SEC Trading Suspensions: Empirical Evidence
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 21 (1986)
Issue (Month): 03 (September)
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- Jeff Madura & Nivine Richie & Alan Tucker, 2006. "Trading Halts and Price Discovery," Journal of Financial Services Research, Springer, vol. 30(3), pages 311-328, December.
- Bacha, Obiyathulla I. & Mohamed, Eskandar R. & Ramlee, Roslily, 2008. "The Efficiency of Trading Halts; Evidence from Bursa Malaysia," MPRA Paper 13077, University Library of Munich, Germany.
- Frino, Alex & Lecce, Steven & Segara, Reuben, 2011. "The impact of trading halts on liquidity and price volatility: Evidence from the Australian Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 19(3), pages 298-307, June.
- Engelen, P.J. & Kabir, M.R., 2001.
"Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market,"
2001-92, Tilburg University, Center for Economic Research.
- Peter-Jan Engelen & Rezaul Kabir, 2006. "Empirical Evidence on the Role of Trading Suspensions in Disseminating New Information to the Capital Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7-8), pages 1142-1167.
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