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 |
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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 |
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