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: | Bacha, Obiyathulla Ismath, A. Rashid, Mohamed Eskandar S, Ramlee, Roslily |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universiti Utara Malaysia Pres
2008
|
| 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 |
Similar Items
-
Testing the conventional and Islamic financial market contagion: evidence from wavelet analysis
by: Saiti, Buerhan, et al.
Published: (2016) -
FRGS final report: regulating a mis-regulation of trading halts through a comprehensive financial legal framework for the protection of investors’ interest
by: Mohamad, Azhar
Published: (2019) -
The diversification benefits from Islamic investment during the financial turmoil: the case for the US-based equity investors
by: Saiti, Buerhan, et al.
Published: (2014) -
Is there a diversification “cost” of shari’ah compliance?
empirical evidence from Malaysian equities
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2014) -
Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2003)