Brake Fluid Pressure In Caliper Does Not Release

It is my 1995 Mazda Capella (The same as 626). The brake fluid pressure at rear left brake caliper does not release immediately every time I release the brake pedal. The pressure holds for 1 or two seconds more (the brake drags the disc) and then release slowly after the car starts to move. It holds if I do not move the wheel. What is wrong? Is it the ABS hydraulic pump, the ABS control module, the wiring or anything else?

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