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.
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Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects
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
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
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
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 journal › Article
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
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 journal › Article
2
Citations
(Scopus)
Prizes
ACGR Award for Excellence in Promoting Industry Engagement in Graduate Research
Vito Mollica (Recipient), 16 Apr 2018
Prize