Dr John Fry

Academic and professional qualifications

PhD Probability and Statistics

MSc in Statistics with Distinction

BSc in Mathematics and Statistics (I)

PGCHE with Distinction (Recognised teaching qualification in Higher Eductaion)

Previous employment

Raeder in Business and Management, Sheffield Hallam University 2016-2017

Lecturer in Finance, Sheffield University Management School 2012-2016

Lectuer in Statistics, Nottingham Trent University 2011-2012

Post Doctoral Research Fellow in Finance, University of East London 2010-2011

Post Doctoral Research Fellow in Finance, Department of Economics, University of Manchester 2009-2010

Research expertise

Econophysics

Mathematical Finance

Operations Research

Mathematical and Statistical applications in economics and business

Publications

• Books (authored/edited/special issues)

  NH. Bingham, JM. Fry (2010). Regression Linear Models in Statistics. Springer Science & Business Media.

  JM. Fry (2010). Modelling bubbles and crashes in economics. VDM Publishing.

• Journal articles

  HA. Abdou, S. Mitra, J. Fry, AA. Elamer (2019). Would two-stage scoring models alleviate bank exposure to bad debt?. Expert Systems with Applications. 128, pp.1-13.

  J. Fry, A. Brint (2017). Bubbles, Blind-Spots and Brexit. Risks. 5(3),

  J. Fry, E-T. Cheah (2016). Negative bubbles and shocks in cryptocurrency markets. International Review of Financial Analysis. 47, pp.343-352.

  J. Fry, JM. Binner (2016). Elementary modelling and behavioural analysis for emergency evacuations using social media. European Journal of Operational Research. 249(3), pp.1014-1023.

  M. Duygun, M. Shaban, JM. Fry (2016). SME's lending and Islamic finance. Is it a "win-win" situation?. Economic Modelling. 55, pp.1-5.

  G. El Montasser, J. Fry, N. Apergis (2016). Explosive bubbles in the US–China exchange rate? Evidence from right-tailed unit root tests. China Economic Journal. 9(1), pp.34-46.

  J. Fry (2015). Stochastic modelling for financial bubbles and policy. Cogent Economics & Finance. 3(1),

  E-T. Cheah, J. Fry (2015). Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin. Economics Letters. 130, pp.32-36.

  JM. Fry (2015). Book Reviews. Market Technician: The journal of the STA. 78, pp.6-7.

  JM. Fry (2015). Book reviews. Market Technician: The journal of the STA. 79, pp.8-8.

  J. Fry (2014). Multivariate bubbles and antibubbles. The European Physical Journal B. 87(8),

  JM. Fry (2014). Mathematical modelling, technical analysis and econophysics. Market Technician: The Journal of the STA. 77, pp.5-8.

  J. Fry (2014). Bubbles, shocks and elementary technical trading strategies. The European Physical Journal B. 87(1),

  JM. Fry (2012). Exogenous and endogenous market crashes as phase transitions in complex financial systems. The European Physical Journal B. 85(12),

  O. Masood, J. Fry (2012). Risk management and Basel‐Accord‐implementation in Pakistan. Journal of Financial Regulation and Compliance. 20(3), pp.293-306.

  C. Walid, A. Chaker, O. Masood, J. Fry (2011). Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach. Emerging Markets Review. 12(3), pp.272-292.

  JM. Fry (2011). Gaussian and non-Gaussian models for financial bubbles via econophysics. Hyperion International Journal of Econophysics & New Economy. 4, pp.7-22.

  NH. Bingham, JM. Fry, R. Kiesel (2010). Multivariate elliptic processes. Statistica Neerlandica. 64(3), pp.352-366.

  JM. Fry (2010). Bubbles and crashes in Finance: A phase transition from random to deterministic behaviour in prices. Journal of Applied Research in Finance. 2, pp.131-137.

• Chapters in books

  JM. Fry, T. Galla, JM. Binner (2014). Quantitative decision-making for the next generation of smarter evacuations. In: City evacuations: An interdisciplinary approach. Springer,