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A Historical Measure of Financial Predation in the U.S. Market

Olivier Mesly
The Journal of Wealth Management Summer 2015, 18 (1) 74-83; DOI: https://doi.org/10.3905/jwm.2015.18.1.074
Olivier Mesly
is a professor of marketing at the University of Québec in Gatineau, Québec, Canada.
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  • For correspondence: olivier.mesly@uqo.ca
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Abstract

This article, theoretical in essence, complements two previous articles published in The Journal of Wealth Management (JWM) regarding the Consolidated Model of Financial Predation (CMFP). It expands further on the role of information and discusses in particular the key characteristics of a dynamic financial system: such a system engages two rival investors, each aiming at maximizing his financial gains. The author looks at financial predation in terms of asymmetry of information serving the egoistic goals of a few (predators). A U.S. historical predatory index (HPI) is developed and a vision of the future is proposed.

TOPICS: In markets, financial crises and financial market history

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The Journal of Wealth Management: 18 (1)
The Journal of Wealth Management
Vol. 18, Issue 1
Summer 2015
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A Historical Measure of Financial Predation in the U.S. Market
Olivier Mesly
The Journal of Wealth Management Apr 2015, 18 (1) 74-83; DOI: 10.3905/jwm.2015.18.1.074

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A Historical Measure of Financial Predation in the U.S. Market
Olivier Mesly
The Journal of Wealth Management Apr 2015, 18 (1) 74-83; DOI: 10.3905/jwm.2015.18.1.074
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  • Article
    • Abstract
    • DEFINING INFORMATION I
    • DEFINING SPREADS
    • DEFINING THE PROPERTIES OF THE SYSTEM J-I
    • J-I AND THE CMFP
    • CONSTRUCTING THE HISTORICAL PREDATORY INDEX (HPI)
    • CONCLUSION
    • APPENDIX
    • ENDNOTES
    • REFERENCES
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