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

SCHOLARLY PAPERS

26

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8,301

SSRN CITATIONS
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SSRN RANKINGS

Top 13,017

in Total Papers Citations

103

CROSSREF CITATIONS

9

Scholarly Papers (26)

1.
Downloads 3,650 ( 5,661)
Citation 30

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 University of Adelaide
Downloads 3,646 (5,559)

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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
London Business School - Institute of Finance and Accounting, Auckland University of Technology, Audencia Business School and University of Adelaide
Downloads 4 (1,113,432)
Citation 15
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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 669 (71,365)

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

3.

On the Effects of Continuous Trading

Number of pages: 62 Posted: 01 Dec 2020 Last Revised: 29 Feb 2024
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 596 (82,506)
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
Auckland University of Technology, Auckland University of Technology - Faculty of Business & Law, University of Adelaide and Auckland University of Technology
Downloads 347 (156,368)
Citation 14

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

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 234 (233,592)

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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 102 (470,369)

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

6.

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, University of Adelaide and Griffith University
Downloads 278 (197,696)
Citation 1

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

Spillover Between Investor Sentiment and Volatility: The Role of Social Media

Number of pages: 47 Posted: 13 Apr 2023
Ni Yang, Adrian Fernandez-Perez and Ivan Indriawan
Auckland University of Technology - Department of Finance, Auckland University of Technology and University of Adelaide
Downloads 139 (371,413)

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Social Media; Investor Sentiment; Market Volatility; Connectedness

Spillover between Investor Sentiment and Volatility:The Role of Social Media

Number of pages: 49 Posted: 17 Apr 2023
Ni Yang, Adrian Fernandez-Perez and Ivan Indriawan
Auckland University of Technology - Department of Finance, Auckland University of Technology and University of Adelaide
Downloads 116 (430,060)

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Social Media, Investor Sentiment, Market Volatility, connectedness

8.

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
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 237 (231,717)
Citation 4

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

9.
Downloads 233 (235,557)

In the mood for sustainable funds?

Number of pages: 16 Posted: 03 May 2022
Auckland University of Technology, Audencia Business School and University of Adelaide
Downloads 155 (339,682)

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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
Auckland University of Technology, Audencia Business School and University of Adelaide
Downloads 78 (560,075)

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

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 228 (241,489)
Citation 3

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SOFR, LIBOR, target fed funds rate

11.

Music Sentiment and Stock Returns

Number of pages: 20 Posted: 06 May 2020
Auckland University of Technology, Audencia Business School and University of Adelaide
Downloads 218 (250,842)

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investor sentiment, music, behavioral finance

12.

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 174 (307,554)
Citation 4

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Stock Market Integration, International Crises, Emerging Markets

13.

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 139 (370,785)

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

14.

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

Journal of Empirical Finance, Forthcoming
Number of pages: 52 Posted: 17 Apr 2021 Last Revised: 22 Mar 2023
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 137 (374,846)

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

15.

Social Media Sentiment, Investor Herding and Informational Efficiency

Number of pages: 39 Posted: 28 Aug 2023
Ni Yang, Adrian Fernandez-Perez and Ivan Indriawan
Auckland University of Technology - Department of Finance, Auckland University of Technology and University of Adelaide
Downloads 108 (448,425)

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Social Media; Investor Sentiment; Market Quality; Informational Efficiency

16.

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 106 (454,534)
Citation 9

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Market Microstructure, Price Discovery, Cross-Listings

17.

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 101 (470,557)
Citation 1

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

18.

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, University of Adelaide, University of Manchester - Alliance Manchester Business School and Auckland University of Technology - Faculty of Business & Law
Downloads 79 (549,310)

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Macroeconomic News Announcements, Bid-Ask Spreads, Spread Decomposition

19.

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 University of Adelaide
Downloads 78 (553,390)
Citation 2

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Analyst, Forecast, Crowdsourcing, Natural Gas Inventory, EIA

20.

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 75 (565,774)

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

21.

Equity Market Uncertainty and Informational Efficiency

Number of pages: 35 Posted: 11 Dec 2022
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 74 (570,171)

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Uncertainty, Informational efficiency, Market quality

22.

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, University of Adelaide, Auckland University of Technology - Faculty of Business & Law and University of Missouri at Saint Louis
Downloads 73 (574,536)

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Cross-Listings, Market Microstructure, Market Quality

23.

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 69 (592,222)
Citation 6

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

24.

Labor Pains: The Impact of Labor Market Competition on Stock Returns

Number of pages: 60 Posted: 16 Feb 2024
Ivan Indriawan, Shihe Li and Ralf Zurbruegg
University of Adelaide, University of Adelaide - Business School and University of Adelaide
Downloads 25 (905,671)

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Return predictability, Job postings, Labor market competition, Talent wars

25.

When Chinese Mania Meets Global Frenzy Commodity Price Bubbles

Number of pages: 49 Posted: 01 Mar 2024
Griffith University - Department of Accounting, Finance and Economics, Auckland University of Technology, University of Adelaide and Griffith University
Downloads 14 (1,013,548)

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Bubbles, Contagion, Commodity, Futures market, China

26.

When Chinese Mania Meets Global Frenzy: Commodity Price Bubbles

Number of pages: 48
Griffith University - Department of Accounting, Finance and Economics, Auckland University of Technology, University of Adelaide and Griffith University
Downloads 2

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Bubbles; Contagion; Commodity; Futures market; China.