Trinidad Segovia, Juan Evangelista Author

Open Access

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

10.1371/journal.pone.0303252

Cite count:
Open Access

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

10.1016/j.heliyon.2023.e19022

Cite count:

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

10.1016/j.frl.2023.103816

Cite count:

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

10.1016/j.jeca.2023.e00302

Cite count: 4 (Scopus)
Open Access

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

10.1057/s41599-023-01514-3

Cite count: 6 (Web of Science) 2 (Scopus)

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

10.1016/j.frl.2022.103455

Cite count: 3 (Web of Science) 2 (Scopus)

Measuring conditional correlation between financial markets’ inefficiency

  • Di Sciorio F.
  • Mattera R.
  • Trinidad Segovia J.E.

Quantitative Finance and Economics - 1/1/2023

10.3934/qfe.2023025

Cite count:

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

10.18778/2391-6478.1.37.01

  • ORCID
Open Access

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

10.1186/s40854-022-00394-x

Cite count: 8 (Web of Science)
Open Access

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

10.1155/2022/4741566

Cite count: 3 (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

Cite count:
  • Dialnet

Financial markets: A view from statistical mechanics

  • María de las Nieves López García
  • Juan Evangelista Trinidad Segovia
  • Miguel Angel Sánchez Granero

2022

Cite count:
  • 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

Cite count:
  • 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

Cite count:
  • 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

Cite count:
  • 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

Cite count:
  • 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
... View more Collapse

FRACTAL DIMENSION FOR FRACTAL STRUCTURES: WITH APPLICATIONS TO FINANCE - 2019

Cite count:

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

10.1007/978-3-030-16645-8

Cite count: 8 (Web of Science) 6 (Scopus)

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

Cite count:
  • Dialnet

Aplicacion del exponente de hurst en la estrategia de pairs trading

  • José Pedro Ramos Requena
  • Juan Evangelista Trinidad Segovia
  • Miguel Angel Sánchez Granero

2018

Cite count:
  • 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
... View more Collapse

14TH INTERNATIONAL TECHNOLOGY, EDUCATION AND DEVELOPMENT CONFERENCE (INTED2020) - 2020

Cite count:

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

Cite count:

Making copulas under uncertainty

  • Garcia-Garcia C.
  • Herrerias-Velasco J.
  • Trinidad-Segovia J.

DISTRIBUTION MODELS THEORY - 1/1/2006

10.1142/9789812772992_0002

Cite count: 1 (Web of Science) 1 (Scopus)

This author has no patents.

This author has no reports or other types of publications.

Scopus: 11

Web of Science: 14

Scopus: 13

Web of Science: 20

Last data update: 11/30/24 5:56 AM
Next scheduled update: 12/7/24 3:00 AM