If you take a look at today's (10/15/2012) chart detail, it does a good job of illustrating the challenge I mentioned over the weekend:

http://finance.yahoo.com/echarts?s=ARL+Interactive#symbol=AR...

If you look at the open, there were two trades that occurred: one was for 1200 shares and the second was for 2100 shares. Combined, these represent about 2/3 of the average trading volume for this stock; and together, they managed to take the stock down by close to 9%.

In dollar terms, this wasn't much...perhaps $10k, but given the thin liquidity, these trades hit the stock hard. Imagine how you would react if you were holding a position in this or trying to unload it this morning...