Relative Risk Allowing for Size, Age or Liquidity

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 9 in Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, 2015, pp 58-63 from Palgrave Macmillan

Abstract: 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.

Keywords: Average Standard Deviation; Market Volatility; Weighted Portfolio; Individual Stock; Small 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_9

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DOI: 10.1057/9781137361301_9

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