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    
   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:

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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]		article119
2018Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets? In: Economics Letters.
[Full Text][Citation analysis]		article5
2019How easy is it to understand consumer finance? In: Economics Letters.
[Full Text][Citation analysis]		article0
2016Elementary modelling and behavioural analysis for emergency evacuations using social media In: European Journal of Operational Research.
[Full Text][Citation analysis]		article5
2011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article66
2016Negative bubbles and shocks in cryptocurrency markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article39
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]		paper0
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]		article2
2015Stochastic modelling for financial bubbles and policy In: Cogent Economics & 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 July, 1st 2019. Contact: CitEc Team