The Dog That Did Not Bark in Finance: Revealed Omission and Dynamic Omission Vectors

ABSTRACT Financial systems record visible events with increasing precision: payments posted, trades executed, accounts opened, disclosures acknowledged, orders submitted, and defaults triggered. Behavioral economics and behavioral finance have likewise produced rich accounts of observed choices, defaults, attention, present bias, loss avoidance, and investor behavior. This article argues that finance also requires a disciplined theory of meaningful absence. Behavioral economics explains many reasons why people do not act, but it offers less unified guidance on when a recorded non-occurrence should count as behavioral evidence rather than missingness, ordinary delay, or deliberate no-action. The article introduces revealed omission as a measurement construct for those cases. A revealed omission is the non-occurrence of a pre-specified financial signal when the signal was expected ex ante, the actor or process had a reasonable opportunity to produce it, the observation channel was functioning, the relevant time window had closed, and salient exclusions or confounders had been considered. Dynamic Omission Vectors (DOVs) summarize multiple qualified non-events while preserving the basis for expectation and the conditions of observation. The contribution is not a new behavioral bias, credit score, anomaly detector, or intervention system. It is a theory-building and measurement contribution that connects qualified non-events to limited attention, procrastination, status quo bias, rational inattention, non-take-up, and investor attention while making no empirical performance claim for DOVs themselves. AI-USE DISCLOSURE AI-assisted tools supported language refinement, structural editing, and formatting. The author originated the concepts and theoretical claims, directed the analysis and revisions, verified the cited sources, and takes full responsibility for the final manuscript. SCOPE BOUNDARY The article is limited to measurement and interpretation of qualified non-events. Subsequent decision systems, account treatment, recovery routing, reserve mechanisms, execution control, and finality mechanisms are outside the scope of this paper.