Trinidad Segovia, Juan Evangelista Author
Multifractality approach of a generalized Shannon index in financial time series
- Felipe S. Abril-Bermúdez
- Aurelio F. Bariviera
- Juan E. Trinidad-Segovia
- Miguel A. Sánchez-Granero
- Carlos J. Quimbay-Herrera
PLOS ONE - 21/6/2024
- CiteScore: 6.2 (2023)
- SJR: 0.839 (2023
- SNIP: 1.084 (2023
- Scopus
- ORCID
- Web of Science
Deciphering equity style returns: An analysis of size and value anomalies in the Pakistani stock exchange
- Muhammad Kashif
- Sumaira Chamadia
- Farhan Ahmed
- Juan E. Trinidad Segovia
HELIYON - 1/8/2023
- JCR Quartile: Q1 (2023)
- JCR Impact Factor: 3.4 (2023)
- CiteScore: 5.6 (2022)
- SJR: 0.609 (2022
- SNIP: 1.332 (2022
- JCR 5-year Impact Factor: 3.9
- JCR Categories: MULTIDISCIPLINARY SCIENCES
- Scopus
- ORCID
- Web of Science
Market Beta is not dead: An approach from Random Matrix Theory
- L. Molero-González
- J.E. Trinidad-Segovia
- M.A. Sánchez-Granero
- A. García-Medina
FINANCE RESEARCH LETTERS - 1/7/2023
- JCR Quartile: Q1 (2023)
- JCR Impact Factor: 7.4 (2023)
- CiteScore: 10.8 (2022)
- SJR: 2.231 (2022
- SNIP: 2.67 (2022
- Scopus
- ORCID
- Web of Science
Corporate vulnerability in the US and China during COVID-19: A machine learning approach
- Khan M.A.
- Segovia J.E.T.
- Bhatti M.I.
- Kabir A.
Journal of Economic Asymmetries - 1/6/2023
- CiteScore: 4.1 (2022)
- SJR: 0.543 (2022
- SNIP: 1.152 (2022
Is government spending in the education and health sector necessary for human capital development?
- Shazia Kousar
- Farhan Ahmed
- Muhammad Afzal
- Juan E. Trinidad Segovia
HUMANITIES & SOCIAL SCIENCES COMMUNICATIONS - 16/2/2023
- JCR Quartile: Q1 (2023)
- JCR Impact Factor: 3.7 (2023)
- Category normalized Impact: 6.421 (2023)
- Scopus
- ORCID
- Web of Science
A new look at financial markets efficiency from linear response theory
- Antonio M. Puertas
- Joaquim Clara-Rahola
- Miguel A. Sánchez-Granero
- F. Javier de las Nieves
- Juan E. Trinidad-Segovia
FINANCE RESEARCH LETTERS - 1/1/2023
- JCR Quartile: Q1 (2022)
- JCR Impact Factor: 10.4 (2022)
- Category normalized Impact: 0.151 (2023)
- CiteScore: 10.8 (2022)
- SJR: 2.231 (2022
- SNIP: 2.67 (2022
- JCR 5-year Impact Factor: 8.9
- JCR Categories: BUSINESS, FINANCE
- Scopus
- ORCID
- Web of Science
Measuring conditional correlation between financial markets’ inefficiency
- Di Sciorio F.
- Mattera R.
- Trinidad Segovia J.E.
Quantitative Finance and Economics - 1/1/2023
The Impact of COVID-19 Cases on Stock Prices of Selected Companies Representing Tourism and Banking Sectors
- Volkan Dayan
- Monika Bolek
- Juan E. Trinidad-Segovia
Finanse i Prawo Finansowe - 27/03/2023
- ORCID
Improvement in Hurst exponent estimation and its application to financial markets
- A. Gómez-Águila
- J. E. Trinidad-Segovia
- M. A. Sánchez-Granero
FINANCIAL INNOVATION - 26/9/2022
- JCR Quartile: Q1 (2022)
- JCR Impact Factor: 8.4 (2022)
- Category normalized Impact: 0.833 (2022)
- JCR 5-year Impact Factor: 7.3
- JCR Categories: BUSINESS, FINANCE
- Scopus
- ORCID
- Web of Science
A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends
- Juan E. Trinidad Segovia
- Fabrizio Di Sciorio
- Raffaele Mattera
- Maria Spano
- Wei Xing Zhou
COMPLEXITY - 15/9/2022
- JCR Quartile: Q2 (2022)
- JCR Impact Factor: 2.3 (2022)
- CiteScore: 3.5 (2021)
- SJR: 0.463 (2021
- SNIP: 0.766 (2021
- JCR 5-year Impact Factor: 2.3
- JCR Categories: MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
- Scopus
- ORCID
- Web of Science
Arbitraje estadístico en mercados emergentes: Un test global de eficiencia
- Karen Andrea Balladares Ponguillo
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2022
- Dialnet
Financial markets: A view from statistical mechanics
- María de las Nieves López García
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2022
- Dialnet
Caracterización del mercado de criptomonedas y su evolución hasta la tercera generación
- Venelina Nikolova Nikolova
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2021
- Dialnet
Una nueva perspectiva de la frontera eficiente en el modelo de sharpe
- María de las Nieves López García
- Jose Cristian Fernandez Cabeza
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
Anales de Economía Aplicada 2018: economía del transporte y logística portuaria - 2020
- Dialnet
Incorporación del factor memoria en el modelo de cuatro factores de fama y french
- Juan Evangelista Trinidad Segovia
- María de las Nieves López García
XXXIII Congreso Internacional de economía aplicada Asepelt 2019: economía azul - 2020
- Dialnet
Un nuevo enfoque para una estrategia de arbitraje estadístico. El método hp
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
- José Pedro Ramos Requena
XXXIII Congreso Internacional de economía aplicada Asepelt 2019: economía azul - 2020
- Dialnet
Fractal Dimension for Fractal Structures With Applications to Finance Preface
- Fernandez-Martinez, Manuel
- Garcia Guirao, Juan Luis
- Angel Sanchez-Granero, Miguel
- Trinidad Segovia, Juan Evangelista
- FernandezMartinez, M
- Guirao, JLG
- SanchezGranero, MA
- Segovia, JET
FRACTAL DIMENSION FOR FRACTAL STRUCTURES: WITH APPLICATIONS TO FINANCE - 2019
Fractal Dimension for Fractal Structures: With Applications to Finance
- Fernández-Martínez M.
- Guirao J.
- Sánchez-Granero M.
- Segovia J.
FRACTAL DIMENSION FOR FRACTAL STRUCTURES: WITH APPLICATIONS TO FINANCE - 1/1/2019
- JCR Quartile: Q4 (2019)
- SJR Quartile: Q2
- Category normalized Impact: 0.535 (2019)
- CiteScore: 1 (2020)
- SJR: 0.454 (2019
- SNIP: 0.247 (2019
- SJR Categories: Agricultural and Biological Sciences (miscellaneous) (Q2); Computational Mechanics (Q2); Fluid Flow and Transfer Processes (Q2); Industrial and Manufacturing Engineering (Q2); Physics and Astronomy (miscellaneous) (Q2); Applied Mathematics (Q3); Computational Mathematics (Q3); Numerical Analysis (Q3)
- Scopus
- ORCID
- Web of Science
Exponente de Hurst y los mercados en desarrollo
- Karen Andrea Balladares Ponguillo
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
Anales de Economía Aplicada 2018: economía del transporte y logistica portuaria - 2018
- Dialnet
AWARENESS OF ETHIC ISSUES IN UNDERGRADUATE STUDENTS. TECHNICAL VS BUSINESS STUDENT PERCEPTIONS
- Casado-Belmonte, M. P.
- Martinez-Victoria, M. C.
- Sanchez-Granero, M. A.
- Trinidad-Segovia, J. E.
- Chova, LG
- Martinez, AL
- Torres, IC
14TH INTERNATIONAL TECHNOLOGY, EDUCATION AND DEVELOPMENT CONFERENCE (INTED2020) - 2020
AN ANALYSIS OF THE EFFICIENCY OF A VIRTUAL CONTINUOUS EVALUATION SYSTEM
- Trinidad Segovia, Juan Evangelista
- Sanchez Canadas, Maria del Mar
- Rosario Diaz, Juana
- Torres, IC
- Chova, LG
- Martinez, AL
2011 4TH INTERNATIONAL CONFERENCE OF EDUCATION, RESEARCH AND INNOVATION (ICERI) - 2011
Making copulas under uncertainty
- Garcia-Garcia C.
- Herrerias-Velasco J.
- Trinidad-Segovia J.
DISTRIBUTION MODELS THEORY - 1/1/2006
- Category normalized Impact: 0.31 (2006)
- SJR Categories: Atomic and Molecular Physics, and Optics
- Scopus
- ORCID
- Web of Science
This author has no patents.
This author has no reports or other types of publications.
h index
Scopus: 11
Web of Science: 14
i10 index
Scopus: 13
Web of Science: 20
Research groups
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Finanzas empresariales
Role: Miembro
Author profiles
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ORCID
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Web of Science ResearcherID
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Scopus Author ID
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URI Datos BNE
Research projects at UAL
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Acronym PID2021-127836NB-I00Since: September 1, 2022Until: September 1, 2025Funded by: Ministerio de Ciencia e InnovaciónFunding / grant amount: 46,000.00 EURPrincipal Investigator (PI)Role: Investigador principal 2
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Acronym UAL18-FQM-B038-ASince: October 1, 2019Until: September 30, 2021Funded by: Universidad de AlmeríaFunding / grant amount: 18,700.00 EURRole: Investigador
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Acronym PGC2018-101555-B-I00Since: January 1, 2019Until: December 31, 2021Funded by: Ministerio de Ciencia, Innovación y UniversidadesFunding / grant amount: 24,200.00 EURPrincipal Investigator (PI)Role: Investigador principal 2
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Acronym DER2016-76053-RSince: December 30, 2016Until: December 29, 2020Funded by: Ministerio de Economía, Industria y CompetitividadFunding / grant amount: 13,310.00 EURRole: Investigador
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Acronym STARTIFY7Since: January 1, 2015Until: December 31, 2016Funded by: NaNFunding / grant amount: 114,551.00 EURRole: Investigador
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Acronym P09-SEJ-05404Since: March 11, 2011Until: December 31, 2014Funded by: JUNTAFunding / grant amount: 6,500.00 EURRole: Investigador
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Acronym SEJ2005-25764-ESince: July 5, 2006Until: July 5, 2007Funded by: MECFunding / grant amount: 3,000.00 EURRole: Investigador
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Acronym AT.0003.AL/01Since: October 29, 2001Until: October 29, 2003Funded by: JUNTAFunding / grant amount: 34,858.70 EURRole: NaN