John Fry : Citation Profile

Manchester Metropolitan University

7

H index

6

i10 index

1140

Citations

RESEARCH PRODUCTION:

17

Articles

15

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 103
   Journals where John Fry has often published
   Relations with other researchers
   Recent citing documents: 136.    Total self citations: 8 (0.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr168
   Updated: 2025-11-01    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

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 (41)

Bouri, Elie (23)

Yarovaya, Larisa (22)

GUPTA, RANGAN (21)

lucey, brian (21)

Urquhart, Andrew (20)

Roubaud, David (19)

Fantazzini, Dean (12)

Sensoy, Ahmet (12)

Lau, Chi Keung (12)

Tiwari, Aviral (12)

Cites to:

Feigenbaum, James (26)

Zhou, Wei-Xing (26)

Malevergne, Yannick (13)

Ledoit, Olivier (10)

Yan, Wanfeng (6)

Gandal, Neil (5)

Zeira, Joseph (5)

Fantazzini, Dean (5)

Wolfers, Justin (4)

Halaburda, Hanna (4)

Mantegna, Rosario (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 (2025 and 2024)

YearTitle of citing document
2024Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Lawuobahsumo, Kokulo ; Algieri, Bernardina ; Leccadito, Arturo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001.

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2024Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests. (2024). Schienle, Melanie ; Gorgen, Konstantin ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224.

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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2024Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?. (2024). Segalla, Esther ; Saggese, Pietro ; Raunig, Burkhard ; Sigmund, Michael ; Zangerl, Felix ; Haslhofer, Bernhard. In: Papers. RePEc:arx:papers:2309.16408.

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2024Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches. (2024). Jeleskovic, Vahidin ; Chinazzo, Cristina. In: Papers. RePEc:arx:papers:2401.02049.

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2024Quantifying neural network uncertainty under volatility clustering. (2024). , Steven ; Azizi, Lamiae. In: Papers. RePEc:arx:papers:2402.14476.

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2024Optimal market-neutral currency trading on the cryptocurrency platform. (2024). Yang, Hongshen ; Malik, Avinash. In: Papers. RePEc:arx:papers:2405.15461.

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2025Phase transitions in debt recycling. (2025). Bartolucci, Silvia ; Aufiero, Sabrina ; Forer, Preben ; Vivo, Pierpaolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:2405.19104.

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2024Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models. (2024). Gacesa, Marko ; Wang, Fang. In: Papers. RePEc:arx:papers:2409.15988.

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2025Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic. (2024). Drakos, Konstantinos ; Ballis, Antonis ; Karagiorgis, Ariston. In: Papers. RePEc:arx:papers:2410.12801.

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2024FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics. (2024). Bin, Mabsur Fatin ; Khan, Md Mosaddek ; Rahman, Md Mahmudur ; Lamia, Lubna Zahan. In: Papers. RePEc:arx:papers:2411.12748.

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2025CryptoPulse: Short-Term Cryptocurrency Forecasting with Dual-Prediction and Cross-Correlated Market Indicators. (2025). Kumar, Amit ; Ji, Taoran. In: Papers. RePEc:arx:papers:2502.19349.

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2025Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features. (2025). Sbai, Erwann ; Wang, Guanghao ; Naha, Ranesh ; Mahanti, Aniket ; Liu, Chenghao. In: Papers. RePEc:arx:papers:2508.15825.

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2024Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170.

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2024Bridging the Gap: A Bibliometric Review of Cryptocurrency and Conventional Market Interactions in Academic Research. (2024). Ashrofie, Ahmad Harith ; Muhammad, Mohd Hilal ; Sobry, Suheil Che ; Haji, Muhammad Zarunnaim ; Azim, Mohd Shahid. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:1114-1131.

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2024Distributed Ledger Technology and the Future of Money and Banking: Banking is Necessary, Banks Are Not. Bill Gates 1994. (2024). Fred, Huibers. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:14:y:2024:i:2:p:213-249:n:1.

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2025Regional Space–time Differences and Dynamic Evolution Law of Real Estate Financial Risk in China. (2025). Beibei, Xia. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:16:n:1001.

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2024Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16.

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2024The implications of virtual money on travel and tourism. (2024). Manahov, Viktor ; Li, Mingnan. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738323001597.

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2024Google search and cross-section of cryptocurrency returns and trading activities. (2024). Vo, Duc Hong ; Hoang, Lai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001060.

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2025Cryptocurrency ownership and cognitive biases in perceived financial literacy. (2025). Carbo Valverde, Santiago ; Cuadros-Solas, Pedro J ; Carb-Valverde, Santiago ; Rodrguez-Fernndez, Francisco. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635024001345.

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2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Guo, LI ; Tu, Jun ; Sang, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

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2025Phase transitions in debt recycling. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina ; Forer, Preben ; Vivo, Pierpaolo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188925000107.

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2025Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach. (2025). Hommes, Cars ; di Francesco, Tommaso. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000582.

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2024Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Xiao, Zumian ; Wang, Xuetong ; Ma, Shiqun ; Xiang, Lijin ; Fang, Fang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

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2025Volatility estimation through stochastic processes: Evidence from cryptocurrencies. (2025). Harasheh, Murad ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002456.

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2025Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States. (2025). Corbet, Shaen ; Akyildirim, Erdinc ; Ercan, Metin ; Coskun, Ali. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002699.

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2025A hybrid model for intraday volatility prediction in Bitcoin markets. (2025). Selvaraju, N ; Bera, Koushik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s106294082500066x.

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2024Larger supply, shorter life? Exploring evidence from alternative cryptocurrencies on decentralized exchanges. (2024). Ye, Wenqiang ; Chang, Zhuoran ; Hua, Xia. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005135.

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2025Exploring co-explosive dynamics: Bitcoin price, attractiveness, and sentiment variables. (2025). Maral, Emerson Fernandes ; de Prince, Diogo ; Valls, Pedro L. In: Economics Letters. RePEc:eee:ecolet:v:246:y:2025:i:c:s0165176524005561.

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2025Quantifying speculative-bubble effects in major European soccer leagues. (2025). Binner, Jane M ; Fry, John. In: Economics Letters. RePEc:eee:ecolet:v:248:y:2025:i:c:s016517652500045x.

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2025A nonparametric online control chart for monitoring crowd density using relative density-ratio estimation. (2025). Zhou, Wenhui ; Zheng, Zhibin ; Xie, Yibin. In: European Journal of Operational Research. RePEc:eee:ejores:v:325:y:2025:i:1:p:132-146.

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2025Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111.

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2024Sustainable energy practices and cryptocurrency market behavior. (2024). Saadi, Samir ; ben Omrane, Walid ; Savaser, Tanseli. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006455.

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2024Is downside risk priced in cryptocurrency market?. (2024). Dobrynskaya, Victoria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004635.

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2024Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices. (2024). Shahedur, MD ; Damianov, Damian S. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004659.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Benkraiem, Ramzi ; ben Osman, Myriam ; Guesmi, Khaled ; Urom, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787.

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2024A Bayesian approach for the determinants of bitcoin returns. (2024). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005549.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Bursting the bitcoin bubble: Do market prices reflect fundamental bitcoin value?. (2024). Podhorsky, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000905.

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2025Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415.

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2024A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies. (2024). Hsu, Yuan-Teng ; Wang, Jying-Nan ; Liu, Hung-Chun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011352.

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2025Cryptocurrency exposure and the cost of debt. (2025). Zheng, YI ; Shi, Yuan ; Gao, LI. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016970.

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2024Bubble occurrence and landing. (2024). Wan, Junmin. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001109.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2025Exchange rate regime changes and market efficiency: An event study. (2025). Portela, Jose ; Martin-Bujack, Karin ; Corzo, Teresa ; Rodrguez-Gallego, Alejandro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000228.

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2024Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889.

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2024Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000950.

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2025Collapsing bubbles in the prices of cryptocurrencies. (2025). Oldani, Chiara ; Signorelli, Marcello. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000209.

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2024Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). lucey, brian ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898.

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2024Crude oil price hikes and exchange rate volatility: A lesson from the Bangladesh economy. (2024). Nandi, Mohitosh Kumar ; Kabir, Md Humayun. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002253.

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2025Conditional generalized quantiles as systemic risk measures: Properties, estimation, and application. (2025). Syuhada, Khreshna ; Salman, A. N. M., ; Hakim, Arief. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:60-84.

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2025Causal wavelet analysis of the Bitcoin price dynamics. (2025). Espinosa-Paredes, Gilberto ; Alvarez-Ramirez, Jose ; Vernon-Carter, Jaime E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008173.

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2025Forecasting the unforecastable: An independent component analysis for majority game-like global cryptocurrencies. (2025). Sssmuth, Bernd ; Kirsten, Oliver. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:665:y:2025:i:c:s0378437125001244.

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2025Causality and dynamic volatility spillover between the cryptocurrency implied exchange rate and the official exchange rate. (2025). Ma, Shiqun ; Feng, Chao ; Yin, Zhichao ; Xiang, Lijin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:666:y:2025:i:c:s0378437125001657.

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2025Dynamic cross-correlation in emerging cryptocurrency market. (2025). Ma, Jiahao ; Zhang, Jiu ; Xiong, Long ; Jiang, Xiongfei ; Zheng, BO ; Jin, Lifu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:668:y:2025:i:c:s0378437125002201.

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2025Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000158.

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2024The dynamics of bonds, commodities and bitcoin based on NARDL approach. (2024). Hassan, M. Kabir ; Bilgin, Mehmet ; Rashid, Mamunur ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:58-70.

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2025On the return distributions of a basket of cryptocurrencies and subsequent implications. (2025). Brner, Christoph J ; Schmitz, Tim ; Krzinger, Lars M ; Hoffmann, Ingo. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:1:s1090944325000055.

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2024Are markets sentiment driving the price bubbles in the virtual?. (2024). ben Osman, Myriam ; Guesmi, Khaled ; Naoui, Kamel ; Hamdi, Haykel ; Galariotis, Emilios. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:272-285.

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2024Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:743-761.

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2024Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113.

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2024Are simple technical trading rules profitable in bitcoin markets?. (2024). Frömmel, Michael ; Deprez, Niek ; Frommel, Michael. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:858-874.

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2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

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2024Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Li, Xiao ; Wu, Ruoxi ; Wang, Chen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000291.

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2024Understanding the impact of the financial technology revolution on systemic risk: Evidence from US and EU diversified financials. (2024). Damico, Simona ; Gianfrancesco, Igor ; Curcio, Domenico ; Vioto, Davide. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000837.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2024Do online attention and sentiment affect cryptocurrencies’ correlations?. (2024). Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Savva, Christos S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002812.

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2025ESG leaders and crypto currency market: Asymmetric TVP-VAR connectedness and investment approaches. (2025). Bibi, Rashida ; Hussain, Syed Jawad ; Gulzar, Saqib. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000893.

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2025Bitcoin trade volume in decentralized markets: International evidence. (2025). Giménez Roche, Gabriel ; Gimnez, Gabriel A ; Nol, Antoine ; Sauce, Loc. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:214:y:2025:i:c:s004016252500085x.

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2024Analysis of barriers to investment and mining in cryptocurrency for traditional and tech-savvy investors: A fuzzy approach. (2024). Srivastava, Richa ; Rana, Nripendra P ; Singh, Deepak Kumar. In: Technology in Society. RePEc:eee:teinso:v:77:y:2024:i:c:s0160791x24000940.

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2024Non-fungible tokens: The missing ingredient for sustainable supply chains in the metaverse age?. (2024). Forster, Rick ; Shokry, Omar Khaled ; Davies, Jennifer ; Sharifi, Hossein ; Lyons, Andrew. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:182:y:2024:i:c:s1366554524000024.

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2025A critical evaluation of non-profit organizations’ contributions to disaster management: Historical perspectives and future trends in operations management research. (2025). Abbasi, Babak ; Abareshi, Ahmad ; Layaoen, Haerold Dean ; Sheu, Jiuh-Biing ; Hosseinifard, Zahra. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:196:y:2025:i:c:s1366554525000304.

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2024International monetary policy and cryptocurrency markets: dynamic and spillover effects. (2024). Sousa, Ricardo ; Elsayed, Ahmed. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115305.

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2025Phase transitions in debt recycling. (2025). Bartolucci, Silvia ; Caccioli, Fabio ; Vivo, Pierpaolo ; Forer, Preben ; Aufiero, Sabrina. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127108.

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2025Unveiling the Co-Movements and Spillovers in Financial, Cryptocurrency and Commodity Markets: Insights from Googling Investors Sentiment. (2025). Soltani, Hayet ; Abbes, Mouna Boujelbene. In: International Journal of Finance, Insurance and Risk Management. RePEc:ers:ijfirm:v:15:y:2025:i:1:p:112-138.

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2025Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies. (2025). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:13-:d:1619092.

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2024Is the Metaverse Dead? Insights from Financial Bubble Analysis. (2024). Frank, Pascal ; Rudolf, Markus. In: FinTech. RePEc:gam:jfinte:v:3:y:2024:i:2:p:17-323:d:1406300.

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2024Bank Crisis Boosts Bitcoin Price. (2024). Sergio, Ivan ; Petti, Danilo. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:134-:d:1362213.

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2024Capturing Tail Risks in Cryptomarkets: A New Systemic Risk Approach. (2024). Shushi, Tomer ; Yosef, Rami ; Barkai, Itai ; Hadad, Elroi. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:9:p:397-:d:1471851.

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2025Bitcoin Price Regime Shifts: A Bayesian MCMC and Hidden Markov Model Analysis of Macroeconomic Influence. (2025). Paulaviius, Remigijus ; Juodis, Mindaugas ; Filatovas, Ernestas ; Paktait, Vaiva. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1577-:d:1653129.

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2025Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models. (2025). Nakatsuma, Teruo ; Nakakita, Makoto ; Toyabe, Tomoki. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:16:p:2691-:d:1729283.

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2025On the time-varying causal relationships that drive bitcoin returns. (2025). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Working Papers. RePEc:gue:guelph:2025-01.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Benkraiem, Ramzi ; ben Osman, Myriam ; Guesmi, Khaled ; Urom, Christian. In: Post-Print. RePEc:hal:journl:hal-04631232.

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2024Speculating in zero-value assets: The greater fool game experiment. (2024). Neugebauer, Tibor ; Kirchler, Michael ; Huber, Jrgen ; Holzknecht, Armando. In: Working Papers. RePEc:inn:wpaper:2024-09.

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2024Time pressure reduces financial bubbles: Evidence from a forecasting experiment. (2024). Tuinstra, Jan ; Neunhoeffer, Frieder ; Anufriev, Mikhail. In: Working Papers REM. RePEc:ise:remwps:wp03512024.

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2025Relation Between Digital Currencies and Other Financial Markets: A Non-Linear and Multivariate Analysis. (2025). Sah, Abhishek ; Patra, Biswajit. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09466-7.

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2024Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Bassil, Charbel ; Kassamany, Talie ; Baz, Roland ; Harb, Etienne. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7.

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2024Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis. (2024). Khan, Khalid ; Meng, Kai. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10402-6.

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2024Gauging Demand for Cryptocurrency over the Economic Policy Uncertainty and Stock Market Volatility. (2024). Abdullah, Mohammad Nayeem ; Chowdhury, Emon Kalyan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10423-1.

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2024Exploring the Dynamics of Equity and Cryptocurrency Markets: Fresh Evidence from the Russia–Ukraine War. (2024). Naeem, Muhammad Abubakr ; Yousaf, Imran ; Hamouda, Foued. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10573-w.

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2025Examination of Bitcoin Hedging, Diversification and Safe-Haven Ability During Financial Crisis: Evidence from Equity, Bonds, Precious Metals and Exchange Rate Markets. (2025). Ullah, Mirzat ; Sohag, Kazi ; Doroshenko, Svetlana ; Mariev, Oleg. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10710-5.

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2025Neural Network for Valuing Bitcoin Options Under Jump-Diffusion and Market Sentiment Model. (2025). Pindza, Edson ; Clement, Jules ; Umeorah, Nneka ; Mwambi, Sutene. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10792-1.

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2024Geopolitical Risk and Cryptocurrency Market Volatility. (2024). Wang, Yanru ; Tang, Qirui ; Fang, YI. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:60:y:2024:i:14:p:3254-3270.

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2024Investors’ Beliefs and Cryptocurrency Prices. (2024). Benetton, Matteo ; Compiani, Giovanni. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:2:p:197-236..

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2024Bitcoin’s bubbly behaviors: does it resemble other financial bubbles of the past?. (2024). Náñez Alonso, Sergio ; Jorge Vázquez, Javier ; Naez, Sergio Luis ; Echarte, Miguel Angel ; Jorge-Vazquez, Javier ; Sanz-Bas, David. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03220-0.

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2025Sovereign bond yield and cryptocurrency returns within the frontier West African monetary zone: a dynamic contagion analysis. (2025). Ofori-Boateng, Kenneth ; Amewu, Godfred ; Gyamfi, Emmanuel Numapau ; Adom-Dankwa, Akwasi ; Atsu, Francis. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04599-0.

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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.
[Full Text][Citation analysis]		article11
2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin In: Economics Letters.
[Full Text][Citation analysis]		article634
2018Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets? In: Economics Letters.
[Full Text][Citation analysis]		article93
2019How easy is it to understand consumer finance? In: Economics Letters.
[Full Text][Citation analysis]		article4
2019The valuation of no-negative equity guarantees and equity release mortgages In: Economics Letters.
[Full Text][Citation analysis]		article9
2016Elementary modelling and behavioural analysis for emergency evacuations using social media In: European Journal of Operational Research.
[Full Text][Citation analysis]		article11
2011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article116
2016Negative bubbles and shocks in cryptocurrency markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article238
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 nother version. Agregated cites: 0		paper
2012Risk management and Basel‐Accord‐implementation in Pakistan In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]		article1
2017Bubbles, Blind-Spots and Brexit In: Risks.
[Full Text][Citation analysis]		article2
2009Bubbles and contagion in English house prices In: MPRA Paper.
[Full Text][Citation analysis]		paper5
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]		paper5
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 nother version. Agregated cites: 0		article
2014Multivariate bubbles and antibubbles In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2014Multivariate bubbles and antibubbles.(2014) In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		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]		article5
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]		article1
2019Takeover deterrents and cross partial ownership: The case of golden shares In: Managerial and Decision Economics.
[Full Text][Citation analysis]		article0

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