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Record W4413380419 · doi:10.3390/jrfm18080454

Deconstructing the Enron Bubble: The Context of Natural Ponzi Schemes and the Financial Saturation Hypothesis

2025· article· en· W4413380419 on OpenAlexvenueno aff
Darius Karaša, Žilvinas Drabavičius, Stasys Girdzijauskas, Ignas Mikalauskas

Bibliographic record

VenueJournal of risk and financial management · 2025
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsnot available
Fundersnot available
KeywordsBubbleContext (archaeology)Monetary economicsEconomicsBusinessFinancial systemFinancial economicsAccountingPhysicsMechanicsGeology

Abstract

fetched live from OpenAlex

This study examines the Enron collapse through an integrated theoretical framework combining the financial saturation paradox with the dynamics of a naturally occurring Ponzi process. The central objective is to evaluate whether endogenous market mechanisms—beyond managerial misconduct—played a decisive role in the emergence and breakdown of the Enron stock bubble. A logistic-growth-based saturation model is formulated, incorporating positive feedback effects and bifurcation thresholds, and applied to Enron’s stock price data from 1996 to 2001. The computations were performed using LogletLab 4 (version 4.1, 2017) and Microsoft® Excel® 2016 MSO (version 2507). The model estimates market saturation ratios (P/Pp) and logistic growth rate (r), treating market potential, initial price, and time as constants. The results indicate that Enron’s share price approached a saturation level of approximately 0.9, signaling a hyper-accelerated, unsustainable growth phase consistent with systemic overheating. This finding supports the hypothesis that a naturally occurring Ponzi dynamic was underway before the firm’s collapse. The analysis further suggests a progression from market-driven expansion to intentional manipulation as the bubble matured, linking theoretical saturation stages with observed price behavior. By integrating behavioral–financial insights with saturation theory and Natural Ponzi dynamics, this work offers an alternative interpretation of the Enron case and provides a conceptual basis for future empirical validation and comparative market studies.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.012
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.003
Threshold uncertainty score0.011

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.012
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.000
Science and technology studies0.0010.005
Scholarly communication0.0020.006
Open science0.0010.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0030.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.008
GPT teacher head0.188
Teacher spread0.179 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2025
Admission routes1
Has abstractyes

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