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...
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Main Authors: | TAECHAPIROONTONG, Nareerat, CHAROENWONG, Charlie, CHIRAPHOL, Chiyachantana N., LURANG, Radchda |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2012
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Subjects: | |
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 |
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Institution: | Singapore Management University |
Language: | English |
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