IDEAS home Printed from https://ideas.repec.org/h/pal/palchp/978-1-137-36130-1_5.html
   My bibliography  Save this book chapter

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

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pal:palchp:978-1-137-36130-1_5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.palgrave.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.