Vito Mollica
Vito Mollica
Macquarie Graduate School of Management
Verified email at mgsm.edu.au
Title
Cited by
Cited by
Year
Fundamentals of corporate finance
J Berk, P DeMarzo, J Harford, G Ford, V Mollica, N Finch
Pearson Higher Education AU, 2013
244*2013
The impact of limit order anonymity on liquidity: Evidence from Paris, Tokyo and Korea
C Comerton-Forde, A Frino, V Mollica
Journal of Economics and Business 57 (6), 528-540, 2005
832005
The impact of co‐location of securities exchanges' and traders' computer servers on market liquidity
A Frino, V Mollica, RI Webb
Journal of Futures Markets 34 (1), 20-33, 2014
572014
Accrual-based earnings management in state owned companies: Implications for transnational accounting regulation
F Capalbo, A Frino, V Mollica, R Palumbo
Accounting, Auditing & Accountability Journal 27 (6), 1026-1040, 2014
342014
The impact of CEO narcissism on earnings management
F Capalbo, A Frino, MY Lim, V Mollica, R Palumbo
Abacus 54 (2), 210-226, 2018
30*2018
Asymmetric price behaviour surrounding block trades: A market microstructure explanation
A Frino, V Mollica, T Walter
CAF, Centre for Analytical Finance, 2003
222003
Information Disclosure and Stock Liquidity: Evidence from B orsa I taliana
A Frino, R Palumbo, F Capalbo, D Gerace, V Mollica
Abacus 49 (4), 423-440, 2013
192013
Commonality in liquidity across international borders: Evidence from futures markets
A Frino, V Mollica, Z Zhou
Journal of Futures Markets 34 (8), 807-818, 2014
162014
Tick size is little more than an impediment to liquidity trading: Theory and market experimental evidence
Y Lin, PL Swan, V Mollica
University of New South Wales Working Paper, 2017
122017
The effect of algorithmic trading on market liquidity: Evidence around earnings announcements on Borsa Italiana
A Frino, V Mollica, E Monaco, R Palumbo
Pacific-Basin Finance Journal 45, 82-90, 2017
92017
Are hedgers informed? An examination of the price impact of large trades in illiquid agricultural futures markets
A Frino, A Lepone, V Mollica, S Zhang
Journal of Futures Markets 36 (6), 612-622, 2016
62016
The Impact of auctions on residential sale prices: Australian evidence
A Frino, A Lepone, V Mollica, A Vassallo
Australasian Accounting, Business and Finance Journal 4 (3), 3-22, 2010
62010
The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures
A Frino, G Ibikunle, V Mollica, T Steffen
Journal of Banking & Finance 95, 27-43, 2018
52018
The impact of latency sensitive trading on high frequency arbitrage opportunities
A Frino, V Mollica, RI Webb, S Zhang
Pacific-Basin Finance Journal 45, 91-102, 2017
52017
Benchmark Regulation and Market Quality
M Aquilina, G Ibikunle, V Mollica, T Steffen
FCA Occasional Paper, 2017
52017
Asymmetry in the permanent price impact of block purchases and sales: Theory and empirical evidence
A Frino, V Mollica, MG Romano, Z Zhou
Journal of Futures Markets 37 (4), 359-373, 2017
5*2017
The impact of tick size on high frequency trading: The case for splits
A Frino, V Mollica, S Zhang
Available at SSRN 2607391, 2015
42015
Algorithmic Trading and Mutual Fund Performance
KYL Fong, JT Parwada, JW Yang
Available at SSRN 3111598, 2018
22018
Transaction fees and trading strategies in financial markets
A Frino, V Mollica, MG Romano
Studi Economici, 2013
22013
Why do Institutional Investors use Reputable Brokers?
A Frino, DR Gallagher, G Li, V Mollica, T Oetomo
Available at SSRN 2368059, 2018
12018
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Articles 1–20