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Gunduz Caginalp

SSRN Author Rank: 1,841 by Downloads and 4,718 by Citations

 

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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. Gunduz Caginalp's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
12,989
Total
Citations
110
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 | Open PDF in Browser |
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
2,970
(1,897)
5

2.  
A Theoretical Foundation for Technical Analysis | Show Abstract | Download This Paper | Open PDF in Browser |
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
2,002
(4,482)
4

3.  
Financial Bubbles: Excess Cash, Momentum, and Incomplete Information | Show Abstract | Download This Paper | Open PDF in Browser |
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
846
(18,023)
16

4.  
Data Mining for Overreaction in Financial Markets | Show Abstract | Download This Paper | Open PDF in Browser |
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
612
(27,321)
3

5.  
Overreaction, Momentum, Liquidity, and Price Bubbles in Laboratory and Field Asset Markets | Show Abstract | Download This Paper | Open PDF in Browser |
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
509
(27,405)
12

6.  
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
497
(39,321)
 

7.  
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
476
(39,423)
8

8.  
Do Speculative Stocks Lower Prices and Increase Volatility of Value Stocks? | Show Abstract | Download This Paper | Open PDF in Browser |
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
454
(44,274)
1

9.  
Statistical Inference and Modelling of Momentum In Stock Prices | Show Abstract | Download This Paper | Open PDF in Browser |
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
438
(43,313)
1

10.  
Momentum and Overreaction in Experimental Asset Markets | Show Abstract | Download This Paper | Open PDF in Browser |
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
391
(52,463)
11

11.  
Parameter Optimization for Differential Equations in Asset Price Forecasting | Show Abstract | Download This Paper | Open PDF in Browser |
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
384
(51,805)
4

12.  
The Dynamics of Trader Motivations in Asset Bubbles | Show Abstract | Download This Paper | Open PDF in Browser |
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
365
(57,023)
2

13.  
Derivation of Asset Price Equations Through Statistical Inference | Show Abstract | Download This Paper | Open PDF in Browser |
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
293
(73,489)
1

14.  
Asset Flow and Momentum: Deterministic and Stochastic Equations | Show Abstract | Download This Paper | Open PDF in Browser |
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
215
(99,776)
18

15.  
Initial Cash/Asset Ratio and Asset Prices: An Experimental Study | Show Abstract | Download This Paper | Open PDF in Browser |
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
211
(104,370)
11

16.  
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Balevonich, Donald
Indiana University of Pennsylvania
Posted:
18 Feb 05
197
(103,893)
8

17.  
Stock Price Dynamics: Nonlinear Trend, Volume, Volatility, Resistance and Money Supply | Show Abstract | Download This Paper | Open PDF in Browser |
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
186
(104,844)
1

18.  
Asset Price Dynamics with Heterogeneous Groups | Show Abstract | Download This Paper | Open PDF in Browser |
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
Last Revised:
30 Apr 16
145
(146,702)
2

19.  
Nonlinearity in the Dynamics of Financial Markets | Show Abstract | Download This Paper | Open PDF in Browser |
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
133
(141,031)
 

20.  
Does the Market Have a Mind of Its Own, and Does it Get Carried Away with Excess Cash? | Show Abstract | Download This Paper | Open PDF in Browser |
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
118
(172,177)
1

21.  
The Nonlinear Price Dynamics of U.S. Equity ETFs | Show Abstract | Download This Paper | Open PDF in Browser |
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
Posted:
25 Mar 15
116
(138,697)
 

22.  
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
DeSantis, Mark
Chapman University - The George L. Argyros School of Business & Economics
Posted:
19 Jan 12
102
(191,028)
 

23.  
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
89
(197,662)
1

24.  
Nonlinear Price Evolution | Show Abstract | Download This Paper | Open PDF in Browser |
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
88
(207,423)
 

25.  
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
66
(242,275)
 

26.  
Multi-Group Asset Flow Equations and Stability | Show Abstract | Download This Paper | Open PDF in Browser |
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
54
(273,635)
 

27.  
Nonlinear Dynamics and Stability in a Multi-Group Asset Flow Model | Show Abstract | Download This Paper | Open PDF in Browser |
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
31
(337,333)
 

28.  
Merdan, Huseyin
TOBB University of Economics and Technology
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Troy, William
University of Pittsburgh
Posted:
01 May 16
0
(430,077)
 

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
Ermentrout, G.B.
University of Pittsburgh
Posted:
18 Jan 10
 

31.  
Caginalp, Gunduz
University of Pittsburgh - Department of Mathematics
Balevonich, Donald
Indiana University of Pennsylvania
Posted:
18 Feb 05
 


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