COVID-19 pandemic and stock market response: A culture effect A Fernandez-Perez, A Gilbert, I Indriawan, NH Nguyen Journal of Behavioral and Experimental Finance 29, 100454, 2021 | 197 | 2021 |
Music sentiment and stock returns around the world A Edmans, A Fernandez-Perez, A Garel, I Indriawan Journal of Financial Economics 145 (2), 234-254, 2022 | 90 | 2022 |
Political crises and the stock market integration of emerging markets B Frijns, A Tourani-Rad, I Indriawan Journal of Banking & Finance 36 (3), 644-653, 2012 | 86 | 2012 |
Macroeconomic news announcements and price discovery: Evidence from Canadian–US cross-listed firms B Frijns, I Indriawan, A Tourani-Rad Journal of Empirical Finance 32, 35-48, 2015 | 58 | 2015 |
The interactions between price discovery, liquidity and algorithmic trading for US-Canadian cross-listed shares B Frijns, I Indriawan, A Tourani-Rad International Review of Financial Analysis 56, 136-152, 2018 | 30 | 2018 |
Music sentiment and stock returns A Fernandez-Perez, A Garel, I Indriawan Economics Letters 192, 109260, 2020 | 26 | 2020 |
Surprise and dispersion: Informational impact of USDA announcements A Fernandez‐Perez, B Frijns, I Indriawan, A Tourani‐Rad Agricultural Economics 50 (1), 113-126, 2019 | 21 | 2019 |
On the effects of continuous trading I Indriawan, R Pascual, A Shkilko Available at SSRN 3707154, 2020 | 19 | 2020 |
Market quality and the connectedness of steel rebar and other industrial metal futures in China I Indriawan, Q Liu, Y Tse Journal of Futures Markets, 2019 | 16 | 2019 |
The impact of the change in USDA announcement release procedures on agricultural commodity futures I Indriawan, V Martinez, Y Tse Journal of Commodity Markets 23, 100149, 2021 | 13 | 2021 |
Internationalization of futures markets: Lessons from China JH Fan, A Fernandez-Perez, I Indriawan, N Todorova Pacific-Basin Finance Journal 63, 101429, 2020 | 13 | 2020 |
The FOMC announcement returns on long-term US and German bond futures I Indriawan, F Jiao, Y Tse Journal of Banking & Finance 123, 106027, 2021 | 12 | 2021 |
The SOFR and the Fed’s influence over market interest rates I Indriawan, F Jiao, Y Tse Economics Letters 209, 110095, 2021 | 8 | 2021 |
The impact of the US stock market opening on price discovery of government bond futures I Indriawan, F Jiao, Y Tse Journal of Futures Markets, 2019 | 8 | 2019 |
Cross-asset time-series momentum: Crude oil volatility and global stock markets A Fernandez-Perez, I Indriawan, Y Tse, Y Xu Journal of Banking & Finance 154, 106704, 2023 | 7 | 2023 |
In the mood for sustainable funds? A Fernandez-Perez, A Garel, I Indriawan Economics Letters 217, 110691, 2022 | 7 | 2022 |
On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations B Frijns, I Indriawan Pacific Accounting Review 30 (4), 463-481, 2018 | 7 | 2018 |
Bad volatility is not always bad: evidence from the commodity markets I Indriawan, D Lien, TY Roh, Y Xu Applied Economics 52 (40), 4384-4402, 2020 | 6 | 2020 |
Pairs trading of Chinese and international commodities A Fernandez-Perez, B Frijns, I Indriawan, Y Tse Applied Economics 52 (48), 5203-5217, 2020 | 5 | 2020 |
Natural gas storage forecasts: Is the crowd wiser? A Fernandez-Perez, A Garel, I Indriawan The Energy Journal 41 (5), 213-238, 2020 | 5 | 2020 |