Stocks with smaller market capitalisation sometimes have the potential for greater price growth. But when trying to invest the same amount of money as you would do with a mainstream share, your act of buying or selling pushes up or pushes down the share price, and in addition often it is not possible to buy or sell immediately and you have to wait to do so for an unknown price at an unknown time. This can make the price growth just an illusion.
Are there any rules of thumb or other ways of calculating the maximum amount that can be invested in a stock without affecting its price, using readily available data such as market capitalisation and trading volume?