Gabriella Vaglica

Identifiers

• name variant Gabriella Vaglica 0.60 · backfill

Papers (5)

1. Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange q-fin.TR · 2011 · author #2
2. Statistical identification with hidden Markov models of large order splitting strategies in an equity market q-fin.TR · 2010 · author #1
3. Market impact and trading profile of large trading orders in stock markets q-fin.TR · 2009 · author #6
4. Specialization of strategies and herding behavior of trading firms in a financial market q-fin.ST · 2007 · author #3
5. Scaling laws of strategic behaviour and size heterogeneity in agent dynamics q-fin.ST · 2007 · author #1

Mentions

• 1102.0687 #2 · backfill · confidence 0.70 Gabriella Vaglica
• 1003.2981 #1 · backfill · confidence 0.70 Gabriella Vaglica
• 0908.0202 #6 · backfill · confidence 0.70 Gabriella Vaglica
• 0707.0385 #3 · backfill · confidence 0.70 Gabriella Vaglica
• 0704.2003 #1 · backfill · confidence 0.70 Gabriella Vaglica

Frequent Coauthors

• Fabrizio Lillo 5 shared papers
• Rosario N. Mantegna 5 shared papers
• Esteban Moro 3 shared papers
• Angelo Carollo 1 shared papers
• Austin Gerig 1 shared papers
• Javier Vicente 1 shared papers
• J. Doyne Farmer 1 shared papers
• Luis G. Moyano 1 shared papers