John Fry : Citation Profile


Are you John Fry?

Manchester Metropolitan University

5

H index

4

i10 index

253

Citations

RESEARCH PRODUCTION:

14

Articles

15

Papers

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 25
   Journals where John Fry has often published
   Relations with other researchers
   Recent citing documents: 157.    Total self citations: 7 (2.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr168
   Updated: 2019-10-15    RAS profile: 2019-06-05    
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Relations with other researchers


Works with:

Serbera, Jean-Philippe (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with John Fry.

Is cited by:

GUPTA, RANGAN (15)

Bouri, Elie (14)

lucey, brian (10)

Roubaud, David (10)

Corbet, Shaen (8)

Chkili, Walid (6)

Fantazzini, Dean (5)

Tiwari, Aviral (5)

Nguyen, Duc Khuong (4)

Gözgör, Giray (4)

Lau, Chi Keung (4)

Cites to:

Feigenbaum, James (26)

Malevergne, Yannick (7)

Yan, Wanfeng (6)

Fantazzini, Dean (5)

Zeira, Joseph (5)

Wolfers, Justin (4)

Perron, Pierre (4)

Gandal, Neil (4)

Leigh, Andrew (4)

Halaburda, Hanna (4)

Krämer, Walter (3)

Main data


Where John Fry has published?


Journals with more than one article published# docs
Economics Letters3
The European Physical Journal B: Condensed Matter and Complex Systems3

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany14

Recent works citing John Fry (2019 and 2018)


YearTitle of citing document
2017Exploring the determinants of Bitcoins price: an application of Bayesian Structural Time Series. (2017). Poyser, Obryan . In: Papers. RePEc:arx:papers:1706.01437.

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2017Modeling the price of Bitcoin with geometric fractional Brownian motion: a Monte Carlo approach. (2017). Tarnopolski, Mariusz . In: Papers. RePEc:arx:papers:1707.03746.

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2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1707.07618.

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2018CryptoRuble: From Russia with Love. (2018). Kakushadze, Zura ; Liew, Jim Kyung-Soo . In: Papers. RePEc:arx:papers:1801.05760.

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2018Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373.

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2018Bitcoin price and its marginal cost of production: support for a fundamental value. (2018). Hayes, Adam. In: Papers. RePEc:arx:papers:1805.07610.

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2018An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers. (2018). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Zunino, Luciano . In: Papers. RePEc:arx:papers:1808.01926.

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2018Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness. (2018). Milunovich, George. In: Papers. RePEc:arx:papers:1809.03072.

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2019Cryptoasset Factor Models. (2018). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1811.07860.

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2019The Anatomy of a Cryptocurrency Pump-and-Dump Scheme. (2018). Xu, Jiahua ; Livshits, Benjamin. In: Papers. RePEc:arx:papers:1811.10109.

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2019Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study. (2019). Adachi, Takanori ; Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1902.09253.

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2019Altcoin-Bitcoin Arbitrage. (2019). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1903.06033.

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2019A bibliometric analysis of Bitcoin scientific production. (2019). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:1906.08933.

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2019Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132.

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2018Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms. (2018). Jan, Sharif Ullah ; Khan, Hashim . In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:1-28.

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2018Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness. (2018). Milunovich, George. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:4:p:551-563.

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2019Bitcoin: The Road to Hell Is Paved With Good Promises. (2019). Alexiou, Constantinos ; Vogiazas, Sofoklis. In: Economic Notes. RePEc:bla:ecnote:v:48:y:2019:i:1:n:12119.

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2018CRYPTO‐CURRENCIES – AN INTRODUCTION TO NOT‐SO‐FUNNY MONEYS. (2018). Smith, Christie ; Kumar, Aaron. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:5:p:1531-1559.

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2019Another Look at Cryptocurrency Bubbles. (2019). Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7743.

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2019Do Fundamentals Drive Cryptocurrency Prices?. (2019). Korniotis, George ; Delikouras, Stefanos ; Bhambhwani, Siddharth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13724.

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2018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

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2017Incentive Structure of Financing a Project: An Islamic Finance Approach. (2017). Lone, Fayaz ; Quadir, Abdul . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-13.

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2018Mean Sojourn and Mean Return Time of the Buy-hoard-sell Strategy of Bitcoin Exchange Prices. (2018). Mba, Ifeoma Christy ; Arazu, Winnie Ogochukwu ; Ogbuabor, Jonathan Emenike. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-35.

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2019Volatility Spillovers among the Cryptocurrency Time Series. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-7.

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2018Volatility Spillover Effect between Stock and Exchange Rate in Oil Exporting Countries. (2018). Mikhaylov, Alexey Yurievich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-39.

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2018Correlation of Oil Prices and Gross Domestic Product in Oil Producing Countries. (2018). Tang, Bao-Jun ; Mikhaylov, Alexey Yurievich ; Nyangarika, Anthony Msafiri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-6.

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2018Asymmetric volatility transmission between the real exchange rate and stock returns in South Africa. (2018). Sikhosana, Ayanda ; Aye, Goodness C. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:60:y:2018:i:c:p:1-8.

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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

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2019Relationships among regional housing markets: Evidence on adjustments of housing burden. (2019). Tsai, I-Chun ; I-Chun Tsai, . In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:309-318.

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2019Nonlinear dependence in cryptocurrency markets. (2019). Laurini, Márcio ; Chaim, Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:32-47.

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2017Volatility estimation for Bitcoin: A comparison of GARCH models. (2017). Katsiampa, Paraskevi. In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:3-6.

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2018A new look at Cryptocurrencies. (2018). Phillip, Andrew ; Peiris, Shelton. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:6-9.

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2018An application of extreme value theory to cryptocurrencies. (2018). Gkillas (Gillas), Konstantinos ; Katsiampa, Paraskevi. In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:109-111.

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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34.

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2018What causes the attention of Bitcoin?. (2018). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:40-44.

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2018Long Memory Interdependency and Inefficiency in Bitcoin Markets. (2018). Parhi, Mamata ; Mishra, Tapas ; Cheah, Jeremy Eng Tuck ; Zhang, Zhuang. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:18-25.

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2018How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets. (2018). Dyhrberg, Anne H ; Svec, Jiri ; Foley, Sean. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:140-143.

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2018Optimal vs naïve diversification in cryptocurrencies. (2018). Platanakis, Emmanouil ; Urquhart, Andrew ; Sutcliffe, Charles. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:93-96.

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2018Bitcoin Futures—What use are they?. (2018). Corbet, Shaen ; Vigne, Samuel ; Peat, Maurice ; Lucey, Brian. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:23-27.

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2018Taylor effect in Bitcoin time series. (2018). Takaishi, Tetsuya ; Adachi, Takanori. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:5-7.

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2018Volatility and return jumps in bitcoin. (2018). Laurini, Márcio ; Chaim, Pedro. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:158-163.

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2018Exploring communication media options in an inter-organizational disaster response coordination network using agent-based simulation. (2018). Aros, Susan K ; Gibbons, Deborah E. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:2:p:451-465.

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2018Effect of exit placement on evacuation plans. (2018). Kurdi, Heba A ; Almulifi, Asma ; Althunyan, Reham ; Al-Megren, Shiroq. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:2:p:749-759.

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2019Rationalising the use of Twitter by official organisations during risk events: Operationalising the Social Amplification of Risk Framework through causal loop diagrams. (2019). Comrie, E L ; Quigley, K F ; Coulson, A B ; Burns, C. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:2:p:792-801.

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2019Bitcoin price forecasting with neuro-fuzzy techniques. (2019). Pasiouras, Fotios ; Zopounidis, Constantin ; Atsalaki, Ioanna G ; Atsalakis, George S. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:770-780.

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2019Influence modeling: Mathematical programming representations of persuasion under either risk or uncertainty. (2019). Lunday, Brian J ; Caballero, William N. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:266-282.

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2018Do financial structures affect exchange rate and stock price interaction? Evidence from emerging markets. (2018). Tang, Xiaobo ; Yao, Xingyuan. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:64-76.

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2019Bitcoin price growth and Indonesias monetary system. (2019). Setiawan, Iwan ; Rahman, Eki R ; Narayan, Seema. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:364-376.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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2019The role of bitcoin in well diversified portfolios: A comparative global study. (2019). Moro, Andrea ; Kajtazi, Anton. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:143-157.

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2019Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?. (2019). GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:29-36.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2019The drivers of Bitcoin demand: A short and long-run analysis. (2019). Perote, Javier ; de la Fuente, Gabriel ; de la Horra, Luis P. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:21-34.

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2019The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242.

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2019Portfolio diversification with virtual currency: Evidence from bitcoin. (2019). Saadi, Samir ; Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:431-437.

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2019Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. (2019). Zhang, Hanxiong ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:49-57.

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2019Giver and the receiver: Understanding spillover effects and predictive power in cross-market Bitcoin prices. (2019). Jayasekera, Ranadeva ; Gillaizeau, Marc ; Volokitina, Evgeniia ; Parhi, Mamata ; Mishra, Tapas ; Maaitah, Ahmad. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:86-104.

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2017On the transaction cost of Bitcoin. (2017). Kim, Thomas . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:300-305.

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2018Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284.

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2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. (2018). Gözgör, Giray ; Demir, Ender ; Vigne, Samuel A ; Marco, Chi Keung ; Gozgor, Giray . In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:145-149.

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2018Datestamping the Bitcoin and Ethereum bubbles. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:81-88.

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2018Bayesian change point analysis of Bitcoin returns. (2018). Thies, Sven ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:223-227.

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2018Semi-strong efficiency of Bitcoin. (2018). Ibáñez, Ana ; Ibaez, Ana ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:259-265.

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2019The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test. (2019). Gözgör, Giray ; Demir, Ender ; Downing, Gareth ; Dastgir, Shabbir ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:160-164.

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2019Intraday price behavior of cryptocurrencies. (2019). Zeng, LI ; Miller, Jonathan ; McInish, Thomas ; Hu, Bill. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:337-342.

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2019The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies. (2019). Sensoy, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:68-73.

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2018Does Islamic banking offer a natural hedge for business cycles? Evidence from a dual banking system. (2018). Ozturk, Huseyin ; Aysan, Ahmet. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:22-38.

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2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51.

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2018Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test. (2018). Su, Chi-Wei ; Si, Deng-Kui ; Tao, Ran ; Li, Zheng-Zheng. In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:56-63.

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2018Religiosity versus rationality: Depositor behavior in Islamic and conventional banks. (2018). Ozturk, Huseyin ; Aysan, Ahmet ; Duygun, Meryem ; Disli, Mustafa . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:1:p:1-19.

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2018Why do businesses go crypto? An empirical analysis of initial coin offerings. (2018). Adhami, Saman ; Martinazzi, Stefano ; Giudici, Giancarlo. In: Journal of Economics and Business. RePEc:eee:jebusi:v:100:y:2018:i:c:p:64-75.

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2018Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach. (2018). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:10-29.

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2019Determining the predictive power between cryptocurrencies and real time commodity futures: Evidence from quantile causality tests. (2019). Apergis, Nicholas ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:603-616.

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2017Is there a financial news risk premium in Islamic stocks?. (2017). Narayan, Seema ; Bannigidadmath, Deepa ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:158-170.

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2017Momentum strategies for Islamic stocks. (2017). Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:96-112.

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2018Islamic spot and index futures markets: Where is the price discovery?. (2018). Karabiyik, Hande ; Westerlund, Joakim ; Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:123-133.

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2019A survey of Islamic banking and finance literature: Issues, challenges and future directions. (2019). Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:484-496.

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2018Time–frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis. (2018). Loganathan, Nanthakumar ; Jammazi, Rania ; Sharif, Arshian ; Afshan, Sahar. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:225-244.

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2018Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data. (2018). Kanda, Patrick ; GUPTA, RANGAN ; Burke, Michael. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:1060-1080.

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2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:507-519.

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2018The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:658-670.

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2018Multiscale fluctuations and complexity synchronization of Bitcoin in China and US markets. (2018). Fang, Wen ; Wang, Jun ; Tian, Shaolin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:109-120.

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2019Stylised facts for high frequency cryptocurrency data. (2019). Zhang, Yuanyuan ; Nadarajah, Saralees ; Chu, Jeffrey ; Chan, Stephen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:598-612.

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2019Bitcoin and investor sentiment: Statistical characteristics and predictability. (2019). Eom, Cheoljun ; Pichl, Lukas ; Kang, Sang Hoon ; Kaizoji, Taisei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:511-521.

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2019Long range dependence in the Bitcoin market: A study based on high-frequency data. (2019). Zargar, Faisal Nazir ; Kumar, Dilip. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:625-640.

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2019Is Bitcoin a bubble?. (2019). Laurini, Márcio ; Chaim, Pedro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:222-232.

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2019Multifractal behavior of price and volume changes in the cryptocurrency market. (2019). Stosic, Tatijana ; Ludermir, Teresa B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:54-61.

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2019Momentum and contrarian effects on the cryptocurrency market. (2019). Sakowski, Pawe ; Kosc, Krzysztof ; Lepaczuk, Robert. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:691-701.

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2019Cryptocurrencies: Dust in the wind?. (2019). Zhou, Jian ; Pantelous, Athanasios A ; Kontosakos, Vasileios E ; Luo, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1063-1079.

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2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach. (2018). Ji, Qiang ; Roubaud, David ; Gupta, Rangan ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:203-213.

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2019Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin. (2019). Wu, Yan Wendy ; Chan, Wing ; Le, Minh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:107-113.

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2018Spillover effect of US dollar on the stock indices of BRICS. (2018). Naresh, G ; Thiyagarajan, S ; Mahalakshmi, S ; Vasudevan, Gopala. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:359-368.

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2019Informational inefficiency of Bitcoin: A study based on high-frequency data. (2019). Zargar, Faisal Nazir ; Kumar, Dilip. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:344-353.

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2019Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Demir, Ender ; Marco, Chi Keung ; Gozgor, Giray ; Aysan, Ahmet Faruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518.

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2019Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies. (2019). Liu, Jingzhen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:243-257.

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2019Bitcoin return: Impacts from the introduction of new altcoins. (2019). Nguyen, Quang Quoc ; Vu, Thai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:420-425.

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2019The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks. (2019). Chalvatzis, Konstantinos J ; Symitsi, Efthymia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:97-110.

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More than 100 citations found, this list is not complete...

Works by John Fry:


YearTitleTypeCited
2016SMEs lending and Islamic finance. Is it a “win–win” situation? In: Economic Modelling.
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2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin In: Economics Letters.
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2018Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets? In: Economics Letters.
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2019How easy is it to understand consumer finance? In: Economics Letters.
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article0
2016Elementary modelling and behavioural analysis for emergency evacuations using social media In: European Journal of Operational Research.
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article5
2011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach In: Emerging Markets Review.
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article66
2016Negative bubbles and shocks in cryptocurrency markets In: International Review of Financial Analysis.
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article39
2009Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion In: EERI Research Paper Series.
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paper0
2009Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
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2012Risk management and Basel-Accord-implementation in Pakistan In: Journal of Financial Regulation and Compliance.
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article0
2017Bubbles, Blind-Spots and Brexit In: Risks.
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article0
2009Bubbles and contagion in English house prices In: MPRA Paper.
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paper4
2010Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices. In: MPRA Paper.
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paper1
2010Gaussian and non-Gaussian models for financial bubbles via econophysics In: MPRA Paper.
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paper0
2011Revolutionary change and structural breaks: A time series analysis of wages and commodity prices in Britain 1264-1913 In: MPRA Paper.
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paper0
2011Evolution or revolution? a study of price and wage volatility in England, 1200-1900 In: MPRA Paper.
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paper0
2011Testable implications of economic revolutions: An application to historic data on European wages In: MPRA Paper.
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paper0
2011Risk management and the implementation of the Basel Accord in emerging countries: An application to Pakistan. In: MPRA Paper.
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paper0
2012Exogenous and endogenous crashes as phase transitions in complex financial systems In: MPRA Paper.
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paper1
2013Bubbles, shocks and elementary technical trading strategies In: MPRA Paper.
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paper0
2014Bubbles, shocks and elementary technical trading strategies.(2014) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article
2014Multivariate bubbles and antibubbles In: MPRA Paper.
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paper1
2014Multivariate bubbles and antibubbles.(2014) In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2017Takeover incentives and defence with Cross Partial Ownerships In: MPRA Paper.
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paper0
2017Modelling and mitigation of Flash Crashes In: MPRA Paper.
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paper0
2017An analytically solvable model for soccer: further implications of the classical Poisson model In: MPRA Paper.
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paper0
2012Exogenous and endogenous market crashes as phase transitions in complex financial systems In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article2
2015Stochastic modelling for financial bubbles and policy In: Cogent Economics & Finance.
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article0
2019Takeover deterrents and cross partial ownership: The case of golden shares In: Managerial and Decision Economics.
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