The infiniteness of the market process has to do with the subjective nature of human choices by billions of people and the dynamic changes that happen spontaneously as the signals in the market process are perceived and acted upon. Whether it is technically infinite or not is a moot point because it is effectively infinite relative to the limited comprehension of human minds.
How can it be studied? By pursuing an understanding of the laws of human action.
What is the meaning of all of this? There is no moral authority to intervene in the economy and all intervention, necessarily, causes the corruption of the market process.
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