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Behavioral Risk Features

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Financial Market Bubbles and Crashes

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Abstract

The risk premium, is by standard definition a straightforward and simple concept that plays a central role in modern finance. This chapter, however, suggests that as extreme market events unfold, a new and heretofore unnoticed aspect of the risk premium ought to be taken into account.

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Authors and Affiliations

  1. New York, NY, USA

    Harold L. Vogel

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  1. Harold L. Vogel
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Vogel, H.L. (2021). Behavioral Risk Features. In: Financial Market Bubbles and Crashes. Palgrave Macmillan, Cham. https://doi.org/10.1007/978-3-030-79182-7_9

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  • DOI: https://doi.org/10.1007/978-3-030-79182-7_9

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  • Publisher Name: Palgrave Macmillan, Cham

  • Print ISBN: 978-3-030-79181-0

  • Online ISBN: 978-3-030-79182-7

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