Literature Review

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

Chapter 4 in Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, 2015, pp 7-30 from Palgrave Macmillan

Abstract: Abstract The literature review showed a lack of research on risk for small cap markets. In total roughly one hundred published pieces were identified, many of which related to the now defunct Neuer Markt and/or to IPO pricing. There are two main relevant results from the review. Stocks switching between markets have not been associated with changes in risk. Also, there are a number of risk-related characteristics of companies – in particular, size, age and industry – that tend to be related to the market on which these companies are listed.

Keywords: Systematic Risk; Price Volatility; Market Maker; Daily Return; Return Volatility (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-36130-1_4

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DOI: 10.1057/9781137361301_4

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