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John Fry

Personal Details

First Name:John
Middle Name:
Last Name:Fry
RePEc Short-ID:pfr168
[This author has chosen not to make the email address public]
Department of Computing and Mathematics Manchester Metropolitan University John Dalton Building Chester Street Manchester M1 5GD


Business School
Manchester Metropolitan University

Manchester, United Kingdom
RePEc:edi:bsmmuuk (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Serbera, Jean-Philippe & Fry, John, 2017. "Takeover incentives and defence with Cross Partial Ownerships," MPRA Paper 82074, University Library of Munich, Germany.
  2. Fry, John & Serbera, Jean-Philippe, 2017. "Modelling and mitigation of Flash Crashes," MPRA Paper 82457, University Library of Munich, Germany.
  3. Fry, John & Hastings, Tom & Serbera, Jean-Philippe, 2017. "An analytically solvable model for soccer: further implications of the classical Poisson model," MPRA Paper 82458, University Library of Munich, Germany.
  4. Fry, John, 2014. "Multivariate bubbles and antibubbles," MPRA Paper 56081, University Library of Munich, Germany.
  5. Fry, John, 2013. "Bubbles, shocks and elementary technical trading strategies," MPRA Paper 47052, University Library of Munich, Germany.
  6. Fry, John, 2012. "Exogenous and endogenous crashes as phase transitions in complex financial systems," MPRA Paper 36202, University Library of Munich, Germany.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Fry, J. M., 2010. "Gaussian and non-Gaussian models for financial bubbles via econophysics," MPRA Paper 27307, University Library of Munich, Germany.
  13. 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.
  14. Fry, J. M., 2009. "Bubbles and contagion in English house prices," MPRA Paper 17687, University Library of Munich, Germany.


  1. John Fry & Matt Burke, 2020. "An options-pricing approach to election prediction," Quantitative Finance, Taylor & Francis Journals, vol. 20(10), pages 1583-1589, October.
  2. Burke, Matt & Fry, John, 2019. "How easy is it to understand consumer finance?," Economics Letters, Elsevier, vol. 177(C), pages 1-4.
  3. John Fry, 2019. "Stochastic Drawdowns," Quantitative Finance, Taylor & Francis Journals, vol. 19(6), pages 899-900, June.
  4. Jean‐Philippe Serbera & John Fry, 2019. "Takeover deterrents and cross partial ownership: The case of golden shares," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 40(3), pages 243-250, April.
  5. Dowd, Kevin & Buckner, Dean & Blake, David & Fry, John, 2019. "The valuation of no-negative equity guarantees and equity release mortgages," Economics Letters, Elsevier, vol. 184(C).
  6. Fry, John, 2018. "Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?," Economics Letters, Elsevier, vol. 171(C), pages 225-229.
  7. John Fry & Andrew Brint, 2017. "Bubbles, Blind-Spots and Brexit," Risks, MDPI, vol. 5(3), pages 1-15, July.
  8. Shaban, Mohamed & Duygun, Meryem & Fry, John, 2016. "SME's lending and Islamic finance. Is it a “win–win” situation?," Economic Modelling, Elsevier, vol. 55(C), pages 1-5.
  9. Fry, John & Binner, Jane M., 2016. "Elementary modelling and behavioural analysis for emergency evacuations using social media," European Journal of Operational Research, Elsevier, vol. 249(3), pages 1014-1023.
  10. Fry, John & Cheah, Eng-Tuck, 2016. "Negative bubbles and shocks in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 343-352.
  11. Cheah, Eng-Tuck & Fry, John, 2015. "Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin," Economics Letters, Elsevier, vol. 130(C), pages 32-36.
  12. John Fry & McMillan David, 2015. "Stochastic modelling for financial bubbles and policy," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1002152-100, December.
  13. John Fry, 2014. "Bubbles, shocks and elementary technical trading strategies," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 87(1), pages 1-13, January.
  14. John Fry, 2014. "Multivariate bubbles and antibubbles," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 87(8), pages 1-7, August.
  15. Omar Masood & John Fry, 2012. "Risk management and Basel‐Accord‐implementation in Pakistan," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 20(3), pages 293-306, July.
  16. 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;EDP Sciences, vol. 85(12), pages 1-6, December.
  17. 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.

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This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban and Real Estate Economics (4) 2009-08-30 2009-10-10 2010-09-11 2014-05-24
  2. NEP-ORE: Operations Research (3) 2010-09-11 2010-12-18 2013-05-24
  3. NEP-RMG: Risk Management (3) 2010-12-18 2011-10-22 2017-11-19
  4. NEP-UPT: Utility Models and Prospect Theory (3) 2009-07-11 2009-08-30 2010-09-11
  5. NEP-HIS: Business, Economic and Financial History (2) 2011-06-25 2011-08-22
  6. NEP-ACC: Accounting and Auditing (1) 2011-10-22
  7. NEP-BAN: Banking (1) 2011-10-22
  8. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  9. NEP-COM: Industrial Competition (1) 2017-11-05
  10. NEP-CWA: Central and Western Asia (1) 2011-10-22
  11. NEP-ECM: Econometrics (1) 2014-05-24
  12. NEP-FDG: Financial Development and Growth (1) 2009-08-30
  13. NEP-FMK: Financial Markets (1) 2009-08-30
  14. NEP-HME: Heterodox Microeconomics (1) 2011-08-22
  15. NEP-LAB: Labour Economics (1) 2011-08-22
  16. NEP-MST: Market Microstructure (1) 2017-11-19
  17. NEP-SPO: Sports and Economics (1) 2017-11-19


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