PhD Probability and Statistics
MSc in Statistics with Distinction
BSc in Mathematics and Statistics (I)
PGCHE with Distinction (Recognised teaching qualification in Higher Eductaion)
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
Mathematical and Statistical applications in economics and business
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.
M. Burke, J. Fry How easy is it to understand consumer finance?. Economics Letters.
A. Brint, J. Fry Regional bias when benchmarking services using customer satisfaction scores. Total Quality Management and Business Excellence.
J. Fry (2018). Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?. Economics Letters. 171, pp.225-229.
J-P. Serbera, J. Fry Takeover deterrents and Cross Partial Ownership: the case of golden shares. Managerial and Decision Economics.
G. El Montasser, K. Naoui, JM. Fry (2018). Speculative bubbles or explosive fundamentals in stock prices? New evidence from SADF and GSADF tests. Journal of Statistics and Management Systems. 21(1), pp.93-106.
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 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. 79, pp.8-8.
JM. Fry (2015). Book Reviews. Market Technician: The journal of the STA. 78, pp.6-7.
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.
NH. Bingham, JM. Fry, R. Kiesel Multivariate elliptic processes. Statistica Neerlandica. 64(3), pp.352-366.
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.
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.
JM. Fry, T. Galla, JM. Binner (2014). Quantitative decision-making for the next generation of smarter evacuations. In: City evacuations: An interdisciplinary approach. Springer,