John Fry
Economics and Econometrics · 2011–2018
A researcher in the Science corpus: 4 papers; trusts 14 researchers and is trusted by 20 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 45 citations into it; #3,049 of 23,481 by trust here, #2,615 by citations
- Finance — 33 citations into it; #1,531 of 10,518 by trust here, #1,075 by citations
- Information Systems — 16 citations into it; #982 of 8,771 by trust here, #980 by citations
- Management Science and Operations Research — 6 citations into it
Whom John Fry trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Nassim Nicholas Taleb
- Cars H. Hommes
- Rama Cont
- Ladislav Kristoufek
- Anders Johansen
- Beat Weber
- Melanie Swan
- Didier Sornette
- Neil Gandal
- David Yermack
Who trusts John Fry overall
- Shaen Corbet
- Paraskevi Katsiampa
- Elie Bouri
- Andrew Urquhart
- Tetsuya Takaishi
- M. Gronwald
- Adam S. Hayes
- Brian M. Lucey
- Emmanouil Platanakis
- Wilko Bolt
Papers from John Fry's perspective
Ordered by how strongly the researchers John Fry trusts endorse each paper. Same corpus, a different order for every researcher.
- Empirical properties of asset returns: stylized facts and statistical issues
- The Pricing of Options and Corporate Liabilities
- BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (Scientific Reports)
- A theory of power-law distributions in financial market fluctuations (Nature)
- Bitcoin: Economics, Technology, and Governance
- A test for independence based on the correlation dimension
- Why Stock Markets Crash: Critical Events in Complex Financial Systems
- The Black Swan: The Impact of the Highly Improbable
- Econometric Tests of Asset Price Bubbles: Taking Stock
- Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd, Elsevier, Amsterdam…
Their papers
- Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015) — 1,256 citations
- Negative bubbles and shocks in cryptocurrency markets (2016) — 451 citations
- Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach (2011) — 238 citations
- Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets? (2018) — 159 citations