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Bubble Dynamics

In: Financial Market Bubbles and Crashes

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  • Harold L. Vogel

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.

Suggested Citation

  • Harold L. Vogel, 2021. "Bubble Dynamics," Springer Books, in: Financial Market Bubbles and Crashes, edition 3, chapter 0, pages 383-427, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-79182-7_8
    DOI: 10.1007/978-3-030-79182-7_8
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