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Jack Sarkissian
Observed name:
Sarkissian, Jack
OpenAlex ID:
A5021495924
Quantum coupled-wave theory of price formation in financial markets: Price measurement, dynamics and ergodicity
2020
·
Jack Sarkissian
·
Physica A Statistical Mechanics and its Applications
·
13
PDF
Quantum Theory of Securities Price Formation in Financial Markets
2016
·
Jack Sarkissian
·
SSRN Electronic Journal
·
10
Coupled mode theory of stock price formation
2013
·
Sarkissian, Jack
·
RePEc: Research Papers in Economics
·
6
PDF
Spread, Volatility, and Volume Relationship in Financial Markets and Market Maker's Profit Optimization
2016
·
Jack Sarkissian
·
SSRN Electronic Journal
·
5
Option Pricing Under Quantum Theory of Securities Price Formation
2016
·
Jack Sarkissian
·
SSRN Electronic Journal
·
4
Dynamic Coupling in Order Book: Quantum Framework
2017
·
Jack Sarkissian
·
SSRN Electronic Journal
·
3
Price Measurement in Financial Markets and Quantum Coupled-Wave Model of Price Dynamics
2019
·
Jack Sarkissian
·
Bulletin of the American Physical Society
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2
Self-Controlled Phase Transitions During Market Crashes and Price Corrections
2019
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Jack Sarkissian
·
SSRN Electronic Journal
·
2
Measurement of Current Market Correlations Based on Ensemble Statistics
2018
·
Jack Sarkissian
, Joel Sebold
·
SSRN Electronic Journal
·
2
Express Measurement of Market Volatility Using Ergodicity Concept
2016
·
Jack Sarkissian
·
SSRN Electronic Journal
·
2
Quantum mechanism of price stabilization in financial markets
2020
·
Jack Sarkissian
·
Bulletin of the American Physical Society
·
1
Market crashes as second-order phase transitions
2020
·
Jack Sarkissian
·
Bulletin of the American Physical Society
·
1
Spread, volatility, and volume relationship in financial markets and market making profit optimization
2016
·
Sarkissian, Jack
·
RePEc: Research Papers in Economics
·
1
PDF
Risk Valuation for Securities with Limited Liquidity
2016
·
Jack Sarkissian
·
SSRN Electronic Journal
·
1
Self-Action Effect on Price Formation in Financial Markets
2021
·
Jack Sarkissian
, Joel Sebold
, et al.
·
SSRN Electronic Journal
Statistical Mechanics of Price Stabilization and Destabilization in Financial Markets
2020
·
Jack Sarkissian
·
SSRN Electronic Journal
Global and microstructural ergodic properties of financial markets
2019
·
Jack Sarkissian
·
Bulletin of the American Physical Society
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Works count:
17
Citation count:
53
H-index:
4
I10-index:
2
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