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

John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells
Additional contact information
John Board: Henley Business School, University of Reading
Yusuf Hartavi: Henley Business School, University of Reading
Stephen Wells: Henley Business School, University of Reading

in Palgrave Macmillan Books from Palgrave Macmillan

Date: 2015
ISBN: 978-1-137-36130-1
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Chapters in this book:

Ch 1 Introduction

John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells

Ch 2 Activities

John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells

Ch 3 Interviews

John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells

Ch 4 Literature Review

John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells

Ch 5 Empirical Analysis

John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells

Ch 6 Preliminary Data Analysis

John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells

Ch 7 Volatility Estimation

John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells

Ch 8 Basic Analysis of Relative Volatility

John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells

Ch 9 Relative Risk Allowing for Size, Age or Liquidity

John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells

Ch 10 Regression Analyses with Multiple Variables

John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells

Ch 11 Market-Switching Stocks

John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells

Ch 12 GARCH Analysis of Switchers

John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells

Ch 13 Conclusions

John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe and Stephen Wells

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DOI: 10.1057/9781137361301

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