examines the impact of multiple large shareholders (MLS) on abnormal stock trading halts. The results reveal that listed … companies with MLS have a lower probability of abnormal stock trading halts. When the number and share percentage of non …-controlling shareholders increase, their inhibitory effect on arbitrary stock trading halts is more significant. Channel tests suggest that MLS …

of Russell indexes, and ETF trading halts, to establish the causal effect of ETF ownership and the arbitrage mechanism …

of Russell indexes, and ETF trading halts, to establish the causal effect of ETF ownership and the arbitrage mechanism …

In this paper, we study the dynamics of absolute return, trading volume and bid–ask spread after the trading halts … using high-frequency data from the Shanghai Stock Exchange. We deal with all three types of trading halts, namely intraday … and a power law relaxation after that. While for different types of trading halts, the peaks’ height and the relaxation …

effects of trading halts and the specific effects of Type 1 and Type 2 trading suspensions on three dimensions of market … usefulness of price limit hit trading halts: trading volume and return volatility after the halt are abnormally high (trading … associated with Type 2 allows for wider information dissemination, whereas the price discovery process in Type 1 trading halts …