Details about John Fry
Access statistics for papers by John Fry.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: pfr168
Jump to Journal Articles
Working Papers
2017
- An analytically solvable model for soccer: further implications of the classical Poisson model
MPRA Paper, University Library of Munich, Germany
- Modelling and mitigation of Flash Crashes
MPRA Paper, University Library of Munich, Germany View citations (1)
- Takeover incentives and defence with Cross Partial Ownerships
MPRA Paper, University Library of Munich, Germany
2014
- Multivariate bubbles and antibubbles
MPRA Paper, University Library of Munich, Germany View citations (5)
See also Journal Article Multivariate bubbles and antibubbles, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2014) View citations (5) (2014)
2013
- Bubbles, shocks and elementary technical trading strategies
MPRA Paper, University Library of Munich, Germany 
See also Journal Article Bubbles, shocks and elementary technical trading strategies, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2014) View citations (1) (2014)
2012
- Exogenous and endogenous crashes as phase transitions in complex financial systems
MPRA Paper, University Library of Munich, Germany View citations (10)
2011
- Evolution or revolution? a study of price and wage volatility in England, 1200-1900
MPRA Paper, University Library of Munich, Germany
- Revolutionary change and structural breaks: A time series analysis of wages and commodity prices in Britain 1264-1913
MPRA Paper, University Library of Munich, Germany
- Risk management and the implementation of the Basel Accord in emerging countries: An application to Pakistan
MPRA Paper, University Library of Munich, Germany
- Testable implications of economic revolutions: An application to historic data on European wages
MPRA Paper, University Library of Munich, Germany
2010
- Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices
MPRA Paper, University Library of Munich, Germany View citations (2)
- Gaussian and non-Gaussian models for financial bubbles via econophysics
MPRA Paper, University Library of Munich, Germany
2009
- Bubbles and contagion in English house prices
MPRA Paper, University Library of Munich, Germany View citations (5)
- Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion
MPRA Paper, University Library of Munich, Germany 
Also in EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels (2009)
Journal Articles
2020
- An options-pricing approach to election prediction
Quantitative Finance, 2020, 20, (10), 1583-1589 View citations (1)
2019
- How easy is it to understand consumer finance?
Economics Letters, 2019, 177, (C), 1-4 View citations (3)
- Stochastic Drawdowns
Quantitative Finance, 2019, 19, (6), 899-900
- Takeover deterrents and cross partial ownership: The case of golden shares
Managerial and Decision Economics, 2019, 40, (3), 243-250
- The valuation of no-negative equity guarantees and equity release mortgages
Economics Letters, 2019, 184, (C) View citations (7)
2018
- Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?
Economics Letters, 2018, 171, (C), 225-229 View citations (86)
2017
- Bubbles, Blind-Spots and Brexit
Risks, 2017, 5, (3), 1-15 View citations (2)
2016
- Elementary modelling and behavioural analysis for emergency evacuations using social media
European Journal of Operational Research, 2016, 249, (3), 1014-1023 View citations (9)
- Negative bubbles and shocks in cryptocurrency markets
International Review of Financial Analysis, 2016, 47, (C), 343-352 View citations (222)
- SME's lending and Islamic finance. Is it a “win–win” situation?
Economic Modelling, 2016, 55, (C), 1-5 View citations (11)
2015
- Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin
Economics Letters, 2015, 130, (C), 32-36 View citations (593)
- Stochastic modelling for financial bubbles and policy
Cogent Economics & Finance, 2015, 3, (1), 1002152 View citations (1)
2014
- Bubbles, shocks and elementary technical trading strategies
The European Physical Journal B: Condensed Matter and Complex Systems, 2014, 87, (1), 1-13 View citations (1)
See also Working Paper Bubbles, shocks and elementary technical trading strategies, MPRA Paper (2013) (2013)
- Multivariate bubbles and antibubbles
The European Physical Journal B: Condensed Matter and Complex Systems, 2014, 87, (8), 1-7 View citations (5)
See also Working Paper Multivariate bubbles and antibubbles, MPRA Paper (2014) View citations (5) (2014)
2012
- Exogenous and endogenous market crashes as phase transitions in complex financial systems
The European Physical Journal B: Condensed Matter and Complex Systems, 2012, 85, (12), 1-6 View citations (8)
- Risk management and Basel‐Accord‐implementation in Pakistan
Journal of Financial Regulation and Compliance, 2012, 20, (3), 293-306 View citations (1)
2011
- Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach
Emerging Markets Review, 2011, 12, (3), 272-292 View citations (112)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|