Gabriella Vaglica

Scaling laws of strategic behavior and size heterogeneity in agent dynamics.

Esteban Moro, Fabrizio Lillo, Rosario N Mantegna, 2007, Physical review. E, Statistical, nonlinear, and soft matter physics.

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

Fabrizio Lillo, Angelo Carollo, Gabriella Vaglica, 2011, 1102.0687.

Market impact and trading profile of hidden orders in stock markets.

Esteban Moro, Fabrizio Lillo, Rosario N Mantegna, 2009, Physical review. E, Statistical, nonlinear, and soft matter physics.