Lye, Chun-Teck; Ng, Tuan-Hock; Lim, Kwee-Pheng; Gan, … - In: International Journal of Emerging Markets 16 (2020) 8, pp. 2034-2069
Purpose: This study uses the unique setting of unusual market activity (UMA) replies to examine the market reaction and the effects of disclosure and investor protection amid information uncertainty. Design/methodology/approach: A total of 1527 hand-collected UMA replies from the interlinked...