Dr Ivan Indriawan

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Senior Lecturer

Email: ivan.indriawan@aut.ac.nz

ORCID: ORCID logo https://orcid.org/0000-0002-6558-5551

Academic appointments:

  • Senior Lecturer, Auckland University of Technology (2019 - ongoing)
  • Lecturer, Auckland University of Technology (2016 - 2018)
  • Research Fellow, Auckland Centre for Financial Research (2015 - 2016)

Qualifications:

  • PhD in Finance, Auckland University of Technology
  • Bachelor of Business (with Honours) in Finance, Auckland University of Technology

Overview:

Ivan joined the Finance Department at AUT in February 2016. He is an AUT graduate with a Doctoral Degree in Finance and undergraduate degrees in Finance and Economics. Previously, Ivan was a Research Fellow at the Centre for Financial Research at AUT University and a Credit Risk Scoring Analyst for Citibank in Jakarta, Indonesia. His research focus is in using underlying market microstructure theories to explain the impact of news announcements on the quality of financial markets. Currently, he is working on understanding the efficiency of stock and commodity futures markets. In terms of local research, Ivan has examined: (1) trading behaviour in the NZ stock market, (2) performance of mutual funds, and (3) market anomaly in New Zealand. His research has led to a range of conference papers and refereed journal publications.

Research interests:

Financial Markets
Market Quality
News Announcements
Applied Econometrics

Teaching summary:

Introduction to Programming for Business Analytics
Corporate Finance
Research Methods in Finance

Research outputs:

Journal articles

  • Frijns, B., Indriawan, I., & Tourani Rad, A. (2019). Quote dynamics of cross-listed stocks. International Review of Finance. doi:10.1111/irfi.12289

  • Indriawan, I., Jiao, F., & Tse, Y. (2019). The impact of the US stock market opening on price discovery of government bond futures. The Journal of Futures Markets, 39(7), 779-802. doi:10.1002/fut.22015

  • Indriawan, I., Liu, Q., & Tse, Y. (2019). Market quality and the connectedness of steel rebar and other industrial metal futures in China. The Journal of Futures Markets, 39(11), 1383-1393. doi:10.1002/fut.22001

  • Fernandez Perez, A., Frijns, B., Indriawan, I., & Tourani Rad, A. (2019). Surprise and dispersion: informational impact of USDA announcements. Agricultural Economics, 50(1), 113-126. doi:10.1111/agec.12470

  • Chen, J., Frijns, B., Indriawan, I., & Ren, H. (2019). Turn of the month effect in the New Zealand stock market. New Zealand Economic Papers, 53(3), 288-306. doi:10.1080/00779954.2018.1513058

  • Frijns, B., & Indriawan, I. (2018). On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations. Pacific Accounting Review, 30(4), 463-481. doi:10.1108/PAR-10-2017-0079

  • Frijns, B., Indriawan, I., & Tourani Rad, A. (2018). The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares. International Review of Financial Analysis, 56. doi:10.1016/j.irfa.2018.01.005

  • Indriawan, I. (2018). Market quality around macroeconomic news announcements: Evidence from the Australian stock market. Pacific-Basin Finance Journal. doi:10.1016/j.pacfin.2018.09.007

  • Frijns, B., Indriawan, I., Otsubo, Y., & Tourani Rad, A. (2018). The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks. International Review of Economics and Finance, 12 pages. doi:10.1016/j.iref.2018.11.004

  • Frijns, B., Indriawan, I., Tourani Rad, A., & Tse, Y. (2018). Market quality around macroeconomic news announcements: Evidence from the US and Canadian Markets. International Review of Finance, 19(3), 575-612. doi:10.1111/irfi.12190

  • Frijns, B., & Indriawan, I. (2018). Behavioural heterogeneity in the New Zealand stock market. New Zealand Economic Papers, 52(1). doi:10.1080/00779954.2016.1217915

  • Frijns, B., Indriawan, I., & Tourani-Rad, A. (2015). Macroeconomic news announcements and price discovery: Evidence from Canadian-U.S. cross-listed firms. Journal of Empirical Finance, 32. doi:10.1016/j.jempfin.2014.05.001

  • Frijns, B., Tourani-Rad, A., & Indriawan, I. (2012). Political crises and the stock market integration of emerging markets. Journal of Banking & Finance, 36(3). Retrieved from http://www.sciencedirect.com/science/article/pii/S0378426611001683