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John Fry

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This is information that was supplied by John Fry in registering through RePEc. If you are John Fry , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: John
Middle Name:
Last Name: Fry
Suffix:

RePEc Short-ID: pfr168

Email:
Homepage:
Postal Address: Department of Physics, Astronomy and Mathematics School of Science and Technology Nottingham Trent University Clifton Campus Nottingham NG11 8NS
Phone:

Affiliation

Management School
University of Sheffield
Location: Sheffield, United Kingdom
Homepage: http://www.shef.ac.uk/management/
Email:
Phone: +44 114 222 3346
Fax: +44 114 222 3348
Postal: 9 Mappin Street, Sheffield, S1 4DT
Handle: RePEc:edi:mssheuk (more details at EDIRC)

Works

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Working papers

  1. Fry, John, 2014. "Multivariate bubbles and antibubbles," MPRA Paper 56081, University Library of Munich, Germany.
  2. Fry, John, 2013. "Bubbles, shocks and elementary technical trading strategies," MPRA Paper 47052, University Library of Munich, Germany.
  3. Fry, John, 2012. "Exogenous and endogenous crashes as phase transitions in complex financial systems," MPRA Paper 36202, University Library of Munich, Germany.
  4. Fry, J. M. & Masood, Omar, 2011. "Testable implications of economic revolutions: An application to historic data on European wages," MPRA Paper 32812, University Library of Munich, Germany.
  5. Casson, Catherine & Fry, J. M., 2011. "Revolutionary change and structural breaks: A time series analysis of wages and commodity prices in Britain 1264-1913," MPRA Paper 27866, University Library of Munich, Germany.
  6. Masood, Omar & Fry, J. M., 2011. "Risk management and the implementation of the Basel Accord in emerging countries: An application to Pakistan," MPRA Paper 34163, University Library of Munich, Germany.
  7. Casson, Catherine & Fry, J. M. & Casson, Mark, 2011. "Evolution or revolution? a study of price and wage volatility in England, 1200-1900," MPRA Paper 31518, University Library of Munich, Germany.
  8. Fry, J. M., 2010. "Gaussian and non-Gaussian models for financial bubbles via econophysics," MPRA Paper 27307, University Library of Munich, Germany.
  9. Fry, J. M., 2010. "Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices," MPRA Paper 24778, University Library of Munich, Germany.
  10. John M. Fry, 2009. "Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion," EERI Research Paper Series EERI_RP_2009_10, Economics and Econometrics Research Institute (EERI), Brussels.
  11. Fry, J. M., 2009. "Bubbles and contagion in English house prices," MPRA Paper 17687, University Library of Munich, Germany.

Articles

  1. J.M. Fry, 2012. "Exogenous and endogenous market crashes as phase transitions in complex financial systems," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 85(12), pages 1-6, December.
  2. Omar Masood & John Fry, 2012. "Risk management and Basel-Accord-implementation in Pakistan," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 20(3), pages 293-306, July.
  3. Walid, Chkili & Chaker, Aloui & Masood, Omar & Fry, John, 2011. "Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach," Emerging Markets Review, Elsevier, vol. 12(3), pages 272-292, September.
  4. John FRY, 2010. "Bubbles And Crashes In Finance: A Phase Transition From Random To Deterministic Behaviour In Prices," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 131-137, December.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2011-10-22
  2. NEP-BAN: Banking (1) 2011-10-22
  3. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  4. NEP-CWA: Central & Western Asia (1) 2011-10-22
  5. NEP-ECM: Econometrics (1) 2014-05-24
  6. NEP-FDG: Financial Development & Growth (1) 2009-08-30
  7. NEP-FMK: Financial Markets (1) 2009-08-30
  8. NEP-HIS: Business, Economic & Financial History (2) 2011-06-25 2011-08-22
  9. NEP-HME: Heterodox Microeconomics (1) 2011-08-22
  10. NEP-LAB: Labour Economics (1) 2011-08-22
  11. NEP-ORE: Operations Research (3) 2010-09-11 2010-12-18 2013-05-24. Author is listed
  12. NEP-RMG: Risk Management (2) 2010-12-18 2011-10-22
  13. NEP-UPT: Utility Models & Prospect Theory (3) 2009-07-11 2009-08-30 2010-09-11. Author is listed
  14. NEP-URE: Urban & Real Estate Economics (4) 2009-08-30 2009-10-10 2010-09-11 2014-05-24. Author is listed

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