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Empirical Analysis

In: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies

Author

Listed:
  • John Board

    (Henley Business School, University of Reading)

  • Alfonso Dufour

    (Henley Business School, University of Reading)

  • Yusuf Hartavi

    (Henley Business School, University of Reading)

  • Charles Sutcliffe

    (Henley Business School, University of Reading)

  • Stephen Wells

    (Henley Business School, University of Reading)

Abstract

We studied over 11 years of trades for AIM and Main Market stocks. The empirical analysis was conducted separately for two sample periods: from 2000 to 2004 and from 2005 to 2010. The first sample covers a phase of rapid growth and expansion for the AIM market whereas the second sample covers a phase of consolidation. A series of filters and adjustments were applied to the data. Every step of the data preparation process is justified and potential data selection biases are discussed.

Suggested Citation

  • John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Empirical Analysis," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 5, pages 31-40, Palgrave Macmillan.
  • Handle: RePEc:pal:palchp:978-1-137-36130-1_5
    DOI: 10.1057/9781137361301_5
    as

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