Why stock markets crash : (Record no. 86869)

MARC details
000 -LEADER
fixed length control field 04488cam a2200457Ii 4500
001 - CONTROL NUMBER
control field ocn975485375
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240726105034.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 170314s2017 nju ob 001 0 eng d
040 ## - CATALOGING SOURCE
Original cataloging agency JSTOR
Language of cataloging eng
Description conventions rda
-- pn
Transcribing agency JSTOR
Modifying agency EBLCP
-- NT
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781400885091
Qualifying information
043 ## - GEOGRAPHIC AREA CODE
Geographic area code n-us---
050 04 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB3722
Item number .W497 2017
049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Sornette, Didier,
Dates associated with a name 1957-
Relator term Author
245 10 - TITLE STATEMENT
Title Why stock markets crash :
Remainder of title critical events in complex financial systems /
Statement of responsibility, etc. Didier Sornette ; with a new preface by the author.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Princeton, New Jersey :
Name of publisher, distributor, etc. Princeton University Press,
Date of publication, distribution, etc. (c)2017.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type data file
Source rda
490 1# - SERIES STATEMENT
Series statement Princeton science library
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographies and index.
505 00 - FORMATTED CONTENTS NOTE
Formatted contents note Cover Page; Title Page; Copyright Page; Contents; Preface to the Princeton Science Library Edition; Preface to the 2002 Edition; Chapter 1: Financial Crashes: What, How, Why, and When?; What Are Crashes, and Why Do We Care?; The Crash of October 1987; Historical Crashes; The Tulip Mania; The South Sea Bubble; The Great Crash of October 1929; Extreme Events in Complex Systems; Is Prediction Possible? A Working Hypothesis; Chapter 2: Fundamentals of Financial Markets; The Basics; Price Trajectories; Return Trajectories; Return Distributions and Return Correlation
505 00 - FORMATTED CONTENTS NOTE
Formatted contents note The Efficient Market Hypothesis and the Random WalkThe Random Walk; A Parable: How Information Is Incorporated in Prices, Thus Destroying Potential "Free Lunches"; Prices Are Unpredictable, or Are They?; Risk-Return Trade-Off; Chapter 3: Financial Crashes are "Outliers"; What Are "Abnormal" Returns?; Drawdowns (Runs); Definition of Drawdowns; Drawdowns and the Detection of "Outliers"; Expected Distribution of "Normal" Drawdowns; Drawdown Distributions of Stock Market Indices; The Dow Jones Industrial Average; The Nasdaq Composite Index; Further Tests
505 00 - FORMATTED CONTENTS NOTE
Formatted contents note The Presence of Outliers Is a General PhenomenonMain Stock Market Indices, Currencies, and Gold; Largest U.S. Companies; Synthesis; Symmetry-Breaking on Crash and Rally Days; Implications for Safety Regulations of Stock Markets; Chapter 4: Positive Feedbacks; Feedbacks and Self-Organization in Economics; Hedging Derivatives, Insurance Portfolios, and Rational Panics; "Herd" Behavior and "Crowd" Effect; Behavioral Economics; Herding; Empirical Evidence of Financial Analysts' Herding; Forces of Imitation; It Is Optimal to Imitate When Lacking Information; Mimetic Contagion and the Urn Models
505 00 - FORMATTED CONTENTS NOTE
Formatted contents note Imitation from Evolutionary PsychologyRumors; The Survival of the Fittest Idea; Gambling Spirits; "Anti-Imitation" and Self-Organization; Why It May Pay to Be in the Minority; El-Farol's Bar Problem; Minority Games; Imitation versus Contrarian Behavior; Cooperative Behaviors Resulting from Imitation; The Ising Model of Cooperative Behavior; Complex Evolutionary Adaptive Systems of Boundedly Rational Agents; Chapter 5: Modeling Financial Bubbles and Market Crashes; What Is a Model?; Strategy for Model Construction in Finance; Basic Principles; The Principle of Absence of Arbitrage Opportunity
505 00 - FORMATTED CONTENTS NOTE
Formatted contents note Existence of Rational Agents"Rational Bubbles" and Goldstone Modes of the Price "Parity Symmetry" Breaking; Price Parity Symmetry; Speculation as Spontaneous Symmetry Breaking; Basic Ingredients of the Two Models; The Risk-Driven Model; Summary of the Main Properties of the Model; The Crash Hazard Rate Drives the Market Price; Imitation and Herding Drive the Crash Hazard Rate; The Price-Driven Model; Imitation and Herding Drive the Market Price; The Price Return Drives the Crash Hazard Rate; Risk-Driven versus Price-Driven Models
530 ## - COPYRIGHT INFORMATION:
COPYRIGHT INFORMATION COPYRIGHT NOT covered - Click this link to request copyright permission:
Uniform Resource Identifier <a href="b">b</a>
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Stocks
General subdivision Prices
-- History.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Financial crises
Geographic subdivision United States
General subdivision History.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Stock exchanges
Geographic subdivision United States
General subdivision History.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Critical phenomena (Physics)
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Complexity (Philosophy)
655 #1 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic Books.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1431866&site=eds-live&custid=s3260518">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1431866&site=eds-live&custid=s3260518</a>
-- Click to access digital title | log in using your CIU ID number and my.ciu.edu password
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD)
DONATED BY:
VENDOR EBSCO
Classification part HB
PUBLICATION YEAR 2017
LOCATION ONLINE
REQUESTED BY:
--
-- NFIC
Source of classification or shelving scheme
994 ## -
-- 92
-- NT
902 ## - LOCAL DATA ELEMENT B, LDB (RLIN)
a 1
b Cynthia Snell
c 1
d Cynthia Snell
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection Home library Current library Shelving location Date acquired Source of acquisition Total Checkouts Full call number Barcode Date last seen Uniform Resource Identifier Price effective from Koha item type
        Non-fiction G. Allen Fleece Library G. Allen Fleece Library ONLINE 07/07/2023 EBSCO   HB3722 ocn975485375 07/07/2023 https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1431866&site=eds-live&custid=s3260518 07/07/2023 Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD)