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Gabriella Vaglica

  • 177 Citations
  • 4 h-Index
20042012
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  • 2 Similar Profiles
harmonics Physics & Astronomy
microwaves Physics & Astronomy
asymmetry Physics & Astronomy
decay Physics & Astronomy
fats Physics & Astronomy
partitions Physics & Astronomy
magnetic relaxation Physics & Astronomy
magnetic fields Physics & Astronomy

Research Output 2004 2012

  • 177 Citations
  • 4 h-Index
  • 6 Article
  • 1 Other
  • 1 Book/Film/Article review

Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange

Carollo, A., Vaglica, G., Mantegna, R. N. & Lillo, F., 2012, In : Default journal. 12, p. 517-530 14 p.

Research output: Contribution to journalBook/Film/Article review

London Stock Exchange
Trading activity
Price impact
Lag
Electronic books
asymmetry
fats
partitions
methodology
trends

Market impact and trading profile of hidden orders in stock markets

Vaglica, G., Lillo, F., Mantegna, R. N., Moyano, L. G., Gerig, A., Farmer, J. D., Vicente, J., Lillo, F., Moro, E. & Mantegna, R. N., 2009, In : Default journal. 2009, 8 p.

Research output: Contribution to journalArticle

Market impact
Stock market
Deviation
Information market
Order size

Scaling laws of strategic behavior and size heterogeneity in agent dynamics

Vaglica, G., Mantegna, R. N., Lillo, F., Vaglica, G., Lillo, F., Moro, E. & Mantegna, R. N., 2008, In : Default journal. 77, p. 036110-1-036110-6

Research output: Contribution to journalArticle

Strategic behavior
Scaling
Complex systems
Financial markets
Time horizon

Specialization and herding behavior of trading firms in a financial market

Lillo, F., Mantegna, R. N., Vaglica, G., Vaglica, G., Lillo, F., Moro, E. & Mantegna, R. N., 2008, In : Default journal. 10, p. 043019-1-043019-15

Research output: Contribution to journalArticle

guy wires
asymmetry

Projects 2007 2007