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

19

DOWNLOADS
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2,733

SSRN CITATIONS
Rank 38,109

SSRN RANKINGS

Top 38,109

in Total Papers Citations

4

CROSSREF CITATIONS

11

Scholarly Papers (19)

1.

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 656 (39,976)

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Chief Executive Officer, Narcissism, Earnings Management, Management Personality

2.

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 302 (102,544)
Citation 3

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

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 266 (117,451)

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bid-ask spread, time-series, ASX

4.

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
UNSW Business School, The University of Sydney - Discipline of Finance and Macquarie Graduate School of Management
Downloads 248 (126,249)
Citation 5

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anonymity, transparency, limit orders

5.

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 199 (156,230)
Citation 1

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

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

Number of pages: 58 Posted: 14 Sep 2017 Last Revised: 02 Dec 2018
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 158 (191,877)
Citation 4

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

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 32 (480,671)
Citation 2

Abstract:

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

7.

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 178 (172,878)

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arbitrage, high-frequency trading, latency

8.

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 University of Geneva
Downloads 168 (181,883)
Citation 2

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

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 159 (190,619)

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Liquidity, Cross-listed securities, Bilateral investment

10.

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 109 (255,730)

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

11.

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 73 (329,299)

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block trade, market impact, asymmetry

12.

Benchmark Regulation and Market Quality

FCA Occasional Paper No. 27
Number of pages: 52 Posted: 29 Jul 2017
Financial Conduct Authority, University of Edinburgh, Macquarie Graduate School of Management and University of Geneva
Downloads 48 (404,328)

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13.

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 44 (418,904)
Citation 1

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

14.

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 42 (426,489)

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15.

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 35 (455,326)

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

16.

Trading Protocols and Price Discovery: A Case of Single Stock Futures

Number of pages: 20 Posted: 19 Aug 2019 Last Revised: 17 Sep 2019
Edward Curran, Jack Hunt and Vito Mollica
Macquarie University - Faculty of Business and Economics, Independent and Macquarie Graduate School of Management
Downloads 15 (564,193)

Abstract:

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price discovery, single stock futures, equity, trade protocols

17.

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, Capital Markets CRC Limited, Macquarie Graduate School of Management and University of Chieti-Pescara
Downloads 1 (665,297)
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Personality, Earnings management, Narcissism, Chief executive officer, Earnings announcements

18.

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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19.

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 (682,176)
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Bid‐ask spread, Borsa Italiana, Depth, IFRS, Liquidity

Other Papers (1)

Total Downloads: 4
1.

Depth and Spreads in Futures Markets: Relationship With Limit Order Submissions

Number of pages: 21 Posted: 07 Jan 2019
Alex Frino, Ognjen Kovacevic and Vito Mollica
University of Wollongong, Macquarie University and Macquarie Graduate School of Management
Downloads 4

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