Toth B; Eisler Z; Lillo F; Kockelkoren J; Bouchaud JP; Farmer JD, How does the market react to your order flow?, «QUANTITATIVE FINANCE», 2012, 12, pp. 1015 - 1024 [articolo]
Tumminello M; Lillo F; Piilo J; Mantegna RN, Identification of clusters of investors from their real trading activity in a financial market, «NEW JOURNAL OF PHYSICS», 2012, 14, pp. 013041 - 013064 [articolo]
Vitali S.; Cipolla M.; Mantegna S. Miccichè R. N.; Gurtner G.; Lillo F.; Beato V.; Pozzi S., Statistical Regularities in ATM: network properties, trajectory deviations and delays, in: Proceedings on the Second SESAR Innovation Days Conference, 2012, pp. 1 - 9 (atti di: Second SESAR Innovation Days Conference, Braunschweig (Germany), November 27 – November 29, 2012.) [Contributo in Atti di convegno]
Carollo A; Vaglica G; Lillo F; Mantegna RN, Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange, «QUANTITATIVE FINANCE», 2012, 12, pp. 517 - 530 [articolo]
