Corwin, Shane Anthony (contributor); … - 2000 - [Elektronische Ressource]
completeness, we also calculate the abnormal trading volume. Pre-
and post-halt periods are defined as in the previous section … general, most of the volume increase occurs in the first
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90 minutes after the halt, but trading volume remains abnormally …. The results are consistent with the
increase in volume and volatility documented by LRS. For the median halt, trading …