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...











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