The effectiveness of trading halts and investor trading performance

The effectiveness of trading halts and investor trading performance

This paper examines the effectiveness of trading halts and the trading performance of different types of investors or traders during halts in an Asian emerging equity market. We use trade-by-trade data flagged by types of traders between January 1999 and December 2007. The results suggest that tradi...

Full description

Saved in:
Bibliographic Details
Main Authors: TAECHAPIROONTONG, Nareerat, CHAROENWONG, Charlie, CHIRAPHOL, Chiyachantana N., LURANG, Radchda
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2012
Subjects:
Trading Halts
Price Discovery
Volatility
Retails
Institutions
Foreign
Market Microstructure
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/6818
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7817/viewcontent/Trading_Halt_Final_IRJFE_Dec5_Final.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/6818
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7817/viewcontent/Trading_Halt_Final_IRJFE_Dec5_Final.pdf

Similar Items