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Gabriella Vaglica

  • 189 Citations
  • 4 h-Index
20042012

Research output per year

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Research Output

  • 189 Citations
  • 4 h-Index
  • 6 Article
  • 1 Other
  • 1 Book/Film/Article review
2012

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

4 Citations (Scopus)
2010
9 Citations (Scopus)
2009

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

81 Citations (Scopus)
2008

Scaling laws of strategic behavior and size heterogeneity in agent dynamics

Vaglica, G., Lillo, F., Mantegna, R. N., 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

45 Citations (Scopus)

Specialization and herding behavior of trading firms in a financial market

Vaglica, G., Mantegna, R. N., Lillo, F., 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

45 Citations (Scopus)
2004