Abstract
We then considered size, age and industry effects on volatility. The results suggested that larger stocks are generally less volatile than smaller stocks, and also that small AIM stocks are significantly more volatile than comparable Main Market stocks.
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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). Relative Risk Allowing for Size, Age or Liquidity. 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_9
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DOI: https://doi.org/10.1057/9781137361301_9
Publisher Name: Palgrave Pivot, London
Print ISBN: 978-1-349-47228-4
Online ISBN: 978-1-137-36130-1
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