Seventh Conference Of The International Society For Scientometrics And Informetrics

ICDL conferences are recognized on of the most important platform in the world where noted expert share their experiences. Many DL experts have contributed thought provoking papers in ICDL 2013. These important papers are reviewed and conceptualized into ICDL on different areas of DL proceedings. The Proceedings have two volumes and has over 1100 pages.

This new ASIST monograph is the first to comprehensively address the history, theory, and practical applications of citation analysis, a field which has grown from Garfield's seed of an idea, and to examine its impact on scholarly research forty years after its inception. In bringing together the analyses, insights, and reflections of more than thirty-five leading lights, editors Cronin and Atkins have produced both a comprehensive survey of citation indexing and its applications and a beautifully-realized tribute to Eugene Garfield and his vision, in honor of his seventy-fifth birthday.

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.

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.