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SPECULATION, TRADING, AND BUBBLES
Speculation, Trading, and Bubbles, 2014, p.7-40
2014 Columbia University Press ;ISBN: 0231159021 ;ISBN: 9780231159029 ;EISBN: 9780231537636 ;EISBN: 0231537638 ;DOI: 10.7312/sche15902-002
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Title:
SPECULATION, TRADING, AND BUBBLES
Author:
Scheinkman, José A
Subjects:
Aggregate economy
;
Business
;
Business structures
;
Capital stocks
;
Civil law
;
Contract law
;
Contracts
;
Corporations
;
Debt contracts
;
Dividends
;
Economic bubbles
;
Economic conditions
;
Economic disciplines
;
Economics
;
Finance
;
Financial contracts
;
Financial economics
;
Financial instruments
;
Financial investments
;
Financial leverage
;
Financial management
;
Financial securities
;
Investment returns
;
Investors
;
Joint stock companies
;
Law
;
Macroeconomics
;
Mortgage loans
;
Stock prices
;
Stock shares
;
Supply
;
Supply and demand
Is Part Of:
Speculation, Trading, and Bubbles, 2014, p.7-40
Description:
The history of financial markets is strewn with periods in which asset prices seem to vastly exceed fundamentals—events commonly called bubbles. Nonetheless, there is very little agreement among economists on the economic forces that generate such occurrences. Numerous academic papers and books have been written explaining why the prices attained in a particular episode can be justified by economic actors rationally discounting future streams of payoffs. Some proponents of the efficient-markets theory even deny that one can attach any meaning to bubbles.¹ Part of the difficulty stems from the fact that economists’ discussions of bubbles often concentrate solely on
Publisher:
New York Chichester, West Sussex: Columbia University Press
Language:
English
Identifier:
ISBN: 0231159021
ISBN: 9780231159029
EISBN: 9780231537636
EISBN: 0231537638
DOI: 10.7312/sche15902-002
Source:
Ebook Central Academic Complete
ScholarVox International
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