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Both indexes are within the London
Stock Exchange .
Hypothesis
In light of the literature reviewed , this study will encompass two
hypotheses .
The first is that there are latent differences in information processing
between lined markets . The expectation being that AIM listed companies
will be subject to less scrutiny by market participants than their FTSE
counterparts and more prone to information inefficiencies . Therefore ,
their share prices should inherently exhibit long memory .
The second hypothesis is the relative size hypothesis . Larger companies...














