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Tamaño y Riesgo en los Mercados Financieros
[Size and Risk in the Finanzal Markets]

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  • Estrada, Fernando

Abstract

This paper examines relationships between size and risk in financial markets. Based on the work of Makridakis / Taleb [2009] and Taleb / Tapiero [2009], presents the problems of excessive risk and imbalances caused by the size of firms. Markets mixed on firm growth traps externalities can influence risk, high-cost for the commons. A policy of regulation and control in markets, while necessary, are still insufficient in economies with little institutional support. Externalities of risk and firm size categories are fundamental to understanding the present financial crisis since the economies of scale.

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File URL: http://mpra.ub.uni-muenchen.de/19267/
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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 19267.

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Date of creation: 12 Dec 2009
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Handle: RePEc:pra:mprapa:19267

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Related research

Keywords: Financial Markets; Economic Crisis; Size; Risk; Economies of Scale;

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References

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  1. Aleksiejuk, Agata & Hołyst, Janusz A., 2001. "A simple model of bank bankruptcies," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 299(1), pages 198-204.
  2. Goldenberg, J & Libai, B & Solomon, S & Jan, N & Stauffer, D, 2000. "Marketing percolation," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 284(1), pages 335-347.
  3. Tapiero, Charles S., 2007. "Consumers risk and quality control in a collaborative supply chain," European Journal of Operational Research, Elsevier, Elsevier, vol. 182(2), pages 683-694, October.
  4. Makridakis, Spyros & Taleb, Nassim, 2009. "Decision making and planning under low levels of predictability," International Journal of Forecasting, Elsevier, Elsevier, vol. 25(4), pages 716-733, October.
  5. Fujiwara, Yoshi, 2004. "Zipf law in firms bankruptcy," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 337(1), pages 219-230.
  6. SAITO (UMENO) Yukiko & WATANABE Tsutomu & IWAMURA Mitsuru, 2007. "Do Larger Firms Have More Interfirm Relationships?," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) 07028, Research Institute of Economy, Trade and Industry (RIETI).
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Cited by:
  1. Estrada, Fernando, 2010. "Información y persuasión en los mercados financieros
    [Information and persuasion in financial markets]
    ," MPRA Paper 20158, University Library of Munich, Germany.

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