JUAN EVANGELISTA TRINIDAD-SEGOVIA : Citation Profile

Universidad de Almería

6

H index

4

i10 index

146

Citations

RESEARCH PRODUCTION:

24

Articles

1

Chapters

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 8
   Journals where JUAN EVANGELISTA TRINIDAD-SEGOVIA has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 15 (9.32 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ptr47
   Updated: 2026-02-14    RAS profile: 2025-01-27    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with JUAN EVANGELISTA TRINIDAD-SEGOVIA.

Is cited by:

Gil-Alana, Luis (3)

Wadud, Sania (2)

Miller, Stephen (2)

Pernagallo, Giuseppe (2)

GUPTA, RANGAN (2)

Venegas-Martínez, Francisco (1)

Yarovaya, Larisa (1)

Bastos, João (1)

Bouri, Elie (1)

Papathanasiou, Spyros (1)

Dash, Mihir (1)

Cites to:

Krištoufek, Ladislav (36)

Dacorogna, Michel (23)

Vošvrda, Miloslav (23)

Weron, Rafał (13)

Lo, Andrew (13)

Zhou, Wei-Xing (12)

Zin, Stanley (12)

Engle, Robert (12)

Baruník, Jozef (10)

Pérez, Jose (9)

Fama, Eugene (9)

Main data

Where JUAN EVANGELISTA TRINIDAD-SEGOVIA has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications6
Mathematics4
PLOS ONE3
European Journal of Operational Research3
Humanities and Social Sciences Communications2
Finance Research Letters2

Recent works citing JUAN EVANGELISTA TRINIDAD-SEGOVIA (2025 and 2024)

YearTitle of citing document
2025Asset Pricing: A Comparative Analysis of Fama-French Five-Factor with Human Capital-Based Six-Factor Model. (2025). Khan, Naveed ; Zada, Hassan ; Chortane, Sana Gaied ; Woo, Kai-Yin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:4:p:1-37.

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2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2024). Wunderlich, Ralf ; Lamert, Kerstin ; Auer, Benjamin R. In: Papers. RePEc:arx:papers:2311.15635.

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2025Estimation of bid-ask spreads in the presence of serial dependence. (2025). Brouty, Xavier ; Garcin, Matthieu ; Roccaro, Hugo. In: Papers. RePEc:arx:papers:2407.17401.

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2025Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior. (2025). Ausloos, Marcel ; Un, Kuok Sin. In: Papers. RePEc:arx:papers:2509.10483.

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2025Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange. (2025). Dominic, Len Patrick ; Lim, Brian Godwin ; Dayta, Dominic ; Tiu, Benedict Ryan ; Tan, Renzo Roel ; Ikeda, Kazushi. In: Papers. RePEc:arx:papers:2510.15938.

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2024Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995.

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2024Informational Efficiency of World Oil Markets: One Great Pool, but with Varying Depth. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11017.

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2024Investigation of multivariate pairs trading under copula approach with mixture distribution. (2024). He, Fuli ; Soleymani, Fazlollah ; Yarahmadi, Ali. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:472:y:2024:i:c:s0096300324001073.

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2024Exploring market efficiency levels: A powerful approach based on a gamma distribution. (2024). Hajizadeh, Ehsan ; Askari, Abolfazl. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400761x.

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2025A novel method for analyzing financial market efficiency through fuzzy set theory. (2025). Askari, Abolfazl ; Hajizadeh, Ehsan. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325005069.

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2025Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

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2024Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280.

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2025Asymmetric autocorrelation in the crude oil market at multiple scales based on a hybrid approach of variational mode decomposition and quantile autoregression. (2025). Yin, YI ; Zhang, Yali ; Ding, Xinpeng ; He, Jiayi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s0378437125000366.

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2025The battle of informational efficiency: Cryptocurrencies vs. classical assets. (2025). , Jos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:664:y:2025:i:c:s0378437125000792.

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2025Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory. (2025). Mattera, Raffaele ; Gonzlez, Laura Molero ; Cerqueti, Roy ; Snchez, Miguel Ngel ; Trinidad, Juan Evangelista. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:665:y:2025:i:c:s0378437125001256.

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2025GHENet: Attention-based Hurst exponents for the forecasting of stock market indexes. (2025). Alves, Jerson Leite ; Dos, Francisco Alves ; Lima, Rene Rodrigues ; Florindo, Joao B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:667:y:2025:i:c:s037843712500192x.

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2025Dynamic cross-correlation in emerging cryptocurrency market. (2025). Ma, Jiahao ; Zhang, Jiu ; Xiong, Long ; Jiang, Xiongfei ; Zheng, BO ; Jin, Lifu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:668:y:2025:i:c:s0378437125002201.

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2025Dynamic heterogeneities in stock markets. (2025). Puertas, Antonio M ; Clara-Rahola, Joaquim ; Snchez-Granero, Miguel Ngel ; Trinidad-Segovia, Juan E ; Molero-Gonzlez, Laura. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:669:y:2025:i:c:s0378437125002195.

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2025Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises. (2025). Tang, Xuan ; Shah, Waheed Ullah ; Naeem, Muhammad Abubakr ; Younis, Ijaz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003416.

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2024Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study. (2024). Borondo, Javier ; Losada, Juan Carlos ; Grande, Mar. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2911-:d:1480990.

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2025The Random Matrix-based informative content of correlation matrices in stock markets. (2025). Trinidad, J E ; Mattera, Raffaele ; Cerqueti, Roy ; Gonzlez, Laura Molero. In: Post-Print. RePEc:hal:journl:hal-05109019.

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2025Pairs trading in the German stock market: is there still life in the old dog?. (2025). Wilkens, Sascha. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:2:d:10.1007_s11408-025-00467-8.

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2025Factors relevance in asset pricing: new evidences in emerging markets from random matrix theory. (2025). Saanchez-Granero, Miguel A ; Garcaia-Medina, Andraes ; Molero-Gonzaalez, Laura ; Trinidad-Segovia, Juan E. In: Economics and Business Letters. RePEc:ove:journl:aid:21322.

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2024Multifractality approach of a generalized Shannon index in financial time series. (2024). Trinidad-Segovia, Juan E ; Abril-Bermdez, Felipe S ; Quimbay-Herrera, Carlos J ; Snchez-Granero, Miguel A. In: PLOS ONE. RePEc:plo:pone00:0303252.

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2024Testing the significance of pricing factors of oil and gas companies. (2024). Garca-Medina, Andres ; Trinidad-Segovia, Juan Evangelista ; Garcia-Amate, Antonio ; Molero-Gonzlez, Laura ; Snchez-Granero, Miguel Angel. In: PLOS ONE. RePEc:plo:pone00:0316147.

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2024On the efficiency and its drivers in the cryptocurrency market: the case of Bitcoin and Ethereum. (2024). Ajmi, Ahdi Noomen ; Mokni, Khaled ; el Montasser, Ghassen ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00566-3.

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2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y.

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2025Comparison of the asymmetric multifractal behavior of green and U.S. bonds against benchmark financial assets. (2025). Kristjanpoller, Werner ; Tabak, Benjamin Miranda. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00698-0.

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2025Qualitative financial modelling in fractal dimensions. (2025). Anukool, Waranont ; El-Nabulsi, Rami Ahmad. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00723-2.

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2025Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2025). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:101:y:2025:i:2:d:10.1007_s00186-025-00889-0.

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2025Random walks, Hurst exponent, and market efficiency. (2025). Pernagallo, Giuseppe. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:2:d:10.1007_s11135-025-02052-7.

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2025Does Pair Trading Still Work During Extreme Events? A Comprehensive Empirical Evidence from Chinese Stock Market. (2025). Sun, Yufei. In: Working Papers. RePEc:war:wpaper:2025-23.

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2024Green finance: Evidence from large portfolios and networks during financial crises and recessions. (2024). Pedrini, Giulio ; Bonaccolto, Giovanni ; Argentiero, Amedeo. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:3:p:2474-2495.

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Works by JUAN EVANGELISTA TRINIDAD-SEGOVIA:

YearTitleTypeCited
2020A note on power-law cross-correlated processes In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article2
2005Theory of portfolios: New considerations on classic models and the Capital Market Line In: European Journal of Operational Research.
[Full Text][Citation analysis]		article0
2009Markowitzs model with Euclidean vector spaces In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2021Extending the Fama and French model with a long term memory factor In: European Journal of Operational Research.
[Full Text][Citation analysis]		article6
2023A new look at financial markets efficiency from linear response theory In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2023Market Beta is not dead: An approach from Random Matrix Theory In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2008Some comments on Hurst exponent and the long memory processes on capital markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article48
2012A note on geometric method-based procedures to calculate the Hurst exponent In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2013Measuring the self-similarity exponent in Lévy stable processes of financial time series In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2017Introducing Hurst exponent in pair trading In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article20
2019A novel approach to detect volatility clusters in financial time series In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2020Testing the efficient market hypothesis in Latin American stock markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article14
2020An Alternative Approach to Measure Co-Movement between Two Time Series In: Mathematics.
[Full Text][Citation analysis]		article0
2020Some Notes on the Formation of a Pair in Pairs Trading In: Mathematics.
[Full Text][Citation analysis]		article4
2021Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency In: Mathematics.
[Full Text][Citation analysis]		article1
2021Volatility Co-Movement in Stock Markets In: Mathematics.
[Full Text][Citation analysis]		article1
2020Exploring Arbitrage Strategies in Corporate Social Responsibility Companies In: Sustainability.
[Full Text][Citation analysis]		article2
2021A Cooperative Dynamic Approach to Pairs Trading In: Complexity.
[Full Text][Citation analysis]		article0
2022The impact of regulation-based constraints on portfolio selection: The Spanish case In: Humanities and Social Sciences Communications.
[Full Text][Citation analysis]		article1
2022Correction: The impact of regulation-based constraints on portfolio selection: The Spanish case.(2022) In: Humanities and Social Sciences Communications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2015The Effect of the Underlying Distribution in Hurst Exponent Estimation In: PLOS ONE.
[Full Text][Citation analysis]		article1
2017A model for foreign exchange markets based on glassy Brownian systems In: PLOS ONE.
[Full Text][Citation analysis]		article1
2019Some comments on Bitcoin market (in)efficiency In: PLOS ONE.
[Full Text][Citation analysis]		article17
2022Improvement in Hurst exponent estimation and its application to financial markets In: Financial Innovation.
[Full Text][Citation analysis]		article3
2006MAKING COPULAS UNDER UNCERTAINTY In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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