The Effect of Trading Halts on the Speed of Price Discovery
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References listed on IDEAS
- Karpoff, Jonathan M., 1987. "The Relation between Price Changes and Trading Volume: A Survey," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(01), pages 109-126, March.
- Greenwald, Bruce C & Stein, Jeremy, 1988. "The Task Force Report: The Reasoning behind the Recommendations," Journal of Economic Perspectives, American Economic Association, vol. 2(3), pages 3-23, Summer.
- Kryzanowski, Lawrence & Nemiroff, Howard, 2001. "Market Quote and Spread Component Cost Behavior around Trading Halts for Stocks Interlisted on the Montreal and Toronto Stock Exchanges," The Financial Review, Eastern Finance Association, vol. 36(2), pages 115-138, May.
- Hauser, Shmuel & Lauterbach, Beni, 2003. "The Impact of Minimum Trading Units on Stock Value and Price Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(03), pages 575-589, September.
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- Roger Edelen & Simon Gervais, 2003. "The Role of Trading Halts in Monitoring a Specialist Market," Review of Financial Studies, Society for Financial Studies, vol. 16(1), pages 263-300.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hai-Chuan Xu & Wei Zhang & Yi-Fang Liu, 2013. "Short-term Market Reaction after Trading Halts in Chinese Stock Market," Papers 1309.1138, arXiv.org, revised Jun 2014.
- Xu, Hai-Chuan & Zhang, Wei & Liu, Yi-Fang, 2014. "Short-term market reaction after trading halts in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 103-111.
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KeywordsSpeed of price discovery; trading halts; market efficiency;
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