20052022

Research output per year

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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.

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Projects

Capital Markets CRC PhD Scholarship (Michael Lindsay)

Mollica, V. & Lindsay, M.

31/03/1931/03/22

Project: Other

Capital Markets CRC PhD Scholarship (Qiao Steven Sun)

Sun, Q. & Mollica, V.

1/01/191/09/21

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

  • 14 Article
  • 3 Conference proceeding contribution
  • 1 Book

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 journalArticle

  • 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 journalArticle

  • 14 Citations (Scopus)

    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 journalArticle

  • 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 journalArticle

  • 1 Citation (Scopus)

    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 journalArticle

  • 2 Citations (Scopus)

    Prizes