scholarly journals Intraday Rallies and Crashes: Spillovers of Trading Halts

2016 ◽  
Vol 21 (4) ◽  
pp. 472-501 ◽  
Author(s):  
Bei Cui ◽  
Arie E. Gozluklu
Keyword(s):  
Trading Halts

Order Flow and Liquidity around NYSE Trading Halts

CFA Digest ◽  
2001 ◽  
Vol 31 (1) ◽  
pp. 45-47
Author(s):  
Bruce D. Phelps
Keyword(s):  
Order Flow ◽  
Trading Halts

Intraday trading halts in the Nikkei futures market

2001 ◽  
Vol 9 (5) ◽  
pp. 535-561 ◽  
Author(s):  
Martin Martens ◽  
Onno W. Steenbeek
Keyword(s):  
Futures Market ◽  
Trading Halts

Price discovery around trading halts on the Montreal Exchange using trade-by-trade data

1998 ◽  
Vol 33 (2) ◽  
pp. 195-212 ◽  
Author(s):  
Lawrence Kryzanowski ◽  
Howard Nemiroff
Keyword(s):  
Price Discovery ◽  
Trade Data ◽  
Trading Halts

scholarly journals The Efficiency of Trading Halts: Emerging Market Evidence

2008 ◽  
Author(s):  
Obiyathulla I. Bacha ◽  
Mohamed Eskandar S. A. Rashid ◽  
Roslily Ramlee
Keyword(s):  
Emerging Market ◽  
Information Leakage ◽  
Price Effect ◽  
Price Reaction ◽  
New Findings ◽  
Significant Difference ◽  
Trading Halts

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 information leakage resulting in a significant difference between voluntary and mandatory halts as well as the type of news released during halts to warrant such an impact. The duration of the halt has an isolated impact and is largely inconsequential. The frequency of halts does not seem to matter.

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