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 Gunduz Caginalp
 SSRN Author Rank: 1,962 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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. Gunduz Caginalp's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,835
Total
Citations
68
Authors Date Downloads
 (Rank)
Citations
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1.  
A Theoretical Foundation for Technical Analysis | Show Abstract | Download |
Journal of Technical Analysis, Vol. 59, No. 5-22, 2003
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Donald Balevonich
Indiana University of Pennsylvania
Posted:
01 Feb 05
Last Revised:
01 Feb 05
1,073
(4,374)
3

2.  
The Predictive Power of Price Patterns | Show Abstract | Download |
Applied Mathematical Finance, Vol. 5, pp. 181-206, 1998
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Henry Laurent
Mesirow Financial, Inc.
Posted:
27 Sep 06
Last Revised:
16 Oct 06
824
(6,803)
4

3.  
Financial Bubbles: Excess Cash, Momentum, and Incomplete Information | Show Abstract | Download |
Journal of Psychology and Financial Markets, Vol. 2, No. 2, pp. 80-99, 2001
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
David Porter
Chapman University - Department of Business and Economics
Vernon L. Smith
Chapman University - Economic Science Institute
Posted:
01 Feb 05
Last Revised:
13 Oct 09
399
(19,226)
10

4.  
Do Speculative Stocks Lower Prices and Increase Volatility of Value Stocks? | Show Abstract | Download |
The Journal of Psychology & Financial Markets, Vol. 3, 2002
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Vladimira A. Ilieva
The Institute of Behavioral Finance
David Porter
Chapman University - Department of Business and Economics
Vernon L. Smith
Chapman University - Economic Science Institute
Posted:
07 Jun 02
Last Revised:
13 Oct 09
333
(24,146)
1

5.  
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Kevin McCabe
University of Minnesota - Twin Cities - Carlson School of Management
David Porter
Chapman University - Department of Business and Economics
Posted:
15 Apr 05
Last Revised:
13 Oct 09
313
(25,985)
 

6.  
Statistical Inference and Modelling of Momentum In Stock Prices | Show Abstract | Download |
Applied Mathematical Finance, Vol. 2, pp. 225-242, 1995
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Greg Constantine
University of Pittsburgh - Department of Mathematics
Posted:
04 Feb 05
Last Revised:
08 Feb 05
248
(33,955)
1

7.  
Momentum and Overreaction in Experimental Asset Markets | Show Abstract | Download |
International Journal of Industrial Organization, Vol. 1, pp. 24-48, 2000
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
David Porter
Chapman University - Department of Business and Economics
Vernon L. Smith
Chapman University - Economic Science Institute
Posted:
04 Feb 05
Last Revised:
13 Oct 09
245
(34,414)
9

8.  
Overreaction Diamonds: Precursors and Aftershocks for Significant Price Changes | Show Abstract | Download |
Quantitative Finance, 7(3), 2007, pp. 321-342
Accepted Paper Series
Ahmet Duran
University of Michigan at Ann Arbor
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Posted:
26 Sep 06
Last Revised:
30 Mar 09
215
(39,503)
4

9.  
The Dynamics of Trader Motivations in Asset Bubbles | Show Abstract | Download |
Journal of Economic Behavior and Organization, Forthcoming
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Vladimira A. Ilieva
The Institute of Behavioral Finance
Posted:
06 Dec 05
Last Revised:
18 Feb 06
197
(43,159)
 

10.  
Derivation of Asset Price Equations Through Statistical Inference | Show Abstract | Download |
Journal of Behavioral Finance, Vol. 4, No. 4, pp. 217-224, 2004
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Vladimira A. Ilieva
The Institute of Behavioral Finance
David Porter
Chapman University - Department of Business and Economics
Vernon L. Smith
Chapman University - Economic Science Institute
Posted:
02 May 06
Last Revised:
13 Oct 09
186
(45,770)
1

11.  
Parameter Optimization for Differential Equations in Asset Price Forecasting | Show Abstract | Download |
Optimization Methods and Software, Vol. 23, No. 4, pp. 551-574, 2008
Accepted Paper Series
Ahmet Duran
University of Michigan at Ann Arbor
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Posted:
16 Jun 08
Last Revised:
15 Apr 09
147
(57,438)
1

12.  
Asset Flow and Momentum: Deterministic and Stochastic Equations | Show Abstract | Download |
PHILOSOPHICAL TRANSACTION: MATHEMATICAL, PHYSICAL AND ENGINEERING, Vol. 357, pp. 2119-2113, Royal Society, 1999
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Donald Balevonich
Indiana University of Pennsylvania
Posted:
04 Feb 05
Last Revised:
10 Feb 05
124
(66,533)
12

13.  
Initial Cash/Asset Ratio and Asset Prices: An Experimental Study | Show Abstract | Download |
Proceedings of the National Academy of Sciences, Vol. 95, pp. 756-761, 1998
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
David Porter
Chapman University - Department of Business and Economics
Vernon L. Smith
Chapman University - Economic Science Institute
Posted:
09 Feb 05
Last Revised:
13 Oct 09
123
(66,974)
6

14.  
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Donald Balevonich
Indiana University of Pennsylvania
Posted:
18 Feb 05
Last Revised:
18 Feb 05
115
(70,766)
6

15.  
Data Mining for Overreaction in Financial Markets | Show Abstract | Download |
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
Accepted Paper Series
Ahmet Duran
University of Michigan at Ann Arbor
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Posted:
01 Jun 09
Last Revised:
05 Jun 09
99
(79,290)
1

16.  
Asset Price Dynamics with Heterogeneous Groups | Show Abstract | Download |
Physica D, Vol. 225, pp. 43-54, 2007
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Huseyin Merdan
TOBB University of Economics and Technology
Posted:
25 Apr 07
Last Revised:
25 Apr 07
93
(82,923)
1

17.  
Does the Market Have a Mind of Its Own, and Does it Get Carried Away with Excess Cash? | Show Abstract | Download |
Journal of Psychology and Financial Markets , Vol. 3, pp. 72-75, March 2002
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Posted:
20 Jan 05
Last Revised:
02 Feb 05
66
(103,199)
 

18.  
Overreaction, Momentum, Liquidity, and Price Bubbles in Laboratory and Field Asset Markets | Show Abstract | Download |
Journal of Psychology and Financial Markets, No. 1, pp. 24-48, 2000
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
David Porter
Chapman University - Department of Business and Economics
Vernon L. Smith
Chapman University - Economic Science Institute
Posted:
03 Sep 09
Last Revised:
13 Oct 09
22
(161,110)
8

19.  
Nonlinear Price Evolution | Show Abstract | Download |
Quarterly of Applied Mathematics, Vol. 63, pp. 715-720, 2005
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Posted:
03 Sep 09
Last Revised:
03 Sep 09
13
(186,934)
 

20.  
Trend Based Asset Flow in Technical Analysis and Securities Marketing | Show Abstract |
Psychology and Marketing, Vol. 53, pp. 407-444, 1996
Accepted Paper Series
Gunduz Caginalp
University of Pittsburgh - Department of Mathematics
Donald Balevonich
Indiana University of Pennsylvania
Posted:
18 Feb 05
Last Revised:
18 Feb 05
0
(0)
 


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