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Financial Market Analysis Can Go Mad (in the search for irrational behaviour during the South Sea Bubble)

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Author Info
Gary S. Shea ()

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Abstract

An investigation into the legal and political history of South Sea Company subscription finance shows that the subscription contracts had default options built into them, as was typically the case in eighteenth-century subscription financing. Company records and contemporary pamphlet literature show that people understood the subscription finance mechanics that were stated in law. A fair presentation of South Sea share value data also supports this view. We thus conclude that the analyses published in this Review by Dale, Johnson and Tang were irretrievably flawed and present a substantially incorrect history of the markets for South Sea shares.

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File URL: http://www.st-andrews.ac.uk/economics/CDMA/papers/wp0508.pdf
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Publisher Info
Paper provided by Centre for Dynamic Macroeconomic Analysis in its series CDMA Working Paper Series with number 0508.

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Date of creation: Jul 2005
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Handle: RePEc:san:cdmawp:0508

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Related research
Keywords: South Sea Company; Royal African Company; Financial Revolution; Bubble Act; subscription shares; options markets.;

Other versions of this item:

Find related papers by JEL classification:
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
N23 - Economic History - - Financial Markets and Institutions - - - Europe: Pre-1913

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  1. Gary S. Shea, 2007. " Arbitrage and Simple Financial Market Efficiency during the South Sea Bubble: A Comparative Study of the Royal African and South Sea Companies Subscription Share Issues," CDMA Working Paper Series 0716, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
  2. Gary S. Shea, 2006. " Sir George Caswall vs. the Duke of Portland: Financial Contracts and Litigation in the wake of the South Sea Bubble," CDMA Working Paper Series 0605, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
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This page was last updated on 2009-11-25.


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