People
Dr John Fry
Associate Professor of Finance
School/Department: Business, School of
Email: jmf55@leicester.ac.uk
Profile
A dedicated Higher Education professional committed to excellent teaching and research. I have had some of my best-ever student feedback in recent years and was nominated for two Student Union teaching awards in 2026. I have also recently published elite level journal papers alongside dissertation students and alongside industrial collaborators. A trained mathematician I have variously lectured across finance, operations research and mathematics and statistics. I have an internationally excellent research record with a number of publications in 3* and 4* journals and over 3000 Google Scholar citations. I am the co-author of two student textbooks: Regression (published with Nick Bingham in 2010) and Quantitative Methods in Finance using R (published with Matt Burke in 2022). I am best known for my work in finance. My work forms the prototype model for bubbles in Bitcoin and cryptocurrency markets and I won an international best-paper prize in 2019. Having worked in UK business schools over a number of years I have also undertaken a wide variety of applied econometric and economic modelling work. I have also worked on a range of behavioural problems related to (but not strictly) finance including modelling emergency evacuations and modelling customer satisfaction scores. Another strand of my research lies in innovative applications of options-pricing models. Applications include political forecasting, financial forecasting and the evaluation of equity-release mortgages. My recent work also includes a number of sports applications – largely driven by student dissertation work. Recent publications variously cover football, rugby union, Formula 1, chess and curling.