Vito Mollica

Macquarie Graduate School of Management

Capital Markets CRC Limited (CMCRC)

Level 3, 55 Harrington Street

Sydney, 2000

Australia

Macquarie University, Macquarie Business School

New South Wales 2109

Australia

SCHOLARLY PAPERS

22

DOWNLOADS
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SSRN RANKINGS

Top 19,262

in Total Papers Downloads

3,387

SSRN CITATIONS
Rank 30,093

SSRN RANKINGS

Top 30,093

in Total Papers Citations

18

CROSSREF CITATIONS

11

Scholarly Papers (22)

1.

CEO Narcissism and Earnings Management

Number of pages: 28 Posted: 18 Dec 2014 Last Revised: 10 Feb 2015
Macquarie University, Macquarie Graduate School of ManagementCapital Markets CRC Limited, Macquarie Graduate School of Management and University of Chieti-Pescara
Downloads 810 (38,885)
Citation 1

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Chief Executive Officer, Narcissism, Earnings Management, Management Personality

2.

The Impact of Commodity Benchmarks on Derivatives Markets: The Case of the Dated Brent Assessment and Brent Futures

Journal of Banking and Finance, 2018
Number of pages: 53 Posted: 15 Jan 2016 Last Revised: 21 Nov 2018
Macquarie University, University of Edinburgh, Macquarie Graduate School of Management and Osmosis Investment Management
Downloads 402 (94,148)
Citation 3

Abstract:

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

3.

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 334 (116,134)

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bid-ask spread, time-series, ASX

4.

Price Behaviour Surrounding Blocks: Asymmetric or Bid-Ask Bias

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 310 (125,711)

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

5.

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 254 (154,517)
Citation 7

Abstract:

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anonymity, transparency, limit orders

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 220 (177,506)
Citation 1

Abstract:

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

7.

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 212 (183,751)

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Liquidity, Cross-listed securities, Bilateral investment

8.

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 206 (188,700)
Citation 1

Abstract:

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arbitrage, high-frequency trading, latency

9.

Why Do Institutional Investors Use Reputable Brokers?

Number of pages: 30 Posted: 16 Dec 2013 Last Revised: 23 Mar 2018
Macquarie University, Rozetta Institute, Macquarie Graduate School of Management, Macquarie Graduate School of Management and Schroder Investment Management Indonesia
Downloads 128 (281,077)

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Institutional Traders; Fund Managers; Trading Costs; Brokerage Commissions; Informed Trading; Global Financial Crisis; MiFID II

10.

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

Number of pages: 36 Posted: 14 Sep 2012
The University of Sydney - Discipline of Finance, Macquarie Graduate School of Management and Centre for Studies in Economics and Finance (CSEF)Università degli Studi di Salerno
Downloads 83 (375,499)
Citation 1

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block trade, market impact, asymmetry

11.

Benchmark Regulation and Market Quality

FCA Occasional Paper No. 27
Number of pages: 52 Posted: 29 Jul 2017
Bank for International Settlements (BIS) - Financial Stability Board (FSB), University of Edinburgh, Macquarie Graduate School of Management and Osmosis Investment Management
Downloads 76 (395,158)

Abstract:

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12.

Magnet Effects of Price Limits: Evidence from a Market Liberalization Experiment

Number of pages: 38 Posted: 13 Feb 2018
Edward Curran and Vito Mollica
Macquarie University - Faculty of Business and Economics and Macquarie Graduate School of Management
Downloads 59 (451,133)
Citation 1

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Price Limits, Magnet Effect, Market Liberalisation, Shanghai Hong Kong Connect

13.

Over the Top? Overpricing and Advertising Effectiveness

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 39 Posted: 28 Nov 2018 Last Revised: 30 Apr 2019
University of Hamburg, Macquarie Graduate School of Management, University of Hamburg and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Downloads 52 (477,871)

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Behavioral Economics, Prospect Theory, Real Estate Economics, Housing Markets

14.

Single Stock Futures and Their Impact on Market Quality: Be Careful What You Wish For

Number of pages: 31 Posted: 19 Oct 2020 Last Revised: 21 Oct 2020
Edward Curran and Vito Mollica
Macquarie University - Faculty of Business and Economics and Macquarie Graduate School of Management
Downloads 51 (481,953)

Abstract:

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market manipulation, single stock futures, spot market, bid-ask spread

15.

The Sensitivity of Trading to the Cost of Information

Number of pages: 29 Posted: 14 Mar 2020
University of Wollongong, Macquarie University, Macquarie Graduate School of Management and University of Virginia - McIntire School of Commerce
Downloads 46 (503,267)
Citation 1

Abstract:

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Exchange, pricing schedules, trade

16.

Reg NMS and Minimum-Tick Distort the Market in Opposing Directions: Theory and Market Experimental Evidence

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 47 Posted: 09 Nov 2018 Last Revised: 16 Jun 2019
Yiping Lin, Peter L. Swan and Vito Mollica
Capital Markets CRC Limited (CMCRC), University of New South Wales (UNSW Sydney and Macquarie Graduate School of Management
Downloads 45 (507,691)
Citation 2

Abstract:

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Information Content, Information Asymmetry, Tick Size, Exchange Access Fee, Reg NMS Rules.

17.

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 43 (516,720)

Abstract:

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18.

Trading Protocols and Price Discovery: Implicit Transaction Costs in Indian Single Stock Futures

Number of pages: 23 Posted: 19 Aug 2019 Last Revised: 07 Apr 2020
Edward Curran, Jack Hunt and Vito Mollica
Macquarie University - Faculty of Business and Economics, Independent and Macquarie Graduate School of Management
Downloads 32 (572,693)
Citation 2

Abstract:

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Market wide position limits, minimum contract value, trading protocols, single stock futures

19.

Discretion over Regulation: The Effectiveness of a Post-trade Transparency Regime

Number of pages: 32 Posted: 17 Jul 2020 Last Revised: 25 Feb 2021
Van Dang, Riccardo De Blasis and Vito Mollica
University of South Australia - School of Commerce, Lum University Giuseppe Degennaro and Macquarie Graduate School of Management
Downloads 23 (629,428)

Abstract:

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Discrete Duration,Post-trade Transparency,Survival Analysis,Hazard Function,Deferred Publication,Information Schedule,Block Trades

20.

The Impact of CEO Narcissism on Earnings Management

Abacus, Vol. 54, Issue 2, pp. 210-226, 2018
Number of pages: 17 Posted: 13 Jun 2018
Second University of Naples - Department of Economics, University of Wollongong, Macquarie Graduate School of ManagementCapital Markets CRC Limited, Macquarie Graduate School of Management and University of Chieti-Pescara
Downloads 1 (802,241)
Citation 7
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Personality, Earnings management, Narcissism, Chief executive officer, Earnings announcements

21.

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

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22.

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 (819,510)
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Bid‐ask spread, Borsa Italiana, Depth, IFRS, Liquidity