JUAN E. TRINIDAD SEGOVIA
Universidad de Almería
H-index: 17
Europe-Spain
Top articles of JUAN E. TRINIDAD SEGOVIA
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Statistical Approach to Implied Market Inefficiency Estimation | 11th International Conference MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE MAF2024 | Fabrizio Di Sciorio Laura Molero Gonzalez JE Trinidad Segovia | 2024 |
A model for determining efficient portfolio cropping plans in organic farming | Spanish Journal of Agricultural Research (España) | Cruz Rambaud JE Trinidad Segovia CB García García | 2023 |
Deciphering equity style returns: An analysis of size and value anomalies in the Pakistani stock exchange | Heliyon | Muhammad Kashif Sumaira Chamadia Farhan Ahmed Juan E Trinidad Segovia | 2023/8/1 |
Measuring conditional correlation between financial markets’ inefficiency | Quantitative Finance and Economics | Fabrizio Di Sciorio Raffaele Mattera Juan Evangelista Trinidad Segovia | 2023 |
Market Beta is not dead: An approach from Random Matrix Theory | Finance Research Letters | L Molero-González JE Trinidad-Segovia MA Sánchez-Granero A García-Medina | 2023/7/1 |
A new look at financial markets efficiency from linear response theory | Finance Research Letters | Antonio M Puertas Joaquim Clara-Rahola Miguel A Sánchez-Granero F Javier de Las Nieves Juan E Trinidad-Segovia | 2023/1/1 |
Corporate vulnerability in the US and China during COVID-19: A machine learning approach | The Journal of Economic Asymmetries | Muhammad Asif Khan Juan E Trinidad Segovia M Ishaq Bhatti Asif Kabir | 2023/6/1 |
The Impact of COVID-19 Cases on Stock Prices of Selected Companies Representing Tourism and Banking Sectors | Finanse i Prawo Finansowe | Volkan Dayan Monika Bolek Juan E Trinidad-Segovia | 2023/3/27 |
Is government spending in the education and health sector necessary for human capital development? | Humanities and Social Sciences Communications | Shazia Kousar Farhan Ahmed Muhammad Afzal Juan E Segovia | 2023/2/16 |
The impact of regulation-based constraints on portfolio selection: The Spanish case | Humanities and Social Sciences Communications | E Grizickas Sapkute MA Sánchez-Granero López García JE Trinidad Segovia | 2022/9/14 |
A composite index for measuring stock market inefficiency | Complexity | Raffaele Mattera Fabrizio Di Sciorio Juan E Trinidad-Segovia | 2022/1/24 |
Role of green innovation, trade and energy to promote green economic growth: a case of South Asian Nations | Environmental Science and Pollution Research | Farhan Ahmed Shazia Kousar Amber Pervaiz Juan E Trinidad-Segovia Maria del Pilar Casado-Belmonte | 2022/1 |
Improvement in Hurst exponent estimation and its application to financial markets | Financial Innovation | A Gómez-Águila JE Trinidad-Segovia MA Sánchez-Granero | 2022/9/26 |
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 | 2022/9/15 | |
A cooperative dynamic approach to pairs trading | Complexity | JP Ramos-Requena María Nieves López-García MA Sánchez-Granero JE Trinidad-Segovia | 2021/10/13 |
Extending the Fama and French model with a long term memory factor | European Journal of Operational Research | María Nieves López-García JE Trinidad-Segovia MA Sánchez-Granero Igor Pouchkarev | 2021/6/1 |
Volatility Co-movement in stock markets | Mathematics | María Nieves López-García Miguel Angel Sánchez-Granero Juan Evangelista Trinidad-Segovia Antonio Manuel Puertas Francisco Javier De las Nieves | 2021/3/11 |
Statistical arbitrage in emerging markets: a global test of efficiency | Mathematics | Karen Balladares José Pedro Ramos-Requena Juan Evangelista Trinidad-Segovia Miguel Angel Sánchez-Granero | 2021/1/18 |
Linear response theory in stock markets | Scientific Reports | Antonio M Puertas Juan E Trinidad-Segovia Miguel A Sánchez-Granero Joaquim Clara-Rahora F Javier de Las Nieves | 2021/11/29 |
Volatility Co-Movement in Stock Markets. Mathematics 2021, 9, 598 | MN López-García MA Sánchez-Granero JE Trinidad-Segovia AM Puertas FJ De las Nieves | 2021 |
