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

17

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15

CROSSREF CITATIONS

9

Scholarly Papers (17)

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1.

Music Sentiment and Stock Returns Around the World

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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 Auckland University of Technology - Department of Finance
Downloads 1,820 (11,161)

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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 Auckland University of Technology - Department of Finance
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2.

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, Auckland University of Technology - Department of Finance and Auckland University of Technology
Downloads 274 (139,532)
Citation 4

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

3.

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 163 (226,079)

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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

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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
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 113 (300,224)
Citation 1

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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

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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

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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
Adrian Fernandez-Perez, Ivan Indriawan, Yiuman Tse and Yahua Xu
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)

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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
Bart Frijns, Ivan Indriawan, Yoichi Otsubo and Alireza Tourani-Rad
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)

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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)

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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)

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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)

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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)

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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)

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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

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

16.

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

Downloads 44 (500,643)

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, 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)

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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, Auckland University of Technology - Department of Finance, Auckland University of Technology and University of Missouri at Saint Louis
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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
Auckland University of Technology, Audencia Business School and Auckland University of Technology - Department of Finance
Downloads 32 (560,050)

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Analyst, Forecast, Crowdsourcing, Natural Gas Inventory, EIA