7
H index
5
i10 index
1081
Citations
Manchester Metropolitan University | 7 H index 5 i10 index 1081 Citations RESEARCH PRODUCTION: 17 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Economics Letters | 4 |
The European Physical Journal B: Condensed Matter and Complex Systems | 3 |
Quantitative Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 14 |
Year ![]() | Title of citing document ![]() |
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2024 | Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Leccadito, Arturo ; Lawuobahsumo, Kokulo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001. Full description at Econpapers || Download paper |
2024 | Predicting Value at Risk for Cryptocurrencies Using Generalized Random Forests. (2022). Gorgen, Konstantin ; Schienle, Melanie ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224. Full description at Econpapers || Download paper |
2024 | Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722. Full description at Econpapers || Download paper |
2024 | Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?. (2023). Segalla, Esther ; Saggese, Pietro ; Raunig, Burkhard ; Haslhofer, Bernhard ; Zangerl, Felix ; Sigmund, Michael. In: Papers. RePEc:arx:papers:2309.16408. Full description at Econpapers || Download paper |
2024 | FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics. (2024). Khan, Md Mosaddek ; Rahman, Md Mahmudur ; Lamia, Lubna Zahan ; Bin, Mabsur Fatin. In: Papers. RePEc:arx:papers:2411.12748. Full description at Econpapers || Download paper |
2025 | CryptoPulse: Short-Term Cryptocurrency Forecasting with Dual-Prediction and Cross-Correlated Market Indicators. (2025). Kumar, Amit ; Ji, Taoran. In: Papers. RePEc:arx:papers:2502.19349. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2024 | The implications of virtual money on travel and tourism. (2024). Li, Mingnan ; Manahov, Viktor. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738323001597. Full description at Econpapers || Download paper |
2024 | Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551. Full description at Econpapers || Download paper |
2024 | Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584. Full description at Econpapers || Download paper |
2024 | Risk 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. Full description at Econpapers || Download paper |
2024 | Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172. Full description at Econpapers || Download paper |
2024 | Can 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. Full description at Econpapers || Download paper |
2024 | Larger 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. Full description at Econpapers || Download paper |
2024 | Is 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. Full description at Econpapers || Download paper |
2024 | Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices. (2024). Damianov, Damian S ; Shahedur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004659. Full description at Econpapers || Download paper |
2024 | Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2024 | Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024. Full description at Econpapers || Download paper |
2024 | Bursting 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. Full description at Econpapers || Download paper |
2024 | A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies. (2024). Hsu, Yuan-Teng ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011352. Full description at Econpapers || Download paper |
2024 | Bubble occurrence and landing. (2024). Wan, Junmin. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001109. Full description at Econpapers || Download paper |
2024 | Unveiling 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. Full description at Econpapers || Download paper |
2024 | Not 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. Full description at Econpapers || Download paper |
2024 | Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). Vigne, Samuel A ; Lucey, Brian M ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898. Full description at Econpapers || Download paper |
2024 | Crude 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. Full description at Econpapers || Download paper |
2024 | The dynamics of bonds, commodities and bitcoin based on NARDL approach. (2024). Bilgin, Mehmet Huseyin ; Rashid, Mamunur ; Hassan, Kabir M ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:58-70. Full description at Econpapers || Download paper |
2024 | Are markets sentiment driving the price bubbles in the virtual?. (2024). Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam ; Naoui, Kamel ; Hamdi, Haykel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:272-285. Full description at Econpapers || Download paper |
2024 | Arbitrage 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. Full description at Econpapers || Download paper |
2024 | Detecting 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. Full description at Econpapers || Download paper |
2024 | Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611. Full description at Econpapers || Download paper |
2024 | Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Wang, Chen ; Wu, Ruoxi ; Li, Xiao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000291. Full description at Econpapers || Download paper |
2024 | Understanding the impact of the financial technology revolution on systemic risk: Evidence from US and EU diversified financials. (2024). Vioto, Davide ; Gianfrancesco, Igor ; Damico, Simona ; Curcio, Domenico. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000837. Full description at Econpapers || Download paper |
2024 | Cryptocurrency 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. Full description at Econpapers || Download paper |
2024 | Do 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. Full description at Econpapers || Download paper |
2024 | Non-fungible tokens: The missing ingredient for sustainable supply chains in the metaverse age?. (2024). Lyons, Andrew ; Sharifi, Hossein ; Davies, Jennifer ; Shokry, Omar Khaled ; Forster, Rick. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:182:y:2024:i:c:s1366554524000024. Full description at Econpapers || Download paper |
2024 | International monetary policy and cryptocurrency markets: dynamic and spillover effects. (2022). Sousa, Ricardo ; Elsayed, Ahmed H. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115305. Full description at Econpapers || Download paper |
2025 | Phase 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. Full description at Econpapers || Download paper |
2025 | Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies. (2025). Velasquez-Gaviria, Daniel ; Hecq, Alain. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:13-:d:1619092. Full description at Econpapers || Download paper |
2024 | Bank Crisis Boosts Bitcoin Price. (2024). Sergio, Ivan ; Petti, Danilo. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:134-:d:1362213. Full description at Econpapers || Download paper |
2024 | Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Kassamany, Talie ; Bassil, Charbel ; Harb, Etienne ; Baz, Roland. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7. Full description at Econpapers || Download paper |
2024 | Exploring 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. Full description at Econpapers || Download paper |
2024 | Geopolitical 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. Full description at Econpapers || Download paper |
2024 | Bitcoin, speculative sentiments and crypto-assets valuation. (2024). Tut, Daniel. In: MPRA Paper. RePEc:pra:mprapa:120866. Full description at Econpapers || Download paper |
2025 | What are asset price bubbles? A survey on definitions of financial bubbles. (2025). Baumann, Michael Heinrich ; Janischewski, Anja. In: MPRA Paper. RePEc:pra:mprapa:123676. Full description at Econpapers || Download paper |
2024 | Examining Volatility Spillover Between Foreign Exchange Markets and Stock Markets of Countries such as BRICS Countries. (2024). Ganeshwari, M ; Theivanayaki, M ; Singh, Dharmendra. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:5:p:1269-1289. Full description at Econpapers || Download paper |
2024 | Cryptocurrencies as a Speculative Asset: How Much Uncertainty is Included in Cryptocurrency Price?. (2024). Ahsan, Tayyaba ; Khan, Mubashir ; Zawadzki, Krystian. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241256263. Full description at Econpapers || Download paper |
2024 | Measuring cryptocurrency moment convergence using distance analysis. (2024). Dao, Thong ; Su, Haozhe ; Cheah, Jeremy Eng-Tuck. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05573-2. Full description at Econpapers || Download paper |
2024 | The great crypto crash in September 2018: why did the cryptocurrency market collapse?. (2024). Manahov, Viktor. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05575-0. Full description at Econpapers || Download paper |
2024 | The nexus between black and digital gold: evidence from US markets. (2024). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Ahmed, Rizwan ; Duc, Toan Luu ; Anh, Ngoc Quang. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04192-z. Full description at Econpapers || Download paper |
2024 | Investor attention and cryptocurrency market liquidity: a double-edged sword. (2024). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Li, Tong ; Yao, Shouyu. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04915-w. Full description at Econpapers || Download paper |
2024 | Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05884-y. Full description at Econpapers || Download paper |
2025 | A Two-Stage Analysis of Interaction Between Stock and Exchange Rate Markets: Evidence from Turkey. (2025). Faisal, Muhammad Ali ; Donduran, Murat. In: Annals of Data Science. RePEc:spr:aodasc:v:12:y:2025:i:1:d:10.1007_s40745-024-00547-y. Full description at Econpapers || Download paper |
2024 | Regime switching and causal network analysis of cryptocurrency volatility: evidence from pre-COVID and post-COVID analysis. (2024). Kayal, Parthajit ; Dutta, Sumanjay. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:2:d:10.1007_s42521-023-00104-x. Full description at Econpapers || Download paper |
2024 | Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach. (2024). Mba, Jules Clement. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00559-2. Full description at Econpapers || Download paper |
2024 | The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y. Full description at Econpapers || Download paper |
2024 | Time-varying spillovers in high-order moments among cryptocurrencies. (2024). Azimli, Asil. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00612-8. Full description at Econpapers || Download paper |
2024 | Price dynamics and volatility jumps in bitcoin options. (2024). Yang, Jimmy J ; Chen, Kuo Shing. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00653-z. Full description at Econpapers || Download paper |
2024 | “All are investing in Crypto, I fear of being missed out”: examining the influence of herding, loss aversion, and overconfidence in the cryptocurrency market with the mediating effect of FOMO. (2024). Sood, Kirti ; Jain, Jinesh ; Kaur, Manpreet. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01739-z. Full description at Econpapers || Download paper |
2025 | What are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles. (2025). Baumann, Michael Heinrich ; Janischewski, Anja. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep065. Full description at Econpapers || Download paper |
2024 | Market efficiency of the cryptocurrencies: Some new evidence based on price–volume relationship. (2024). Sethi, Dinabandhu ; Sahoo, Pradipta Kumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1569-1580. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | The Bitcoin price and Bitcoin price uncertainty: Evidence of Bitcoin price volatility. (2024). Lin, Boqiang ; Yildirim, Hakan ; Kose, Nezir ; Unal, Emre. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:673-695. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2016 | SMEs lending and Islamic finance. Is it a “win–win” situation? In: Economic Modelling. [Full Text][Citation analysis] | article | 11 |
2015 | Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin In: Economics Letters. [Full Text][Citation analysis] | article | 601 |
2018 | Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets? In: Economics Letters. [Full Text][Citation analysis] | article | 88 |
2019 | How easy is it to understand consumer finance? In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2019 | The valuation of no-negative equity guarantees and equity release mortgages In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
2016 | Elementary modelling and behavioural analysis for emergency evacuations using social media In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 9 |
2011 | Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach In: Emerging Markets Review. [Full Text][Citation analysis] | article | 112 |
2016 | Negative bubbles and shocks in cryptocurrency markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 225 |
2009 | Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion In: EERI Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2009 | Statistical 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 | |
2012 | Risk management and Basel‐Accord‐implementation in Pakistan In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 1 |
2017 | Bubbles, Blind-Spots and Brexit In: Risks. [Full Text][Citation analysis] | article | 2 |
2009 | Bubbles and contagion in English house prices In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2010 | Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices. In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2010 | Gaussian and non-Gaussian models for financial bubbles via econophysics In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2011 | Revolutionary change and structural breaks: A time series analysis of wages and commodity prices in Britain 1264-1913 In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2011 | Evolution or revolution? a study of price and wage volatility in England, 1200-1900 In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2011 | Testable implications of economic revolutions: An application to historic data on European wages In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2011 | Risk management and the implementation of the Basel Accord in emerging countries: An application to Pakistan. In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | Exogenous and endogenous crashes as phase transitions in complex financial systems In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2013 | Bubbles, shocks and elementary technical trading strategies In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2014 | Bubbles, 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 | |
2014 | Multivariate bubbles and antibubbles In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2014 | Multivariate 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 | |
2017 | Takeover incentives and defence with Cross Partial Ownerships In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | Modelling and mitigation of Flash Crashes In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2017 | An analytically solvable model for soccer: further implications of the classical Poisson model In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | Exogenous 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] | article | 4 |
2015 | Stochastic modelling for financial bubbles and policy In: Cogent Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Stochastic Drawdowns In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2020 | An options-pricing approach to election prediction In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2019 | Takeover deterrents and cross partial ownership: The case of golden shares In: Managerial and Decision Economics. [Full Text][Citation analysis] | article | 0 |
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