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Article

Fear, Predatory Webs, and Blind Trust Characterize Market Bubbles

Olivier Mesly
The Journal of Wealth Management Spring 2015, 17 (4) 21-41; DOI: https://doi.org/10.3905/jwm.2015.17.4.021
Olivier Mesly
is a professor of administrative sciences and an associate researcher at LAPS in Gatineau, QC, Canada.
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  • For correspondence: olivier.mesly@uqo.ca
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Abstract

This article posits that fear, predatory webs, and blind trust characterize the emergence and implosion of market bubbles. It rests on a psychological view of market agent’s behavior anchored in the Consolidated Model of Financial Predation (CMFP). Two mathematical formulae are generated with the growth phase formula correctly depicting herd behavior, overshooting, and over-optimism followed by an unavoidable crisis phase. This article hopes to shed new light on market bubbles, a better understanding of which can assist governments in setting up proper measures to control them, if not to eliminate them altogether.

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The Journal of Wealth Management: 17 (4)
The Journal of Wealth Management
Vol. 17, Issue 4
Spring 2015
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Fear, Predatory Webs, and Blind Trust Characterize Market Bubbles
Olivier Mesly
The Journal of Wealth Management Jan 2015, 17 (4) 21-41; DOI: 10.3905/jwm.2015.17.4.021

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Fear, Predatory Webs, and Blind Trust Characterize Market Bubbles
Olivier Mesly
The Journal of Wealth Management Jan 2015, 17 (4) 21-41; DOI: 10.3905/jwm.2015.17.4.021
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  • Article
    • Abstract
    • PREDATORY WEBS AND BLIND TRUST
    • THE CONSOLIDATED MODEL OF FINANCIAL PREDATION (CMFP)
    • GREED AND PANIC
    • CONCLUSION
    • APPENDIX A
    • APPENDIX B
    • APPENDIX C
    • ENDNOTES
    • REFERENCES
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