Ivan Indriawan

Auckland University of Technology - Department of Finance

AUT City Campus

Private Bag 92006

Auckland, 1142

New Zealand

SCHOLARLY PAPERS

7

DOWNLOADS

397

CITATIONS
Rank 44,587

SSRN RANKINGS

Top 44,587

in Total Papers Citations

10

Scholarly Papers (7)

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
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
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