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...

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Bibliographic Details
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/74219/13/74219%20The%20efficiency%20of%20trading%20halts.pdf
http://irep.iium.edu.my/74219/
http://ijbf.uum.edu.my/images/ijbfvol5no22008/7-THE-EFFICIENCY-OF-TRADING.pdf
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Institution: Universiti Islam Antarabangsa Malaysia
Language: English