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 2000-04 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 info...
Saved in:
Main Authors: | Bacha, Obiyathulla I., S. A., Mohamed Eskandarn, Ramlee, Roslily |
---|---|
Format: | Article |
Language: | English |
Published: |
Universiti Utara Malaysia
2008
|
Subjects: | |
Online Access: | http://repo.uum.edu.my/25095/1/IJBF%205%202%202008%20125%20148.pdf http://repo.uum.edu.my/25095/ http://ijbf.uum.edu.my/index.php/previous-issues/136-the-international-journal-of-banking-and-finance-ijbf-vol-5-no-2-2008 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
The efficiency of trading halts: emerging market evidence
by: Bacha, Obiyathulla Ismath, et al.
Published: (2008) -
Economic forces and Islamic stock market: Empirical evidences from Malaysia
by: Mustafa, Siti Aisyah, et al.
Published: (2017) -
Behaviour of Islamic stock market in a prolonged down global market: empirical evidence from Malaysia
by: Mustafa, Siti Aisyah, et al.
Published: (2015) -
Is there a diversification “cost” of Shari’ah compliance? empirical evidence from Malaysian equities
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2021) -
Modified moving-average crossover trading strategy: evidence in Malaysia equity market
by: Soh, Chuen Yean
Published: (2016)