The impacts of mass delisting: Evidence from Singapore and Malaysia

Qian Sun, Yuen Kin Tang, Hin Sang Tong

Research output: Journal article publicationJournal articleAcademic researchpeer-review

4 Citations (Scopus)


The mass delisting of cross-listed stocks in the Kuala Lumpur Stock Exchange of Malaysia (KLSE) and Stock Exchange of Singapore (SES) provides us a unique opportunity to examine whether delisting without firm-specific information affects stock returns. Our result shows that if delisting conveys no firm information, it generates no abnormal returns although it still has effect on firm betas and trading volume.
Original languageEnglish
Pages (from-to)333-351
Number of pages19
JournalPacific Basin Finance Journal
Issue number3
Publication statusPublished - 1 Jun 2002


  • Cross-listing
  • Dual listing
  • Market merger
  • Mass delisting
  • Signaling

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics


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