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Carey Allen Caginalp

Personal Details

First Name:Carey
Middle Name:Allen
Last Name:Caginalp
Suffix:
RePEc Short-ID:pca1396
[This author has chosen not to make the email address public]
http://www.pitt.edu/~careycag/

Affiliation

(80%) University of Pittsburgh, Mathematics Department

https://www.mathematics.pitt.edu/
Pittsburgh

(20%) Economic Science Institute (ESI)
Argyros School of Business and Economics
Chapman University

Orange, California (United States)
http://www.chapman.edu/ESI/
RePEc:edi:esichus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Carey Caginalp & Gunduz Caginalp, 2019. "Price equations with symmetric supply/demand; implications for fat tails," Papers 1904.00267, arXiv.org.
  2. Carey Caginalp, 2018. "A Dynamical Systems Approach to Cryptocurrency Stability," Papers 1805.03143, arXiv.org.
  3. Carey Caginalp & Gunduz Caginalp, 2018. "Cryptocurrency Equilibria Through Game Theoretic Optimization," Papers 1805.10128, arXiv.org, revised Apr 2019.
  4. Carey Caginalp & Gunduz Caginalp, 2018. "Asset Price Volatility and Price Extrema," Papers 1802.04774, arXiv.org, revised Jul 2018.
  5. Carey Caginalp & Gunduz Caginalp, 2018. "Valuation, Liquidity Price, and Stability of Cryptocurrencies," Papers 1802.09959, arXiv.org.
  6. Carey Caginalp & Gunduz Caginalp, 2018. "The Quotient of Normal Random Variables And Application to Asset Price Fat Tails," Papers 1802.04778, arXiv.org.

Articles

  1. Caginalp, Carey & Caginalp, Gunduz, 2019. "Price equations with symmetric supply/demand; implications for fat tails," Economics Letters, Elsevier, vol. 176(C), pages 79-82.
  2. Caginalp, Carey, 2018. "Hierarchies of N-point functions for nonlinear conservation laws with random initial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 727-744.
  3. Caginalp, Carey & Caginalp, Gunduz, 2018. "The quotient of normal random variables and application to asset price fat tails," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 499(C), pages 457-471.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Carey Caginalp & Gunduz Caginalp, 2019. "Price equations with symmetric supply/demand; implications for fat tails," Papers 1904.00267, arXiv.org.

    Cited by:

    1. Caginalp, Carey & Caginalp, Gunduz & Swigon, David, 2021. "Stochastic asset flow equations: Interdependence of trend and volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
    2. Sarkissian, Jack, 2020. "Quantum coupled-wave theory of price formation in financial markets: Price measurement, dynamics and ergodicity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 554(C).
    3. Caginalp, Carey & Caginalp, Gunduz, 2020. "Derivation of non-classical stochastic price dynamics equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
    4. Carey Caginalp & Gunduz Caginalp, 2019. "Derivation of non-classical stochastic price dynamics equations," Papers 1908.01103, arXiv.org, revised Aug 2020.
    5. Gunduz Caginalp, 2020. "Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes," Papers 2011.08275, arXiv.org, revised Mar 2021.
    6. Jack Sarkissian, 2020. "Quantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicity," Papers 2002.04212, arXiv.org.

  2. Carey Caginalp, 2018. "A Dynamical Systems Approach to Cryptocurrency Stability," Papers 1805.03143, arXiv.org.

    Cited by:

    1. Bambe Moutsinga, Claude Rodrigue & Pindza, Edson & Maré, Eben, 2021. "Comparative performance of time spectral methods for solving hyperchaotic finance and cryptocurrency systems," Chaos, Solitons & Fractals, Elsevier, vol. 145(C).

  3. Carey Caginalp & Gunduz Caginalp, 2018. "Cryptocurrency Equilibria Through Game Theoretic Optimization," Papers 1805.10128, arXiv.org, revised Apr 2019.

    Cited by:

    1. Alla Petukhina & Simon Trimborn & Wolfgang Karl Härdle & Hermann Elendner, 2021. "Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies," Quantitative Finance, Taylor & Francis Journals, vol. 21(11), pages 1825-1853, November.
    2. Guizhou Wang & Kjell Hausken, 2021. "Governmental Taxation of Households Choosing between a National Currency and a Cryptocurrency," Games, MDPI, vol. 12(2), pages 1-24, April.

  4. Carey Caginalp & Gunduz Caginalp, 2018. "Asset Price Volatility and Price Extrema," Papers 1802.04774, arXiv.org, revised Jul 2018.

    Cited by:

    1. Artur Sokolovsky & Luca Arnaboldi, 2020. "A Generic Methodology for the Statistically Uniform & Comparable Evaluation of Automated Trading Platform Components," Papers 2009.09993, arXiv.org, revised Jun 2022.
    2. Caginalp, Carey & Caginalp, Gunduz, 2019. "Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 807-824.

  5. Carey Caginalp & Gunduz Caginalp, 2018. "Valuation, Liquidity Price, and Stability of Cryptocurrencies," Papers 1802.09959, arXiv.org.

    Cited by:

    1. Stefano Martinazzi & Daniele Regoli & Andrea Flori, 2020. "A Tale of Two Layers: The Mutual Relationship between Bitcoin and Lightning Network," Risks, MDPI, vol. 8(4), pages 1-18, December.
    2. Vernon L. Smith, 2020. "Causal versus Consequential Motives in Mental Models of Agent Social and Economic Action: Experiments, and the Neoclassical Diversion in Economics," Kyklos, Wiley Blackwell, vol. 73(3), pages 341-370, August.
    3. Ke Wu & Spencer Wheatley & Didier Sornette, 2018. "Classification of cryptocurrency coins and tokens by the dynamics of their market capitalisations," Papers 1803.03088, arXiv.org, revised May 2018.
    4. Garrison Hongyu Song, 2023. "Valuation of Cryptocurrency Without Intrinsic Value: A Promise of Future Payment System and Implications to De-dollarization," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 49(2), pages 221-248, April.
    5. Carl Luft & Jin Man Lee & Jin W. Choi, 2019. "“Chicago Mercantile Exchange Bitcoin Futures: Volatility, Liquidity and Margin”," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 69(3), pages 55-74, July-Sept.
    6. Pınar Kaya Soylu & Mustafa Okur & Özgür Çatıkkaş & Z. Ayca Altintig, 2020. "Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple," JRFM, MDPI, vol. 13(6), pages 1-21, May.
    7. Carey Caginalp, 2018. "A Dynamical Systems Approach to Cryptocurrency Stability," Papers 1805.03143, arXiv.org.
    8. Flori, Andrea, 2019. "News and subjective beliefs: A Bayesian approach to Bitcoin investments," Research in International Business and Finance, Elsevier, vol. 50(C), pages 336-356.

  6. Carey Caginalp & Gunduz Caginalp, 2018. "The Quotient of Normal Random Variables And Application to Asset Price Fat Tails," Papers 1802.04778, arXiv.org.

    Cited by:

    1. Caginalp, Carey & Caginalp, Gunduz, 2019. "Price equations with symmetric supply/demand; implications for fat tails," Economics Letters, Elsevier, vol. 176(C), pages 79-82.
    2. Caginalp, Carey & Caginalp, Gunduz, 2020. "Derivation of non-classical stochastic price dynamics equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
    3. Carey Caginalp & Gunduz Caginalp, 2019. "Derivation of non-classical stochastic price dynamics equations," Papers 1908.01103, arXiv.org, revised Aug 2020.
    4. Caginalp, Carey & Caginalp, Gunduz, 2019. "Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 807-824.
    5. Gunduz Caginalp, 2020. "Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes," Papers 2011.08275, arXiv.org, revised Mar 2021.
    6. Carey Caginalp & Gunduz Caginalp, 2018. "Asset Price Volatility and Price Extrema," Papers 1802.04774, arXiv.org, revised Jul 2018.
    7. Cerqueti, Roy & Giacalone, Massimiliano & Panarello, Demetrio, 2019. "A Generalized Error Distribution Copula-based method for portfolios risk assessment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 687-695.

Articles

  1. Caginalp, Carey & Caginalp, Gunduz, 2019. "Price equations with symmetric supply/demand; implications for fat tails," Economics Letters, Elsevier, vol. 176(C), pages 79-82.
    See citations under working paper version above.
  2. Caginalp, Carey & Caginalp, Gunduz, 2018. "The quotient of normal random variables and application to asset price fat tails," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 499(C), pages 457-471.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-PAY: Payment Systems and Financial Technology (3) 2018-03-26 2018-05-21 2018-06-11. Author is listed
  2. NEP-GTH: Game Theory (1) 2018-06-11. Author is listed
  3. NEP-MON: Monetary Economics (1) 2018-03-26. Author is listed
  4. NEP-MST: Market Microstructure (1) 2018-03-26. Author is listed
  5. NEP-UPT: Utility Models and Prospect Theory (1) 2018-06-11. Author is listed

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