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This research examines the impacts of trading halts on liquidity and price volatility of companies listed in Tehran Stock Exchange. This study examines abnormal changes of trading volumes, bid-ask spreads, market depth at the best-quotes around trading halts and price volatility. Considering limitation sampling, we examined 231 trading suspensions related to 50 companies from 1387 to 1390. Using SPSS 19 and Compare Means Method, results indicated that abnormal period trading volumes with normal period and also pre-halt period with post-halt don’t have a significant difference. Abnormal period bid-ask spreads is more than normal period; likewise, post-halt is more than pre-halt. Abnormal period market depth with normal period and also pre-halt period with post-halt don’t have a significant difference. Abnormal period price volatility is more than normal period and pre-halt period with post-halt don’t have a significant difference.