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Caginalp, Gunduz


 SSRN Author Rank: 1,825 by Downloads
 

University of Pittsburgh - Department of Mathematics


 507 Thackeray Hall
 Pittsburgh, PA 15260
 United States
 412-624-8339 (Phone)
 412-624-8397 (Fax)
 email address

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. Caginalp, Gunduz's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,319
Total
Citations
122
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Predictive Power of Price Patterns | Show Abstract | Download This Paper |
Applied Mathematical Finance, Vol. 5, pp. 181-206, 1998
Number of Pages in PDF File: 25
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Laurent, Henry
Mesirow Financial Investment Management
Posted:
27 Sep 06
2,802
(2,109)
5

2.  
A Theoretical Foundation for Technical Analysis | Show Abstract | Download This Paper |
Journal of Technical Analysis, Vol. 59, No. 5-22, 2003
Number of Pages in PDF File: 17
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Balevonich, Donald
Indiana University of Pennsylvania
Posted:
01 Feb 05
1,963
(3,907)
4

3.  
Financial Bubbles: Excess Cash, Momentum, and Incomplete Information | Show Abstract | Download This Paper |
Journal of Psychology and Financial Markets, Vol. 2, No. 2, pp. 80-99, 2001
Number of Pages in PDF File: 20
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Porter, David
Chapman University - Department of Business and Economics
Smith, Vernon L.
Chapman University - Economic Science Institute
Posted:
01 Feb 05
796
(17,235)
17

4.  
Data Mining for Overreaction in Financial Markets | Show Abstract | Download This Paper |
PROCEEDINGS OF THE IASTED INTERNATIONAL CONFERENCE ON SOFTWARE ENGINEERING AND APPLICATIONS (SEA), Phoenix, AZ, November 14-16, 2005, W.-T. Tsai and M.H. Hamza, eds., Vol. 467, pp. 28-35, ACTA Press, 2005
Number of Pages in PDF File: 8
Duran, Ahmet
University of Michigan at Ann Arbor
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Posted:
01 Jun 09
Last Revised:
05 Jun 09
578
(27,180)
3

5.  
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
McCabe, Kevin
University of Minnesota - Twin Cities - Carlson School of Management
Porter, David
Chapman University - Department of Business and Economics
Posted:
15 Apr 05
490
(33,755)
 

6.  
Overreaction Diamonds: Precursors and Aftershocks for Significant Price Changes | Show Abstract | Download This Paper |
Quantitative Finance, 7(3), 2007, pp. 321-342
Number of Pages in PDF File: 24
Duran, Ahmet
University of Michigan at Ann Arbor
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Posted:
26 Sep 06
Last Revised:
30 Mar 09
464
(36,347)
8

7.  
Do Speculative Stocks Lower Prices and Increase Volatility of Value Stocks? | Show Abstract | Download This Paper |
The Journal of Psychology & Financial Markets, Vol. 3, 2002
Number of Pages in PDF File: 36
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Ilieva, Vladimira A.
The Institute of Behavioral Finance
Porter, David
Chapman University - Department of Business and Economics
Smith, Vernon L.
Chapman University - Economic Science Institute
Posted:
07 Jun 02
449
(37,791)
1

8.  
Statistical Inference and Modelling of Momentum In Stock Prices | Show Abstract | Download This Paper |
Applied Mathematical Finance, Vol. 2, pp. 225-242, 1995
Number of Pages in PDF File: 21
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Constantine, Greg
University of Pittsburgh - Department of Mathematics
Posted:
04 Feb 05
425
(40,438)
2

9.  
Momentum and Overreaction in Experimental Asset Markets | Show Abstract | Download This Paper |
International Journal of Industrial Organization, Vol. 1, pp. 24-48, 2000
Number of Pages in PDF File: 18
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Porter, David
Chapman University - Department of Business and Economics
Smith, Vernon L.
Chapman University - Economic Science Institute
Posted:
04 Feb 05
380
(46,433)
12

10.  
Overreaction, Momentum, Liquidity, and Price Bubbles in Laboratory and Field Asset Markets | Show Abstract | Download This Paper |
Journal of Psychology and Financial Markets, No. 1, pp. 24-48, 2000
Number of Pages in PDF File: 25
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Porter, David
Chapman University - Department of Business and Economics
Smith, Vernon L.
Chapman University - Economic Science Institute
Posted:
03 Sep 09
Last Revised:
13 Oct 09
378
(46,849)
12

11.  
Parameter Optimization for Differential Equations in Asset Price Forecasting | Show Abstract | Download This Paper |
Optimization Methods and Software, Vol. 23, No. 4, pp. 551-574, 2008
Number of Pages in PDF File: 26
Duran, Ahmet
University of Michigan at Ann Arbor
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Posted:
16 Jun 08
Last Revised:
15 Apr 09
370
(47,920)
5

12.  
The Dynamics of Trader Motivations in Asset Bubbles | Show Abstract | Download This Paper |
Journal of Economic Behavior and Organization, Forthcoming
Number of Pages in PDF File: 19
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Ilieva, Vladimira A.
The Institute of Behavioral Finance
Posted:
06 Dec 05
351
(51,180)
3

13.  
Derivation of Asset Price Equations Through Statistical Inference | Show Abstract | Download This Paper |
Journal of Behavioral Finance, Vol. 4, No. 4, pp. 217-224, 2004
Number of Pages in PDF File: 8
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Ilieva, Vladimira A.
The Institute of Behavioral Finance
Porter, David
Chapman University - Department of Business and Economics
Smith, Vernon L.
Chapman University - Economic Science Institute
Posted:
02 May 06
285
(65,196)
1

14.  
Asset Flow and Momentum: Deterministic and Stochastic Equations | Show Abstract | Download This Paper |
PHILOSOPHICAL TRANSACTION: MATHEMATICAL, PHYSICAL AND ENGINEERING, Vol. 357, pp. 2119-2113, Royal Society, 1999
Number of Pages in PDF File: 18
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Balevonich, Donald
Indiana University of Pennsylvania
Posted:
04 Feb 05
208
(90,850)
19

15.  
Initial Cash/Asset Ratio and Asset Prices: An Experimental Study | Show Abstract | Download This Paper |
Proceedings of the National Academy of Sciences, Vol. 95, pp. 756-761, 1998
Number of Pages in PDF File: 7
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Porter, David
Chapman University - Department of Business and Economics
Smith, Vernon L.
Chapman University - Economic Science Institute
Posted:
09 Feb 05
205
(92,127)
12

16.  
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Balevonich, Donald
Indiana University of Pennsylvania
Posted:
18 Feb 05
193
(97,829)
8

17.  
Stock Price Dynamics: Nonlinear Trend, Volume, Volatility, Resistance and Money Supply | Show Abstract | Download This Paper |
Quantitative Finance, Vol. 11, No. 6, pp. 849-861, 2009
Number of Pages in PDF File: 23
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
DeSantis, Mark
Chapman University - The George L. Argyros School of Business & Economics
Posted:
16 Aug 11
173
(108,314)
2

18.  
Asset Price Dynamics with Heterogeneous Groups | Show Abstract | Download This Paper |
Physica D, Vol. 225, pp. 43-54, 2007
Number of Pages in PDF File: 12
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Merdan, Huseyin
TOBB University of Economics and Technology
Posted:
25 Apr 07
144
(127,280)
3

19.  
Nonlinearity in the Dynamics of Financial Markets | Show Abstract | Download This Paper |
Nonlinear Analysis: Real World Applications, Vol.12, No. 2, pp. 1140-1151, May 2010
Number of Pages in PDF File: 13
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
DeSantis, Mark
Chapman University - The George L. Argyros School of Business & Economics
Posted:
16 Aug 11
Last Revised:
18 Aug 11
127
(141,144)
1

20.  
Does the Market Have a Mind of Its Own, and Does it Get Carried Away with Excess Cash? | Show Abstract | Download This Paper |
Journal of Psychology and Financial Markets , Vol. 3, pp. 72-75, March 2002
Number of Pages in PDF File: 8
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Posted:
20 Jan 05
113
(154,149)
1

21.  
Quantifying Non-Classical Motivations and the Behavioral Impact of News Announcements on Stock Prices | Show Abstract | Download This Paper |
Corporate Finance Review, Vol. 16, No. 3, pp. 21-31, 2011
Number of Pages in PDF File: 14
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
DeSantis, Mark
Chapman University - The George L. Argyros School of Business & Economics
Posted:
19 Jan 12
97
(171,890)
 

22.  
Porter, David
Chapman University - Department of Business and Economics
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Hao, Li
affiliation not provided to SSRN
Posted:
20 Jan 12
85
(187,252)
1

23.  
Nonlinear Price Evolution | Show Abstract | Download This Paper |
Quarterly of Applied Mathematics, Vol. 63, pp. 715-720, 2005
Number of Pages in PDF File: 6
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Posted:
03 Sep 09
84
(188,644)
 

24.  
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
DeSantis, Mark
Chapman University - The George L. Argyros School of Business & Economics
Swigon, David
University of Pittsburgh - Department of Mathematics
Posted:
13 Oct 11
Last Revised:
23 Oct 12
63
(222,339)
1

25.  
Multi-Group Asset Flow Equations and Stability | Show Abstract | Download This Paper |
Discrete and Continuous Dynamical Systems (Series B), Vol. 16, No. 1, pp. 109-150, 2011
Number of Pages in PDF File: 42
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
DeSantis, Mark
Chapman University - The George L. Argyros School of Business & Economics
Posted:
16 Aug 11
51
(246,507)
1

26.  
Nonlinear Dynamics and Stability in a Multi-Group Asset Flow Model | Show Abstract | Download This Paper |
SIAM Journal on Applied Dynamical Systems, 11(3):1114-1148, 2012
Number of Pages in PDF File: 36
DeSantis, Mark
Chapman University - The George L. Argyros School of Business & Economics
Swigon, David
University of Pittsburgh - Department of Mathematics
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Posted:
23 Oct 12
28
(308,650)
 

27.  
The Nonlinear Price Dynamics of U.S. Equity ETFs | Show Abstract | Download This Paper |
Journal of Econometrics, Vol. 183, No. 2, 2014
Number of Pages in PDF File: 32
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
DeSantis, Mark
Chapman University - The George L. Argyros School of Business & Economics
Sayrak, Akin
University of Pittsburgh - Katz Graduate School of Business - Economics Group
Posted:
25 Mar 15
17
(362,893)
 

28.  
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Ermentrout, G.B.
University of Pittsburgh
Posted:
18 Jan 10
 

29.  
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Ermentrout, G.B.
University of Pittsburgh
Posted:
18 Jan 10
 

30.  
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Balevonich, Donald
Indiana University of Pennsylvania
Posted:
18 Feb 05
 


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