Vito Mollica

Associate Professor

20052022
If you made any changes in Pure these will be visible here soon.

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.

31/03/1931/03/22

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 2005 2019

  • 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 journalArticleResearchpeer-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 journalArticleResearchpeer-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 journalArticleResearchpeer-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 journalArticleResearchpeer-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 journalArticleResearchpeer-review

Market liquidity
Algorithmic trading
Earnings announcements
Bid/ask spread
Information asymmetry

Prizes

graduate
industry
supervision
leadership
performance