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The economics of popping bubbles

by Deichen, Troy

Abstract

In 2009 the global markets experienced a crash the likes of which had not been seen since the Great Depression. This paper seeks to use principles of behavioral finance to analyze the economic climate generated before, after, and during a "bubble" period. The efficient market model presented by Eugene Fama is unable to explain the phenomenon known as a bubble period. Using traditional and nontraditional stock indicators, this paper will examine the correlation between volume and price in relation to the climate in which bubbles are generated.

Note

Bibliography : pages 62-65.

Administrative Notes

None

Copyright
Copyright restrictions apply.
Publisher
Colorado College
PID
coccc:6483
Digital Origin
reformatted digital
Extent
iii, 65 pages : illustrations