The efficiency of trading halts: emerging market evidence
This paper reports new findings on the price effect from trading halts - both voluntary and mandatory - over 2000-2004 in an emerging share market, Malaysia. Based on our overall sample, trading halts lead to positive price reaction, increased volume, and increased volatility. We found evidence of i...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Utara Malaysia Pres
2008
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/74219/ http://irep.iium.edu.my/74219/ http://irep.iium.edu.my/74219/13/74219%20The%20efficiency%20of%20trading%20halts.pdf |