20052020

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

Research Outputs

  • 16 Article
  • 3 Conference proceeding contribution
  • 1 Book

The sensitivity of trading to the cost of information

Frino, A., Kovačević, O., Mollica, V. & Webb, R. I., Oct 2020, In : Journal of Futures Markets. 40, 10, p. 1631-1644 14 p.

Research output: Contribution to journalArticle

  • Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures

    Curran, E., Hunt, J. & Mollica, V., 19 Jun 2020, In : Journal of Futures Markets. 40, 11, p. 1793-1806 14 p.

    Research output: Contribution to journalArticle

  • 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

  • 18 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

  • 2 Citations (Scopus)

    Prizes

  • Press / Media

    Housing boom

    Vito Mollica

    17/06/20

    1 Media contribution

    Press/Media: Expert Comment

    Renovations the bane of HomeBuilder plan

    Vito Mollica

    9/06/20

    1 Media contribution

    Press/Media: Expert Comment

    Critics say $688 million Homebuilder scheme is a missed opportunity

    Vito Mollica

    4/06/20

    1 Media contribution

    Press/Media: Expert Comment

    Offset accounts exacerbate housing problems

    Vito Mollica

    17/04/19

    1 Media contribution

    Press/Media: Expert Comment