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.
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© 2015 John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells
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Board, J., Dufour, A., Hartavi, Y., Sutcliffe, C., Wells, S. (2015). Empirical Analysis. In: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies. Palgrave Pivot, London. https://doi.org/10.1057/9781137361301_5
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DOI: https://doi.org/10.1057/9781137361301_5
Publisher Name: Palgrave Pivot, London
Print ISBN: 978-1-349-47228-4
Online ISBN: 978-1-137-36130-1
eBook Packages: Palgrave Economics & Finance CollectionEconomics and Finance (R0)