Complex sentence: This is because there is no real "market" for the shares, so any shares sold before buyers are attracted would create a large loss in the price of the stock, due to it being thinly traded with no public support.
Split into simpler sentences: This is because there is no real "market" for the shares. And any shares sold create a large loss in the price of the stock, due to it being thinly traded with no public support.