RT Journal Article SR Electronic T1 Fear, Predatory Webs, and Blind Trust Characterize Market Bubbles JF The Journal of Wealth Management FD Institutional Investor Journals SP 21 OP 41 DO 10.3905/jwm.2015.17.4.021 VO 17 IS 4 A1 Olivier Mesly YR 2015 UL https://pm-research.com/content/17/4/21.abstract AB 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.TOPICS: In Markets, financial crises and financial market history