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Details about John Fry

Homepage:https://www2.mmu.ac.uk/computing-and-maths/staff/profile/index.php?id=3409
Postal address:Department of Computing and Mathematics Manchester Metropolitan University John Dalton Building Chester Street Manchester M1 5GD
Workplace:Business School, Manchester Metropolitan University, (more information at EDIRC)

Access statistics for papers by John Fry.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pfr168


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Working Papers

2017

  1. An analytically solvable model for soccer: further implications of the classical Poisson model
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Modelling and mitigation of Flash Crashes
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. Takeover incentives and defence with Cross Partial Ownerships
    MPRA Paper, University Library of Munich, Germany Downloads

2014

  1. Multivariate bubbles and antibubbles
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    See also Journal Article Multivariate bubbles and antibubbles, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2014) Downloads View citations (5) (2014)

2013

  1. Bubbles, shocks and elementary technical trading strategies
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Bubbles, shocks and elementary technical trading strategies, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2014) Downloads View citations (1) (2014)

2012

  1. Exogenous and endogenous crashes as phase transitions in complex financial systems
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)

2011

  1. Evolution or revolution? a study of price and wage volatility in England, 1200-1900
    MPRA Paper, University Library of Munich, Germany Downloads
  2. 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 Downloads
  3. Risk management and the implementation of the Basel Accord in emerging countries: An application to Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Testable implications of economic revolutions: An application to historic data on European wages
    MPRA Paper, University Library of Munich, Germany Downloads

2010

  1. Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Gaussian and non-Gaussian models for financial bubbles via econophysics
    MPRA Paper, University Library of Munich, Germany Downloads

2009

  1. Bubbles and contagion in English house prices
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  2. Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels (2009) Downloads

Journal Articles

2020

  1. An options-pricing approach to election prediction
    Quantitative Finance, 2020, 20, (10), 1583-1589 Downloads View citations (1)

2019

  1. How easy is it to understand consumer finance?
    Economics Letters, 2019, 177, (C), 1-4 Downloads View citations (3)
  2. Stochastic Drawdowns
    Quantitative Finance, 2019, 19, (6), 899-900 Downloads
  3. Takeover deterrents and cross partial ownership: The case of golden shares
    Managerial and Decision Economics, 2019, 40, (3), 243-250 Downloads
  4. The valuation of no-negative equity guarantees and equity release mortgages
    Economics Letters, 2019, 184, (C) Downloads View citations (7)

2018

  1. Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?
    Economics Letters, 2018, 171, (C), 225-229 Downloads View citations (86)

2017

  1. Bubbles, Blind-Spots and Brexit
    Risks, 2017, 5, (3), 1-15 Downloads View citations (2)

2016

  1. Elementary modelling and behavioural analysis for emergency evacuations using social media
    European Journal of Operational Research, 2016, 249, (3), 1014-1023 Downloads View citations (9)
  2. Negative bubbles and shocks in cryptocurrency markets
    International Review of Financial Analysis, 2016, 47, (C), 343-352 Downloads View citations (222)
  3. SME's lending and Islamic finance. Is it a “win–win” situation?
    Economic Modelling, 2016, 55, (C), 1-5 Downloads View citations (11)

2015

  1. Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin
    Economics Letters, 2015, 130, (C), 32-36 Downloads View citations (593)
  2. Stochastic modelling for financial bubbles and policy
    Cogent Economics & Finance, 2015, 3, (1), 1002152 Downloads View citations (1)

2014

  1. Bubbles, shocks and elementary technical trading strategies
    The European Physical Journal B: Condensed Matter and Complex Systems, 2014, 87, (1), 1-13 Downloads View citations (1)
    See also Working Paper Bubbles, shocks and elementary technical trading strategies, MPRA Paper (2013) Downloads (2013)
  2. Multivariate bubbles and antibubbles
    The European Physical Journal B: Condensed Matter and Complex Systems, 2014, 87, (8), 1-7 Downloads View citations (5)
    See also Working Paper Multivariate bubbles and antibubbles, MPRA Paper (2014) Downloads View citations (5) (2014)

2012

  1. 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 Downloads View citations (8)
  2. Risk management and Basel‐Accord‐implementation in Pakistan
    Journal of Financial Regulation and Compliance, 2012, 20, (3), 293-306 Downloads View citations (1)

2011

  1. Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach
    Emerging Markets Review, 2011, 12, (3), 272-292 Downloads View citations (112)
 
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