Conclusions

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 13 in Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, 2015, pp 87-92 from Palgrave Macmillan

Abstract: Abstract The main conclusion that comes out of this analysis is that the perception that AIM has higher volatility than the Main Market is perfectly understandable, but incorrect. Our simpler analyses generally find a large difference between the volatility of AIM and Main Market stocks. However as we move to more complex analyses differences in volatility between AIM and the Main Market are very small, usually not significant statistically and tend, if anything, to indicate a slightly lower volatility when on AIM.

Keywords: High Volatility; Lower Volatility; GARCH Model; London Stock Exchange; Young Stock (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_13

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DOI: 10.1057/9781137361301_13

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