John Fry : Citation Profile


Manchester Metropolitan University

7

H index

5

i10 index

1081

Citations

RESEARCH PRODUCTION:

17

Articles

15

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 98
   Journals where John Fry has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 8 (0.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr168
   Updated: 2025-04-19    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 (38)

Bouri, Elie (23)

GUPTA, RANGAN (21)

lucey, brian (21)

Yarovaya, Larisa (21)

Urquhart, Andrew (20)

Roubaud, David (19)

Tiwari, Aviral (12)

Lau, Chi Keung (12)

Fantazzini, Dean (12)

Sensoy, Ahmet (12)

Cites to:

Feigenbaum, James (26)

Zhou, Wei-Xing (26)

Malevergne, Yannick (13)

Ledoit, Olivier (10)

Yan, Wanfeng (6)

Zeira, Joseph (5)

Gandal, Neil (5)

Fantazzini, Dean (5)

Leigh, Andrew (4)

Kanas, Angelos (4)

Kanas, Angelos (4)

Main data


Production by document typearticlepaper20092010201120122013201420152016201720182019202002.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200920102011201220132014201520162017201820192020010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201220132014201520162017201820192020202120222023202420250100200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2009201020112012201320142015201620172018201920200250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 7Most cited documents1234567890250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

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)


Year  ↓Title of citing document  ↓
2024Calendar 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.

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2024Predicting Value at Risk for Cryptocurrencies Using Generalized Random Forests. (2022). Gorgen, Konstantin ; Schienle, Melanie ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224.

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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). 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?. (2023). Segalla, Esther ; Saggese, Pietro ; Raunig, Burkhard ; Haslhofer, Bernhard ; Zangerl, Felix ; Sigmund, Michael. In: Papers. RePEc:arx:papers:2309.16408.

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2024FinBERT-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.

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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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2024.

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2025.

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2024The 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.

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2024Cross-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.

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2024Dynamic 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.

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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). 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.

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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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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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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). Damianov, Damian S ; Shahedur, MD. 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). 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.

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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). Kara, Marta ; Soski, Tomasz ; 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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2024A 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.

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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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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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2024Shining 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.

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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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2024The 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.

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2024Are 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.

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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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2024Portfolio 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.

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2024Impacts 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.

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2024Understanding 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.

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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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2024Non-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.

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2024International 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.

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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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2025Explosive 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.

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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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2024Volatility 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.

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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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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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2024Bitcoin, speculative sentiments and crypto-assets valuation. (2024). Tut, Daniel. In: MPRA Paper. RePEc:pra:mprapa:120866.

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2025What are asset price bubbles? A survey on definitions of financial bubbles. (2025). Baumann, Michael Heinrich ; Janischewski, Anja. In: MPRA Paper. RePEc:pra:mprapa:123676.

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2024Examining 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.

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2024Cryptocurrencies 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.

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2024Measuring 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.

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2024The 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.

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2024The 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.

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2024Investor 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.

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2024Enduring 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.

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2025A 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.

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2024Regime 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.

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2024Assessing 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.

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2024The 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.

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2024Time-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.

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2024Price 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.

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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.

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2025What 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.

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2024Market 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.

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2024.

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2024The 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.

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Works by John Fry:


Year  ↓Title  ↓Type  ↓Cited  ↓
2016SMEs lending and Islamic finance. Is it a “win–win” situation? In: Economic Modelling.
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article11
2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin In: Economics Letters.
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article601
2018Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets? In: Economics Letters.
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article88
2019How easy is it to understand consumer finance? In: Economics Letters.
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article4
2019The valuation of no-negative equity guarantees and equity release mortgages In: Economics Letters.
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article8
2016Elementary modelling and behavioural analysis for emergency evacuations using social media In: European Journal of Operational Research.
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article9
2011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach In: Emerging Markets Review.
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article112
2016Negative bubbles and shocks in cryptocurrency markets In: International Review of Financial Analysis.
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article225
2009Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion In: EERI Research Paper Series.
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paper0
2009Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0
paper
2012Risk management and Basel‐Accord‐implementation in Pakistan In: Journal of Financial Regulation and Compliance.
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article1
2017Bubbles, Blind-Spots and Brexit In: Risks.
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article2
2009Bubbles and contagion in English house prices In: MPRA Paper.
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paper5
2010Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices. In: MPRA Paper.
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paper1
2010Gaussian and non-Gaussian models for financial bubbles via econophysics In: MPRA Paper.
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paper0
2011Revolutionary change and structural breaks: A time series analysis of wages and commodity prices in Britain 1264-1913 In: MPRA Paper.
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paper0
2011Evolution or revolution? a study of price and wage volatility in England, 1200-1900 In: MPRA Paper.
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paper0
2011Testable implications of economic revolutions: An application to historic data on European wages In: MPRA Paper.
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paper0
2011Risk management and the implementation of the Basel Accord in emerging countries: An application to Pakistan. In: MPRA Paper.
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paper0
2012Exogenous and endogenous crashes as phase transitions in complex financial systems In: MPRA Paper.
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paper5
2013Bubbles, shocks and elementary technical trading strategies In: MPRA Paper.
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paper0
2014Bubbles, shocks and elementary technical trading strategies.(2014) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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This paper has nother version. Agregated cites: 0
article
2014Multivariate bubbles and antibubbles In: MPRA Paper.
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paper3
2014Multivariate bubbles and antibubbles.(2014) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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This paper has nother version. Agregated cites: 3
article
2017Takeover incentives and defence with Cross Partial Ownerships In: MPRA Paper.
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paper0
2017Modelling and mitigation of Flash Crashes In: MPRA Paper.
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paper1
2017An analytically solvable model for soccer: further implications of the classical Poisson model In: MPRA Paper.
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paper0
2012Exogenous and endogenous market crashes as phase transitions in complex financial systems In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article4
2015Stochastic modelling for financial bubbles and policy In: Cogent Economics & Finance.
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article0
2019Stochastic Drawdowns In: Quantitative Finance.
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article0
2020An options-pricing approach to election prediction In: Quantitative Finance.
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article1
2019Takeover deterrents and cross partial ownership: The case of golden shares In: Managerial and Decision Economics.
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article0

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