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

Working Papers

2017

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

2014

4. 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

5. 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

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

2011

7. Evolution or revolution? a study of price and wage volatility in England, 1200-1900
   MPRA Paper, University Library of Munich, Germany
8. 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
9. Risk management and the implementation of the Basel Accord in emerging countries: An application to Pakistan
   MPRA Paper, University Library of Munich, Germany
10. Testable implications of economic revolutions: An application to historic data on European wages
    MPRA Paper, University Library of Munich, Germany

2010

11. 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)
12. Gaussian and non-Gaussian models for financial bubbles via econophysics
    MPRA Paper, University Library of Munich, Germany

2009

13. Bubbles and contagion in English house prices
    MPRA Paper, University Library of Munich, Germany View citations (5)
14. 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

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

2019

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

2018

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

2017

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

2016

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

2015

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

2014

13. 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)
14. 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

15. 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)
16. Risk management and Basel‐Accord‐implementation in Pakistan
    Journal of Financial Regulation and Compliance, 2012, 20, (3), 293-306 View citations (1)

2011

17. 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)