Ramos Requena, José Pedro Author
Introducing Hurst exponent in pair trading
- Ramos-Requena J.
- Trinidad-Segovia J.
- Sánchez-Granero M.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS - 15/12/2017
- SJR Quartile: Q2
- JCR Impact Factor: 2.132 (2017)
- Category normalized Impact: 1.834 (2017)
- CiteScore: 6.2 (2024)
- SJR: 0.773 (2017
- SNIP: 1.123 (2017
- JCR 5-year Impact Factor: 2.076
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Condensed Matter Physics (Q2); Statistics and Probability (Q2)
- Web of Science
- Scopus
- ORCID
DIFFERENT METHODOLOGIES AND USES OF THE HURST EXPONENT IN ECONOPHYSICS
- María de las Nieves López García
- José Pedro Ramos Requena
ESTUDIOS DE ECONOMIA APLICADA - 1/5/2019
- Category normalized Impact: 1.774 (2019)
- CiteScore: 0.5 (2020)
- Web of Science
- Scopus
- ORCID
- Dialnet
On the sensibility of the Pairs Trading strategy: the case of the FTS stock market index
- Fernández-Pérez A.
- López-García M.N.
- Ramos-Requena J.P.
ESTUDIOS DE ECONOMIA APLICADA - 1/1/2020
- Category normalized Impact: 0.136 (2020)
- CiteScore: 0.5 (2020)
- SJR: 0.123 (2020
- SNIP: 0.204 (2020
- Dialnet
- Scopus
- Web of Science
Testing the efficient market hypothesis in Latin American stock markets
- Sánchez-Granero M.
- Balladares K.
- Ramos-Requena J.
- Trinidad-Segovia J.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS - 15/2/2020
- JCR Quartile: Q2 (2020)
- SJR Quartile: Q1
- JCR Impact Factor: 3.263 (2020)
- Category normalized Impact: 1.668 (2020)
- CiteScore: 6.2 (2024)
- SJR: 0.64 (2020
- SNIP: 1.155 (2020
- JCR 5-year Impact Factor: 2.866
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Statistics and Probability (Q1); Condensed Matter Physics (Q1)
An Alternative Approach to Measure Co-Movement between Two Time Series
- Ramos-Requena J.P.
- Trinidad-Segovia J.E.
- Sánchez-Granero M.Á.
MATHEMATICS - 17/2/2020
- JCR Quartile: Q1 (2020)
- JCR Impact Factor: 2.258 (2020)
- Category normalized Impact: 2.042 (2020)
- CiteScore: 4.6 (2024)
- SJR: 0.495 (2020
- SNIP: 1.258 (2020
- JCR 5-year Impact Factor: 2.165
- JCR Categories: MATHEMATICS
Some Notes on the Formation of a Pair in Pairs Trading
- José Pedro Ramos Requena
- Juan E. Trinidad-Segovia
- M.A. Sanchez-Granero
MATHEMATICS - 1/3/2020
- JCR Quartile: Q1 (2020)
- JCR Impact Factor: 2.258 (2020)
- Category normalized Impact: 2.042 (2020)
- CiteScore: 2.2 (2020)
- SJR: 0.495 (2020
- SNIP: 1.29 (2020
- JCR 5-year Impact Factor: 2.165
- JCR Categories: MATHEMATICS
- Scopus
- OAI-PMH
- Web of Science
- ORCID
Exploring Arbitrage Strategies in Corporate Social Responsibility Companies
- Estefanía Montoya-Cruz
- José Pedro Ramos-Requena
- Juan Evangelista Trinidad-Segovia
- Miguel Ángel Sánchez-Granero
SUSTAINABILITY - 5/8/2020
- JCR Quartile: Q2 (2020)
- JCR Impact Factor: 3.251 (2020)
- Category normalized Impact: 0.354 (2020)
- CiteScore: 3.9 (2020)
- SJR: 0.612 (2020
- SNIP: 1.242 (2020
- JCR 5-year Impact Factor: 3.473
- JCR Categories: GREEN & SUSTAINABLE SCIENCE & TECHNOLOGY
Financial Development, Institutional Quality, and Environmental Degradation Nexus: New Evidence from Asymmetric ARDL Co-Integration Approach
- Farhan Ahmed
- shazia kousar
- Amber Pervaiz
- José Pedro Ramos Requena
SUSTAINABILITY - 1/9/2020
- JCR Quartile: Q2 (2020)
- JCR Impact Factor: 3.251 (2020)
- Category normalized Impact: 2.167 (2020)
- CiteScore: 3.9 (2020)
- SJR: 0.612 (2020
- SNIP: 1.242 (2020
- JCR 5-year Impact Factor: 3.473
- JCR Categories: GREEN & SUSTAINABLE SCIENCE & TECHNOLOGY
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency
- Karen Balladares
- José Pedro Ramos Requena
- Juan E. Trinidad-Segovia
- M.A. Sanchez-Granero
MATHEMATICS - 2/1/2021
- JCR Quartile: Q1 (2021)
- JCR Impact Factor: 2.592 (2021)
- Category normalized Impact: 1.916 (2021)
- CiteScore: 4.6 (2024)
- SJR: 0.538 (2021
- SNIP: 1.117 (2021
- JCR 5-year Impact Factor: 2.542
- JCR Categories: MATHEMATICS
A Cooperative Dynamic Approach to Pairs Trading
- Ramos-Requena J.P.
- López-García M.N.
- Sánchez-Granero M.A.
- Trinidad-Segovia J.E.
COMPLEXITY - 13/10/2021
- JCR Quartile: Q2 (2021)
- JCR Impact Factor: 2.121 (2021)
- Category normalized Impact: 0.089 (2021)
- CiteScore: 7 (2024)
- SJR: 0.463 (2021
- SNIP: 0.756 (2021
- JCR 5-year Impact Factor: 2.213
- JCR Categories: MULTIDISCIPLINARY SCIENCES
- ORCID
- Scopus
- Web of Science
Aplicación de una estrategia de arbitraje estadístico al Ibex 35
Book chapter
- José Pedro Ramos Requena
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
Anales de Economía Aplicada 2018: economía del transporte y logistica portuaria - 2018
- Dialnet
Un nuevo enfoque para una estrategia de arbitraje estadístico. El método hp
Book chapter
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
- José Pedro Ramos Requena
XXXIII Congreso Internacional de economía aplicada Asepelt 2019: economía azul - 2020
- Dialnet
STUDENTS' PERCEPTIONS OF ETHICAL DEVELOPMENT IN BUSINESS EDUCATION PROGRAMS
- Casado-Belmonte, M. P.
- Carmen Martinez-Victoria, M.
- Martinez-Romero, M. J.
- Ramos-Requena, J. P.
- Martinez-Alonso, R.
- Chova, LG
- Martinez, AL
- Torres, IC
12TH INTERNATIONAL CONFERENCE OF EDUCATION, RESEARCH AND INNOVATION (ICERI2019) - 2019
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h index
Scopus: 9
Web of Science: 9
i10 index
Scopus: 8
Web of Science: 8
Research groups
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Finanzas empresariales
Role: Miembro
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