Thinly Traded
  
See: Thin Market.
When a stock (or really anything) is thinly traded, it means that not a lot of volume is a-happenin'. You wanted a torrent, but all you got was a trickle. Instead of 500 homes in a city selling each month, only 20 are.
So what does this mean? Well, when a market is thin, spreads tend to be wide, meaning that "fair" prices aren't always achieved, sometimes favoring the seller, sometimes favoring the buyer.
You don't want thin; you want fat. Pass the ice cream.