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2015 | OriginalPaper | Chapter

Basic Analysis of Relative Volatility

Authors : John Board, Alfonso Dufour, Yusuf Hartavi, Charles Sutcliffe, Stephen Wells

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

Publisher: Palgrave Macmillan UK

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First, we conducted an analysis of comparable stocks that did not switch markets. A simple ratio analysis comparing the annual volatility of AIM and Main Market stocks showed AIM to be substantially more volatile than the Main Market. The volatility of AIM stocks ranged from 1.3 to 2.7 times that of comparable Main Market stocks, and was particularly high in 2005 and 2006.

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Metadata
Title
Basic Analysis of Relative Volatility
Authors
John Board
Alfonso Dufour
Yusuf Hartavi
Charles Sutcliffe
Stephen Wells
Copyright Year
2015
Publisher
Palgrave Macmillan UK
Book
Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies

Print ISBN: 978-1-349-47228-4

Electronic ISBN: 978-1-137-36130-1

Copyright Year: 2015

DOI
https://doi.org/10.1057/9781137361301_8