JUAN EVANGELISTA TRINIDAD-SEGOVIA

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Affiliations

• Universidad de Almería / Facultad de Ciencias Económicas y Empresariales / Departamento de Dirección y Gestión de Empresas
  • EDIRC entry
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Research profile

author of:

• A note on power-law cross-correlated processes (RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303143)
  by Fernández-Martínez, M. & Sánchez-Granero, M.A. & Casado Belmonte, M.P. & Trinidad Segovia, J.E.
• Theory of portfolios: New considerations on classic models and the Capital Market Line (RePEc:eee:ejores:v:163:y:2005:i:1:p:276-283)
  by Cruz Rambaud, Salvador & Garcia Perez, Jose & Angel Sanchez Granero, Miguel & Evangelista Trinidad Segovia, Juan
• Markowitz's model with Euclidean vector spaces (RePEc:eee:ejores:v:196:y:2009:i:3:p:1245-1248)
  by Rambaud, Salvador Cruz & Pérez, José García & Sánchez Granero, Miguel Ángel & Trinidad Segovia, Juan Evangelista
• Extending the Fama and French model with a long term memory factor (RePEc:eee:ejores:v:291:y:2021:i:2:p:421-426)
  by López-García, M.N. & Trinidad-Segovia, J.E. & Sánchez-Granero, M.A. & Pouchkarev, I.
• A new look at financial markets efficiency from linear response theory (RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006316)
  by Puertas, Antonio M. & Clara-Rahola, Joaquim & Sánchez-Granero, Miguel A. & de las Nieves, F. Javier & Trinidad-Segovia, Juan E.
• Market Beta is not dead: An approach from Random Matrix Theory (RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323001897)
  by Molero-González, L. & Trinidad-Segovia, J.E. & Sánchez-Granero, M.A. & García-Medina, A.
• Some comments on Hurst exponent and the long memory processes on capital markets (RePEc:eee:phsmap:v:387:y:2008:i:22:p:5543-5551)
  by Sánchez Granero, M.A. & Trinidad Segovia, J.E. & García Pérez, J.
• A note on geometric method-based procedures to calculate the Hurst exponent (RePEc:eee:phsmap:v:391:y:2012:i:6:p:2209-2214)
  by Trinidad Segovia, J.E. & Fernández-Martínez, M. & Sánchez-Granero, M.A.
• Measuring the self-similarity exponent in Lévy stable processes of financial time series (RePEc:eee:phsmap:v:392:y:2013:i:21:p:5330-5345)
  by Fernández-Martínez, M. & Sánchez-Granero, M.A. & Trinidad Segovia, J.E.
• Introducing Hurst exponent in pair trading (RePEc:eee:phsmap:v:488:y:2017:i:c:p:39-45)
  by Ramos-Requena, J.P. & Trinidad-Segovia, J.E. & Sánchez-Granero, M.A.
• A novel approach to detect volatility clusters in financial time series (RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119314098)
  by Trinidad Segovia, J.E. & Fernández-Martínez, M. & Sánchez-Granero, M.A.
• Testing the efficient market hypothesis in Latin American stock markets (RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931739x)
  by Sánchez-Granero, M.A. & Balladares, K.A. & Ramos-Requena, J.P. & Trinidad-Segovia, J.E.
• An Alternative Approach to Measure Co-Movement between Two Time Series (RePEc:gam:jmathe:v:8:y:2020:i:2:p:261-:d:321408)
  by José Pedro Ramos-Requena & Juan Evangelista Trinidad-Segovia & Miguel Ángel Sánchez-Granero
• Some Notes on the Formation of a Pair in Pairs Trading (RePEc:gam:jmathe:v:8:y:2020:i:3:p:348-:d:328579)
  by José Pedro Ramos-Requena & Juan Evangelista Trinidad-Segovia & Miguel Ángel Sánchez-Granero
• Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency (RePEc:gam:jmathe:v:9:y:2021:i:2:p:179-:d:482011)
  by Karen Balladares & José Pedro Ramos-Requena & Juan Evangelista Trinidad-Segovia & Miguel Angel Sánchez-Granero
• Volatility Co-Movement in Stock Markets (RePEc:gam:jmathe:v:9:y:2021:i:6:p:598-:d:514843)
  by María Nieves López-García & Miguel Angel Sánchez-Granero & Juan Evangelista Trinidad-Segovia & Antonio Manuel Puertas & Francisco Javier De las Nieves
• Exploring Arbitrage Strategies in Corporate Social Responsibility Companies (RePEc:gam:jsusta:v:12:y:2020:i:16:p:6293-:d:394618)
  by Estefanía Montoya-Cruz & José Pedro Ramos-Requena & Juan Evangelista Trinidad-Segovia & Miguel Ángel Sánchez-Granero
• A Cooperative Dynamic Approach to Pairs Trading (RePEc:hin:complx:7152846)
  by J. P. Ramos-Requena & M. N. López-García & M. A. Sánchez-Granero & J. E. Trinidad-Segovia & Paulo Jorge Silveira Ferreira
• The impact of regulation-based constraints on portfolio selection: The Spanish case (RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01327-w)
  by E. Grizickas Sapkute & M. A. Sánchez-Granero & M. N. López García & J. E. Trinidad Segovia
• Correction: The impact of regulation-based constraints on portfolio selection: The Spanish case (RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01402-2)
  by E. Grizickas Sapkute & M. A. Sánchez-Granero & M. N. López García & J. E. Trinidad Segovia
• The Effect of the Underlying Distribution in Hurst Exponent Estimation (RePEc:plo:pone00:0127824)
  by Miguel Ángel Sánchez & Juan E Trinidad & José García & Manuel Fernández
• A model for foreign exchange markets based on glassy Brownian systems (RePEc:plo:pone00:0188814)
  by M A Sánchez-Granero & J E Trinidad-Segovia & J Clara-Rahola & A M Puertas & F J De las Nieves
• Some comments on Bitcoin market (in)efficiency (RePEc:plo:pone00:0219243)
  by V Dimitrova & M Fernández-Martínez & M A Sánchez-Granero & J E Trinidad Segovia
• Improvement in Hurst exponent estimation and its application to financial markets (RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00394-x)
  by A. Gómez-Águila & J. E. Trinidad-Segovia & M. A. Sánchez-Granero
• Making Copulas Under Uncertainty (RePEc:wsi:wschap:9789812772992_0002)
  by C. Garcia-Garcia & J. M. Herrerias-Velasco & J. E. Trinidad-Segovia