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 - School of Management, University of Adelaide, Auckland University of Technology and University of Missouri at Saint Louis
Downloads 2 (989,376)

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19.

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 56 (546,564)
Citation 4

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

20.

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 University of Adelaide
Downloads 49 (579,886)

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Analyst, Forecast, Crowdsourcing, Natural Gas Inventory, EIA

21.

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 32 (677,377)

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Uncertainty, Informational efficiency, Market quality