John Fry : Citation Profile


Are you John Fry?

Manchester Metropolitan University

6

H index

5

i10 index

490

Citations

RESEARCH PRODUCTION:

17

Articles

15

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 44
   Journals where John Fry has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 7 (1.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr168
   Updated: 2021-03-01    RAS profile: 2020-11-25    
   Missing citations? Add them    Incorrect content? Let us know

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:

Corbet, Shaen (27)

Bouri, Elie (24)

Roubaud, David (20)

GUPTA, RANGAN (20)

lucey, brian (16)

Fantazzini, Dean (9)

Sensoy, Ahmet (9)

Larkin, Charles (8)

Tiwari, Aviral (8)

Fernandez Bariviera, Aurelio (7)

Molnár, Peter (6)

Cites to:

Feigenbaum, James (26)

Zhou, Wei-Xing (16)

Malevergne, Yannick (7)

Yan, Wanfeng (6)

Fantazzini, Dean (5)

Gandal, Neil (5)

Zeira, Joseph (5)

Leigh, Andrew (4)

Perron, Pierre (4)

Halaburda, Hanna (4)

Wolfers, Justin (4)

Main data


Where John Fry has published?


Journals with more than one article published# docs
Economics Letters4
The European Physical Journal B: Condensed Matter and Complex Systems3
Quantitative Finance2

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

Recent works citing John Fry (2021 and 2020)


YearTitle of citing document
2020An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881.

Full description at Econpapers || Download paper

2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

Full description at Econpapers || Download paper

2021Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

Full description at Econpapers || Download paper

2021Time-varying volatility in Bitcoin market and information flow at minute-level frequency. (2020). Antulov-Fantulin, Nino ; Barjavsi, Irena. In: Papers. RePEc:arx:papers:2004.00550.

Full description at Econpapers || Download paper

2020From code to market: Network of developers and correlated returns of cryptocurrencies. (2020). Baronchelli, Andrea ; Gallo, Angela ; Lepri, Bruno ; Alessandretti, Laura ; Lucchini, Lorenzo. In: Papers. RePEc:arx:papers:2004.07290.

Full description at Econpapers || Download paper

2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

Full description at Econpapers || Download paper

2020Editorial: Understanding Cryptocurrencies. (2020). Reule, Raphael ; Raphael, ; Harvey, Campbell R ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2007.14702.

Full description at Econpapers || Download paper

2020Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies. (2020). Elendner, Hermann ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Petukhina, Alla. In: Papers. RePEc:arx:papers:2009.04461.

Full description at Econpapers || Download paper

2020Pricing and Hedging the No-Negative-Equity Guarantee in Equity-Release Mortgages. (2020). Jacka, Saul ; Engelbrecht, Kevin. In: Papers. RePEc:arx:papers:2010.02511.

Full description at Econpapers || Download paper

2021Time-varying properties of asymmetric volatility and multifractality in Bitcoin. (2021). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2102.07425.

Full description at Econpapers || Download paper

2020Investors’ Beliefs and Asset Prices: A Structural Model of Cryptocurrency Demand. (2020). Compiani, Giovanni ; Benetton, Matteo. In: Working Papers. RePEc:bfi:wpaper:2020-107.

Full description at Econpapers || Download paper

2020Bitcoin—A hype or digital gold? Global evidence. (2020). Uddin, Md Akther ; Masih, Abul ; Ali, Md Hakim. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:215-231.

Full description at Econpapers || Download paper

2020One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns. (2020). Smales, Lee Alan. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:118-132.

Full description at Econpapers || Download paper

2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324.

Full description at Econpapers || Download paper

2020Comovement and Instability in Cryptocurrency Markets. (2020). De Pace, Pierangelo ; Rao, Jayant ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1012.

Full description at Econpapers || Download paper

2020Good vibes only: The crypto-optimistic behavior. (2020). Caferra, Rocco. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303348.

Full description at Econpapers || Download paper

2020Should investors include Bitcoin in their portfolios? A portfolio theory approach. (2020). Urquhart, Andrew ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300605.

Full description at Econpapers || Download paper

2020Dynamic characteristic of Bitcoin cryptocurrency in the reconstruction scheme. (2020). Alves, P. R. L., . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:134:y:2020:i:c:s0960077920300941.

Full description at Econpapers || Download paper

2020The impact of blockchain related name changes on corporate performance. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Yarovaya, Larisa ; Akyildirim, Erdinc. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302030.

Full description at Econpapers || Download paper

2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482.

Full description at Econpapers || Download paper

2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin. (2020). Krištoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:212-224.

Full description at Econpapers || Download paper

2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220.

Full description at Econpapers || Download paper

2021Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90.

Full description at Econpapers || Download paper

2021BitCoin: A new basket for eggs?. (2021). Tao, Ran ; Su, Chi-Wei ; Qin, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:896-907.

Full description at Econpapers || Download paper

2021Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

Full description at Econpapers || Download paper

2020Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Wohar, Mark E ; Adewuyi, Adeolu O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305497.

Full description at Econpapers || Download paper

2020A new method to verify Bitcoin bubbles: Based on the production cost. (2020). Zhao, Lei ; Liu, Qing ; Xiong, Jinwu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303602.

Full description at Econpapers || Download paper

2020Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620.

Full description at Econpapers || Download paper

2020“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716.

Full description at Econpapers || Download paper

2020Momentum trading in cryptocurrencies: Short-term returns and diversification benefits. (2020). Tsend-Ayush, Bayasgalan ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303647.

Full description at Econpapers || Download paper

2020What drives Bitcoin’s price crash risk?. (2020). Urquhart, Andrew ; Sakkas, Athanasios ; Papakyriakou, Panayiotis ; Kalyvas, Antonios. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303908.

Full description at Econpapers || Download paper

2020Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics. (2020). Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304203.

Full description at Econpapers || Download paper

2020How profitable are Equity Release Mortgages?. (2020). Dowd, Kevin ; Buckner, Dean. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520304110.

Full description at Econpapers || Download paper

2020On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin. (2020). Peiris, Shelton ; Chan, Jennifer ; Phillip, Andrew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:69-90.

Full description at Econpapers || Download paper

2020Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

Full description at Econpapers || Download paper

2021A balanced evacuation algorithm for facilities with multiple exits. (2021). Almulifi, Asma ; Kurdi, Heba ; Youcef-Toumi, Kamal ; Al-Megren, Shiroq. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:1:p:285-296.

Full description at Econpapers || Download paper

2020Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. (2020). Yao, Kai ; Chevapatrakul, Thanaset ; Nguyen, Linh Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:333-355.

Full description at Econpapers || Download paper

2020Does Bitcoin behave as a currency?: A standard monetary model approach. (2020). Wong, Andrew ; Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301629.

Full description at Econpapers || Download paper

2020Asymmetric mean reversion of Bitcoin price returns. (2020). Corbet, Shaen ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306136.

Full description at Econpapers || Download paper

2020Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301897.

Full description at Econpapers || Download paper

2020Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Su, Zhi ; Fang, Tong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302106.

Full description at Econpapers || Download paper

2020Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets. (2020). Corbet, Shaen ; Marco, Chi Keung ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302155.

Full description at Econpapers || Download paper

2020A novel two-stage approach for cryptocurrency analysis. (2020). Sun, Yuying ; Yang, Boyu ; Wang, Shouyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302118.

Full description at Econpapers || Download paper

2020On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure. (2020). NG, KOK HAUR ; Chan, Jennifer ; Tan, Shay-Kee. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305105.

Full description at Econpapers || Download paper

2020Technical trading rules in the cryptocurrency market. (2020). Sapkota, Niranjan ; Ahmed, Shaker ; Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319308852.

Full description at Econpapers || Download paper

2020Testing for herding in the cryptocurrency market. (2020). Drakos, Konstantinos ; Ballis, Antonis. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301643.

Full description at Econpapers || Download paper

2020Bitcoin dilemma: Is popularity destroying value?. (2020). Kim, Thomas S. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s154461231930176x.

Full description at Econpapers || Download paper

2020The relationship between implied volatility and cryptocurrency returns. (2020). Sensoy, Ahmet ; lucey, brian ; Corbet, Shaen ; Yarovaya, Larisa ; Akyildirim, Erdinc. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303381.

Full description at Econpapers || Download paper

2020Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?. (2020). Hsu, Yuan-Teng ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319301904.

Full description at Econpapers || Download paper

2020The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Akyildirim, Erdinc ; Kellard, Neil ; Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304714.

Full description at Econpapers || Download paper

2020Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization. (2020). Caldeira, Joo Frois ; Henrique, Fernando ; Turattia, Douglas Eduardo. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306415.

Full description at Econpapers || Download paper

2020Cryptocurrency accepting venues, investor attention, and volatility. (2020). Sabah, Nasim. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930649x.

Full description at Econpapers || Download paper

2020Regulation spillovers across cryptocurrency markets. (2020). Borri, Nicola ; Shakhnov, Kirill . In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319307470.

Full description at Econpapers || Download paper

2020Do FOMC and macroeconomic announcements affect Bitcoin prices?. (2020). Lee, Jaewook ; Pyo, Sujin. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s154461231930159x.

Full description at Econpapers || Download paper

2020Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position. (2020). lucey, brian ; Corbet, Shaen ; Meegan, Andrew ; Larkin, Charles ; Yarovaya, Larisa. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306576.

Full description at Econpapers || Download paper

2020Volatility and dynamic currency hedging. (2020). McDonald, Judith Ann ; Min, Hong-Ghi ; Cho, Jae-Beom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s104244311930321x.

Full description at Econpapers || Download paper

2020Understanding risk of bubbles in cryptocurrencies. (2020). Molnár, Peter ; Molnar, P ; Luivjanska, K ; Landsnes, Ch J ; Enoksen, F A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:129-144.

Full description at Econpapers || Download paper

2020Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

Full description at Econpapers || Download paper

2020Cryptocurrencies and precious metals: A closer look from diversification perspective. (2020). Vo, Xuan Vinh ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308669.

Full description at Econpapers || Download paper

2020Do bitcoin and precious metals do any good together? An extreme dependence and risk spillover analysis. (2020). Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s030142071930371x.

Full description at Econpapers || Download paper

2020Gold, platinum, and expected Bitcoin returns. (2020). Wang, Mei ; Burggraf, Tobias ; Duc, Toan Luu. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300177.

Full description at Econpapers || Download paper

2020Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application. (2020). Asghar, Nadia ; Ur, Mobeen ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19306638.

Full description at Econpapers || Download paper

2020Forecasting Chinese industry return volatilities with RMB/USD exchange rate. (2020). Dong, Xiaodi ; Zhu, Huan ; Dai, Zhifeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316929.

Full description at Econpapers || Download paper

2020Geopolitical risk, uncertainty and Bitcoin investment. (2020). Uddin, Gazi ; al Mamun, MD ; Kang, Sang Hoon ; Suleman, Muhammad Tahir. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317522.

Full description at Econpapers || Download paper

2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis. (2020). Bouri, Elie ; Kristjanpoller, Werner ; Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320667.

Full description at Econpapers || Download paper

2020Relevant stylized facts about bitcoin: Fluctuations, first return probability, and natural phenomena. (2020). da Silva, R ; da Cunha, C R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437120300133.

Full description at Econpapers || Download paper

2020Detection of Chinese stock market bubbles with LPPLS confidence indicator. (2020). Zhu, Wei ; Shu, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304611.

Full description at Econpapers || Download paper

2020Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency. (2020). Bouri, Elie ; Saeed, Tareq ; Aftab, Muhammad ; Qureshi, Saba. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305641.

Full description at Econpapers || Download paper

2021Information flow between bitcoin and other financial assets. (2021). Yang, Jae-Suk ; Jang, Kwahngsoo ; Park, Sang Jin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s037843712030902x.

Full description at Econpapers || Download paper

2020The drivers of Bitcoin trading volume in selected emerging countries. (2020). Bouraoui, Taoufik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:218-229.

Full description at Econpapers || Download paper

2020Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple. (2020). Corbet, Shaen ; Gurdgiev, Constantin ; Celeste, Valerio. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:310-324.

Full description at Econpapers || Download paper

2020Is bitcoin a channel of capital inflow? Evidence from carry trade activity. (2020). Dai, Yanke ; Cheng, Jiameng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:261-278.

Full description at Econpapers || Download paper

2020The foreign exchange and stock market nexus: New international evidence. (2020). Chen, Shyh-Wei ; Xie, Zixiong ; Wu, An-Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:240-266.

Full description at Econpapers || Download paper

2020Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain. (2020). Warshaw, Evan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:1-14.

Full description at Econpapers || Download paper

2020Volatility persistence in cryptocurrency markets under structural breaks. (2020). Madigu, Godfrey ; Gil-Alana, Luis ; Romero-Rojo, Fatima ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:680-691.

Full description at Econpapers || Download paper

2021Pricing virtual currency-linked derivatives with time-inhomogeneity. (2021). Chen, Jun-Home ; Lian, Yu-Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:424-439.

Full description at Econpapers || Download paper

2020Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models. (2020). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191930056x.

Full description at Econpapers || Download paper

2020On the investment credentials of Bitcoin: A cross-currency perspective. (2020). Bedi, Prateek ; Nashier, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301722.

Full description at Econpapers || Download paper

2020When spread bites fast – Volatility and wide bid-ask spread in a mixed high-frequency and low-frequency environment. (2020). Maria, Gianluca Piero. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302636.

Full description at Econpapers || Download paper

2020Cryptocurrencies and stock market indices. Are they related?. (2020). Gil-Alana, Luis ; Romero, Maria Fatima ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919303472.

Full description at Econpapers || Download paper

2020Taming the blockchain beast? Regulatory implications for the cryptocurrency Market. (2020). Shanaev, Savva ; Shuraeva, Arina ; Ghimire, Binam ; Sharma, Satish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919305963.

Full description at Econpapers || Download paper

2020Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets. (2020). el Meslmani, Nabil ; Lee, Seungho ; Switzer, Lorne N. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309808.

Full description at Econpapers || Download paper

2020A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037.

Full description at Econpapers || Download paper

2020Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?. (2020). Ma, Xin-Yu ; Wang, Gang-Jin ; Wu, Hao-Yu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311146.

Full description at Econpapers || Download paper

2020Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying. (2020). Benito, Sonia ; Garcia-Jorcano, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300192.

Full description at Econpapers || Download paper

2020Uncertainty and herding behavior: evidence from cryptocurrencies. (2020). Marco, Chi Keung ; Coskun, Esra Alp ; KAHYAOGLU, Hakan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300957.

Full description at Econpapers || Download paper

2020Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models. (2020). Gözgör, Giray ; Liu, Wei ; Gozgor, Giray ; Marco, Chi Keung ; Semeyutin, Artur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301240.

Full description at Econpapers || Download paper

2020What factors drive returns on initial coin offerings?. (2020). Lopez-Cabarcos, Angeles M ; Pieiro-Chousa, Juan ; Domingo, Ribeiro-Soriano. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:153:y:2020:i:c:s0040162519304275.

Full description at Econpapers || Download paper

2020Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies. (2020). Hille, Erik ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310143.

Full description at Econpapers || Download paper

2020Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Lucey, Brian ; Cumming, Douglas ; Akyildirim, Erdin . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310179.

Full description at Econpapers || Download paper

2021Intrinsic value in crypto currencies. (2021). Lara, Francisco J ; Danvila-Del, Ignacio ; Garcia-Monleon, Fernando. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520312191.

Full description at Econpapers || Download paper

2021Dance with the devil? The nexus of fourth industrial revolution, technological financial products and volatility spillovers in global financial system. (2021). Abbas, Syed Kumail ; Umar, Muhammad ; Naqvi, Bushra. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312762.

Full description at Econpapers || Download paper

2020When blockchain meets social-media: Will the result benefit social media analytics for supply chain operations management?. (2020). Luo, Suyuan ; Guo, Shu ; Choi, Tsan-Ming. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:135:y:2020:i:c:s1366554519315339.

Full description at Econpapers || Download paper

2020Evacuating offshore working barges from a land reclamation site in storm emergencies. (2020). Yuan, Yun ; Wang, Shuaian ; Yang, Dong ; Wu, Lingxiao. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:137:y:2020:i:c:s136655451931124x.

Full description at Econpapers || Download paper

2020ICO Tokens as an Alternative Financial Instrument: A Risk Measurement. (2020). Kurylek, Zbigniew . In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:512-530.

Full description at Econpapers || Download paper

2020The Dollar Exchange Rates in the Covid-19 Era: Evidence from 5 Currencies. (2020). Daglis, Theodoros ; Pasiouras, Alexandros. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:special2:p:352-361.

Full description at Econpapers || Download paper

2020When Is Blockchain Worth It? A Case Study of Carbon Trading. (2020). Chan, Wai Kin ; Zhao, Fangyuan. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:8:p:1980-:d:346589.

Full description at Econpapers || Download paper

2020Does the Hashrate Affect the Bitcoin Price?. (2020). Fantazzini, Dean ; Kolodin, Nikita. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:263-:d:437598.

Full description at Econpapers || Download paper

2020Alternative Assets and Cryptocurrencies. (2020). Hafner, Christian M. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:1:p:7-:d:304783.

Full description at Econpapers || Download paper

2020A Gated Recurrent Unit Approach to Bitcoin Price Prediction. (2020). Basu, Meheli ; Kumar, Saket ; Dutta, Aniruddha. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:23-:d:315709.

Full description at Econpapers || Download paper

2020Does Bitcoin Hedge Commodity Uncertainty?. (2020). Nguyen, Thang X ; Poch, Kongchheng ; Hoang, Khanh. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:119-:d:369078.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article10
2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin In: Economics Letters.
[Full Text][Citation analysis]
article271
2018Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets? In: Economics Letters.
[Full Text][Citation analysis]
article28
2019How easy is it to understand consumer finance? In: Economics Letters.
[Full Text][Citation analysis]
article1
2019The valuation of no-negative equity guarantees and equity release mortgages In: Economics Letters.
[Full Text][Citation analysis]
article2
2016Elementary modelling and behavioural analysis for emergency evacuations using social media In: European Journal of Operational Research.
[Full Text][Citation analysis]
article9
2011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach In: Emerging Markets Review.
[Full Text][Citation analysis]
article75
2016Negative bubbles and shocks in cryptocurrency markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article83
2009Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion In: EERI Research Paper Series.
[Full Text][Citation analysis]
paper0
2009Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2012Risk management and Basel-Accord-implementation in Pakistan In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]
article0
2017Bubbles, Blind-Spots and Brexit In: Risks.
[Full Text][Citation analysis]
article0
2009Bubbles and contagion in English house prices In: MPRA Paper.
[Full Text][Citation analysis]
paper4
2010Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices. In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2010Gaussian and non-Gaussian models for financial bubbles via econophysics In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2011Revolutionary change and structural breaks: A time series analysis of wages and commodity prices in Britain 1264-1913 In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2011Evolution or revolution? a study of price and wage volatility in England, 1200-1900 In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2011Testable implications of economic revolutions: An application to historic data on European wages In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2011Risk management and the implementation of the Basel Accord in emerging countries: An application to Pakistan. In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012Exogenous and endogenous crashes as phase transitions in complex financial systems In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2013Bubbles, shocks and elementary technical trading strategies In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2014Bubbles, shocks and elementary technical trading strategies.(2014) In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2014Multivariate bubbles and antibubbles In: MPRA Paper.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper0
2017Modelling and mitigation of Flash Crashes In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2017An analytically solvable model for soccer: further implications of the classical Poisson model In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012Exogenous and endogenous market crashes as phase transitions in complex financial systems In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
article3
2015Stochastic modelling for financial bubbles and policy In: Cogent Economics & Finance.
[Full Text][Citation analysis]
article0
2019Stochastic Drawdowns In: Quantitative Finance.
[Full Text][Citation analysis]
article0
2020An options-pricing approach to election prediction In: Quantitative Finance.
[Full Text][Citation analysis]
article0
2019Takeover deterrents and cross partial ownership: The case of golden shares In: Managerial and Decision Economics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team