Bubble Dynamics

Harold L. Vogel ()

Chapter Chapter 8 in Financial Market Bubbles and Crashes, 2021, pp 383-427 from Springer

Abstract: Abstract Risk premiums, exponentiality, equilibrium concepts, elasticity, and trading volume characteristics provide the foundation for a new approach in which extreme market events are driven by short-side rationing, as emphasis increasingly shifts from prices received or paid to quantities held or not held. In economics and finance the notion of equilibrium is fictional and useless.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-79182-7_8

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DOI: 10.1007/978-3-030-79182-7_8

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