IDEAS home Printed from https://ideas.repec.org/a/bla/jfinan/v34y1979i5p1187-1200.html
   My bibliography  Save this article

The Efficacy of Trading Suspensions: A Regulatory Action Designed to Prevent the Exploitation of Monopoly Information

Author

Listed:
  • Kryzanowski, Lawrence

Abstract

No abstract is available for this item.

Suggested Citation

  • Kryzanowski, Lawrence, 1979. "The Efficacy of Trading Suspensions: A Regulatory Action Designed to Prevent the Exploitation of Monopoly Information," Journal of Finance, American Finance Association, vol. 34(5), pages 1187-1200, December.
  • Handle: RePEc:bla:jfinan:v:34:y:1979:i:5:p:1187-1200
    as

    Download full text from publisher

    File URL: http://links.jstor.org/sici?sici=0022-1082%28197912%2934%3A5%3C1187%3ATEOTSA%3E2.0.CO%3B2-M&origin=repec
    File Function: full text
    Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. He, Qing & Gan, Jingyun & Wang, Shuwan & Chong, Terence Tai-Leung, 2019. "The effects of trading suspensions in China," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    2. Avanidhar Subrahmanyam, 1997. "The ex ante effects of trade halting rules on informed trading strategies and market liquidity," Review of Financial Economics, John Wiley & Sons, vol. 6(1), pages 1-14.
    3. Ronald King & Grace Pownall & Gregory Waymire, 1992. "Corporate disclosure and price discovery associated with NYSE temporary trading halts," Contemporary Accounting Research, John Wiley & Sons, vol. 8(2), pages 509-531, March.
    4. Charles M.C. Lee, 1992. "Discussion of “Corporate disclosure and price discovery associated with NYSE temporary trading haltsâ€," Contemporary Accounting Research, John Wiley & Sons, vol. 8(2), pages 532-539, March.
    5. Subrahmanyam, Avanidhar, 1997. "The ex ante effects of trade halting rules on informed trading strategies and market liquidity," Review of Financial Economics, Elsevier, vol. 6(1), pages 1-14.
    6. Kryzanowski, Lawrence & Zhang, Ying, 2013. "Financial restatements by Canadian firms cross-listed and not cross-listed in the U.S," Journal of Multinational Financial Management, Elsevier, vol. 23(1), pages 74-96.
    7. 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, September.
    8. Yong H. Kim & J. Jimmy Yang, 2004. "What Makes Circuit Breakers Attractive to Financial Markets? A Survey," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 13(3), pages 109-146, August.
    9. Jeff Madura & Nivine Richie & Alan Tucker, 2006. "Trading Halts and Price Discovery," Journal of Financial Services Research, Springer;Western Finance Association, vol. 30(3), pages 311-328, December.
    10. 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.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jfinan:v:34:y:1979:i:5:p:1187-1200. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/afaaaea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.