halt

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Related to halts: condescension, so far, Counterparts

halt

noun abandonment, abeyance, armistice, arrest, block, break, breathing spell, cessation, check, close, closing, deadlock, delay, desistance, detention, deterrent, discontinuation, end, ending, estoppage, estoppel, hesitation, impasse, impediment, inactivity, intermissio, intermission, interruption, lapse, lull, obstruction, pause, prevention, prohibition, recess, remission, respite, rest, shutdown, stalemate, standstill, stay, stop, stopover, stoppage, suspension, termination, time out, truce, wait
Associated concepts: freeze, injunction, restraining order

halt

verb adjourn, arrest, balk, bar, bar someone's way, barricade, block, blockade, break, break off, bring to a standdtill, call a halt, cease, check, come to a stop, consistere, counteract, curb, cut short, dam, deadlock, debar, defeat, deter, disallow, discontinue, end, estop, foil, forbid, hamper, hinder, hold, impede, inhibit, interrupt, make inactive, obstruct, pause, preclude, prevent, prohibit, put an end to, quell, quit, remain, rest, restrain, restrict, stand, stand still, stay, stem, stop, stop an advance, stop short, subdue, subsistere, suspend, terminate, thwart, wait
Associated concepts: abandon a crime, discontinue an accion, injunction, stop and frisk laws

References in periodicals archive ?

1) In the context of the current question about the usefulness of trading halts in making a more efficient market, the volatility issue involves the answer to the question "do trading halts decrease abnormal returns over a longer run period than over a trade-to-trade period?

To the extent that this reasoning is correct, then these firm specific factors should be taken into account when assessing the effects of trading halts on efficiency.

Because trading halts are supposed to reduce market inefficiencies during relatively unique periods, the fundamental market model (composed of just the terms in the bracket) may be insufficient to capture the unique events in a volatile market.

In order to evaluate the merits of trading halts on market performance during a volatile market period, we chose a period of dramatic and unquestioned price volatility characterized by heavy trading volume and market uncertainty--the opening of the markets on October 20, 1987 on the day following the steepest decline in the market in almost 60 years.

To evaluate the effects of trading halts on market efficiency and price continuity, we compare heavily traded issues on the specialist NYSE system with the competitive NASDAQ market maker system.

To examine the effects of trading halts on abnormal returns--an indication of market inefficiency from what ever source--we used data on the time of opening of these securities on Tuesday, October 20, 1987.

In Table 2, we present the abnormal return data comparing NYSE issues with NASDAQ traded issues, comparing different degrees of lateness for only NYSE issues and comparing trading halts using the entire sample.

The effect of trading halts on excess returns during periods of system overload

Since the imposition of trading halts, several class actions have been filed in the United States against the Company and certain of its officers and directors, alleging various securities law violations in respect of the announcements made about the Arab Group Financing Agreement.

Questions about the agreement and the trading halts soon followed, and the Company undertook its search for alternate financing in the event the Arab Group Financing Agreement failed to complete.