Von dem Buch Financial Market Bubbles and Crashes, Second Edition haben wir 2 gleiche oder sehr ähnliche Ausgaben identifiziert!
Falls Sie nur an einem bestimmten Exempar interessiert sind, können Sie aus der folgenden Liste jenes wählen, an dem Sie interessiert sind:
100%: Harold L. Vogel: Financial Market Bubbles and Crashes, Second Edition (ISBN: 9783319715285) in Englisch, auch als eBook.Nur diese Ausgabe anzeigen…
77%: Harold L. Vogel: Financial Market Bubbles and Crashes (ISBN: 9783030791827) Palgrave, in Englisch, auch als eBook.Nur diese Ausgabe anzeigen…
Financial Market Bubbles and Crashes, Second Edition
3 Angebote vergleichen
| Preise | 2018 | 2020 | 2021 |
|---|---|---|---|
| Schnitt | Fr. 21.81 (€ 22.31)¹ | Fr. 24.06 (€ 24.60)¹ | Fr. 24.06 (€ 24.60)¹ |
| Nachfrage |
1
Financial Market Bubbles and Crashes, Second Edition
~EN NW EB DLISBN: 9783319715285 bzw. 3319715283, vermutlich in Englisch, Palgrave, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, Lagernd.
Economists broadly define financial asset price bubbles as episodes in which prices rise with notable rapidity and depart from historically established asset valuation multiples and relationships. Financial economists have for decades attempted to study and interpret bubbles through the prisms of rational expectations, efficient markets, and equilibrium, arbitrage, and capital asset pricing models, but they have not made much if any progress toward a consistent and reliable theory that explains how and why bubbles (and crashes) evolve and can also be defined, measured, and compared. This book develops a new and different approach that is based on the central notion that bubbles and crashes reflect urgent short-side rationing, which means that, as such extreme conditions unfold, considerations of quantities owned or not owned begin to displace considerations of price. eBook.
Economists broadly define financial asset price bubbles as episodes in which prices rise with notable rapidity and depart from historically established asset valuation multiples and relationships. Financial economists have for decades attempted to study and interpret bubbles through the prisms of rational expectations, efficient markets, and equilibrium, arbitrage, and capital asset pricing models, but they have not made much if any progress toward a consistent and reliable theory that explains how and why bubbles (and crashes) evolve and can also be defined, measured, and compared. This book develops a new and different approach that is based on the central notion that bubbles and crashes reflect urgent short-side rationing, which means that, as such extreme conditions unfold, considerations of quantities owned or not owned begin to displace considerations of price. eBook.
2
Financial Market Bubbles and Crashes
~EN NW EB DLISBN: 9783030791827 bzw. 3030791823, vermutlich in Englisch, Palgrave, neu, E-Book, elektronischer Download.
Lieferung aus: Japan, Lagernd, zzgl. Versandkosten.
Economists broadly define financial asset price bubbles as episodes in which prices rise with notable rapidity and depart from historically established asset valuation multiples and relationships. Financial economists have for decades attempted to study and interpret bubbles through the prisms of rational expectations, efficient markets, equilibrium, arbitrage, and capital asset pricing models, but they have not made much if any progress toward a consistent and reliable theory that explains how and why bubbles (and crashes) evolve and are defined, measured, and compared. This book develops a new and different approach that is based on the central notion that bubbles and crashes reflect urgent short-side rationing, which means that, as such extreme conditions unfold, considerations of quantities owned or not owned begin to displace considerations of price. eBook.
Economists broadly define financial asset price bubbles as episodes in which prices rise with notable rapidity and depart from historically established asset valuation multiples and relationships. Financial economists have for decades attempted to study and interpret bubbles through the prisms of rational expectations, efficient markets, equilibrium, arbitrage, and capital asset pricing models, but they have not made much if any progress toward a consistent and reliable theory that explains how and why bubbles (and crashes) evolve and are defined, measured, and compared. This book develops a new and different approach that is based on the central notion that bubbles and crashes reflect urgent short-side rationing, which means that, as such extreme conditions unfold, considerations of quantities owned or not owned begin to displace considerations of price. eBook.
3
Financial Market Bubbles and Crashes, Second Edition
DE NW EBISBN: 9783319715285 bzw. 3319715283, in Deutsch, Springer Nature, neu, E-Book.
Lieferung aus: Vereinigtes Königreich Grossbritannien und Nordirland, Lagernd.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Lade…