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Gabriella Vaglica

  • 186 Citations
  • 4 h-Index
20042012

Research output per year

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Research Output

  • 186 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 : Quantitative Finance. 12, p. 517-530 14 p.

Research output: Contribution to journalBook/Film/Article review

  • 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 : PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR AND SOFT MATTER PHYSICS. 2009, 8 p.

    Research output: Contribution to journalArticle

  • 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 : PHYSICAL REVIEW E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS. 77, p. 036110-1-036110-6

    Research output: Contribution to journalArticle

  • 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 : New Journal of Physics. 10, p. 043019-1-043019-15

    Research output: Contribution to journalArticle

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