JUAN EVANGELISTA TRINIDAD-SEGOVIA : Citation Profile

Universidad de Almería

5

H index

4

i10 index

145

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: 32.    Total self citations: 15 (9.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr47
   Updated: 2026-01-03    RAS profile: 2025-01-27    
   Missing citations? Add them    Incorrect content? Let us know

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)

Pernagallo, Giuseppe (2)

Miller, Stephen (2)

Wadud, Sania (2)

GUPTA, RANGAN (2)

AGUILAR, ROMAN (1)

Maciel, Leandro (1)

Papathanasiou, Spyros (1)

Cerqueti, Roy (1)

Oliva, Immacolata (1)

Tan, Pei Pei (1)

Cites to:

Krištoufek, Ladislav (36)

Vošvrda, Miloslav (23)

Dacorogna, Michel (23)

Lo, Andrew (13)

Weron, Rafał (13)

Zin, Stanley (12)

Zhou, Wei-Xing (12)

Engle, Robert (12)

Baruník, Jozef (10)

Fama, Eugene (9)

Pérez, Jose (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
European Journal of Operational Research3
PLOS ONE3
Finance Research Letters2
Humanities and Social Sciences Communications2

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

YearTitle of citing document
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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]		article5
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team