Projects per year
Personal profile
Biography
Dr Mollica’s research centres on securities market design, asset selection criteria, quantitative investment research and residential property price dynamics. He is currently working on issues related to high frequency traders, market transparency, institutional execution costs and property marketing strategies.
Fingerprint Dive into the research topics where Vito Mollica is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 4 Similar Profiles
Liquidity
Business & Economics
Traders
Business & Economics
Market liquidity
Business & Economics
Price impact
Business & Economics
Co-location
Business & Economics
Futures markets
Business & Economics
Purchase
Business & Economics
Asymmetry
Business & Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects 2014 2022
Capital Markets CRC PhD Scholarship (Michael Lindsay)
Mollica, V. & Lindsay, M.
31/03/19 → 31/03/22
Project: Other
Capital Markets CRC PhD Scholarship (Qiao Steven Sun)
Sun, Q. & Mollica, V.
1/01/19 → 1/09/21
Project: Research
Capital Markets CRC PhD Scholarship (Aldo Fotunato Dalla Costa)
Mollica, V. & Dalla Costa, A.
22/03/17 → …
Project: Research
Capital Markets CRC PhD Scholarship (Edward Curran)
Mollica, V. & Curran, E.
1/07/16 → …
Project: Research
Research Outputs 2005 2019
Depths and spreads in futures markets: relationship with order execution, submission, and cancellation
Frino, A., Kovačević, O. & Mollica, V., May 2019, In : The Journal of Futures Markets. 39, 5, p. 590-599 10 p.Research output: Contribution to journal › Article › Research › peer-review
Cancellation
Futures markets
Limit orders
Bid/ask spread
Queue
The impact of CEO narcissism on earnings management
Capalbo, F., Frino, A., Lim, M. Y., Mollica, V. & Palumbo, R., Jun 2018, In : Abacus. 54, 2, p. 210-226 17 p.Research output: Contribution to journal › Article › Research › peer-review
Narcissism
Earnings management
Chief executive officer
Import
Key performance indicators
The impact of commodity benchmarks on derivatives markets: the case of the dated Brent assessment and Brent futures
Frino, A., Ibikunle, G., Mollica, V. & Steffen, T., Oct 2018, In : Journal of Banking and Finance. 95, p. 27-43 17 p.Research output: Contribution to journal › Article › Research › peer-review
Derivative markets
Benchmark
Commodities
Trading activity
Traders
Asymmetry in the permanent price impact of block purchases and sales: theory and empirical evidence
Frino, A., Mollica, V., Romano, M. G. & Zhou, Z., Apr 2017, In : The Journal of Futures Markets. 37, 4, p. 359-373 15 p.Research output: Contribution to journal › Article › Research › peer-review
Empirical evidence
Purchase
Asymmetry
Price impact
Exchange traded funds
The effect of algorithmic trading on market liquidity: Evidence around earnings announcements on Borsa Italiana
Frino, A., Mollica, V., Monaco, E. & Palumbo, R., Oct 2017, In : Pacific Basin Finance Journal. 45, p. 82-90 9 p.Research output: Contribution to journal › Article › Research › peer-review
Market liquidity
Algorithmic trading
Earnings announcements
Bid/ask spread
Information asymmetry
Prizes
ACGR Award for Excellence in Promoting Industry Engagement in Graduate Research
Vito Mollica (Recipient), 16 Apr 2018
Prize
graduate
industry
supervision
leadership
performance