Vito Mollica

Macquarie Graduate School of Management

Capital Markets CRC Limited (CMCRC)

Level 3, 55 Harrington Street

Sydney, 2000

Australia

SCHOLARLY PAPERS

13

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CITATIONS
Rank 27,030

SSRN RANKINGS

Top 27,030

in Total Papers Citations

9

Scholarly Papers (13)

1.

Price Behaviour Surrounding Blocks: Asymmetric or Bid-Ask Bias

EFMA 2003 Helsinki Meetings
Number of pages: 21 Posted: 14 Jun 2003
Alex Frino, Vito Mollica and Terry S. Walter
The University of Sydney - Discipline of Finance, Macquarie Graduate School of Management and University of Sydney
Downloads 279 (84,401)

Abstract:

Block trades, Bid-Ask Bias, Asymmetry, Execution Costs, Market Microstructure

2.

CEO Narcissism and Earnings Management

Number of pages: 28 Posted: 18 Dec 2014 Last Revised: 10 Feb 2015
Macquarie University, Capital Markets CRC Limited, Macquarie Graduate School of Management and University of Chieti-Pescara
Downloads 259 (52,143)

Abstract:

Chief Executive Officer, Narcissism, Earnings Management, Management Personality

3.

The Impact of Limit Order Anonymity on Liquidity: Evidence from Paris, Tokyo and Korea

Number of pages: 25 Posted: 02 May 2005
Carole Comerton-Forde, Alex Frino and Vito Mollica
University of Melbourne - Department of Finance, The University of Sydney - Discipline of Finance and Macquarie Graduate School of Management
Downloads 211 (112,908)
Citation 9

Abstract:

anonymity, transparency, limit orders

4.

Why Do Institutional Investors Use Reputable Brokers?

Number of pages: 29 Posted: 16 Dec 2013 Last Revised: 10 Aug 2014
Macquarie University, Macquarie Graduate School of Management, Macquarie Graduate School of Management and Macquarie Graduate School of Management
Downloads 59 (266,168)

Abstract:

Institutional Traders, Trading Cost, Brokerage Commissions, Informed Trading, Global Financial Crisis

5.

Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence

Number of pages: 36 Posted: 14 Sep 2012
Alex Frino, Vito Mollica and Maria Grazia Romano
The University of Sydney - Discipline of Finance, Macquarie Graduate School of Management and Centre for Studies in Economics and Finance (CSEF)
Downloads 50 (290,654)

Abstract:

block trade, market impact, asymmetry

6.

The Impact of Tick Size on High Frequency Trading: The Case for Splits

Number of pages: 21 Posted: 18 May 2015
Alex Frino, Vito Mollica and Shunquan Zhang
Macquarie University, Macquarie Graduate School of Management and Macquarie University
Downloads 42 (174,644)

Abstract:

High frequency trading; Relative tick size; Stock splits; Order resting time

7.

Determinants of Bid-Ask Spreads in Time-Series Analysis: A Note

Number of pages: 17 Posted: 18 May 2015
Alex Frino, Vito Mollica and Shunquan Zhang
Macquarie University, Macquarie Graduate School of Management and Macquarie University
Downloads 35 (165,870)

Abstract:

bid-ask spread, time-series, ASX

8.

The Impact of Auctions on Residential Sales Prices: Australian Evidence

Number of pages: 16 Posted: 26 Aug 2010
University of Sydney, The University of Sydney - Discipline of Finance, Macquarie Graduate School of Management and The University of Sydney - Discipline of Finance
Downloads 32 (374,224)

Abstract:

9.

The Impact of the Shanghai–Hong Kong Connect on Market Liquidity and Price Divergence

8th Conference on Financial Markets and Corporate Governance (FMCG) 2017
Number of pages: 37 Posted: 24 Jan 2017
Macquarie Graduate School of Management, Capital Markets CRC, Macquarie Graduate School of Management and Macquarie University
Downloads 0 (484,324)

Abstract:

Liquidity, Cross-listed securities, Bilateral investment

10.

The Impact of Latency Sensitive Trading on High Frequency Arbitrage Opportunities

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 23 Posted: 02 Feb 2016
Macquarie University, Macquarie Graduate School of Management, University of Virginia - McIntire School of Commerce and Macquarie University
Downloads 0 (192,725)

Abstract:

arbitrage, high-frequency trading, latency

11.

Do Spot Oil Benchmarks Drive Directional Trading in Brent Futures?

Number of pages: 63 Posted: 15 Jan 2016 Last Revised: 24 Mar 2017
Macquarie University, University of Edinburgh, Macquarie Graduate School of Management and University of Edinburgh Business School
Downloads 0 (234,319)

Abstract:

Dated Brent, physical crude oil, benchmark assessment, Brent futures

12.

Accrual-Based Earnings Management in State Owned Companies: Evidence from Italy and Implications for Transnational Accounting Regulation

Accounting, Auditing & Accountability Journal, Vol. 7 issue 6, 2014, pp 1026-1040
Posted: 24 Mar 2015
Second University of Naples - Department of Economics, Macquarie University, Macquarie Graduate School of Management and University of Chieti-Pescara

Abstract:

13.

Information Disclosure and Stock Liquidity: Evidence from Borsa Italiana

Abacus, Vol. 49, Issue 4, pp. 423-440, 2013
Number of pages: 18 Posted: 18 Dec 2013
University of Chieti-Pescara, Second University of Naples - Department of Economics, The University of Sydney and Macquarie Graduate School of Management
Downloads 0 (548,341)

Abstract:

Bid‐ask spread, Borsa Italiana, Depth, IFRS, Liquidity