Vito Mollica

Vito Mollica

Macquarie University

H-index: 11

Oceania-Australia

About Vito Mollica

Vito Mollica, With an exceptional h-index of 11 and a recent h-index of 10 (since 2020), a distinguished researcher at Macquarie University, specializes in the field of market microstructure, real estate.

His recent articles reflect a diverse array of research interests and contributions to the field:

The bright side of CEO narcissism and its impact on accounting conservatism

Liquidity, informational efficiency and firm default risk: a systematic literature review

Why so many coins? Examining the demand for privacy-preserving cryptocurrencies

Short-run price efficiency and discovery of algorithmic traders: a machine learning approach

Not so fast: Identifying and remediating slow and imprecise cryptocurrency exchange data

The visible hand: benchmarks, regulation, and liquidity

Connectivity costs and price efficiency: An event study

Single stock futures and their impact on market quality: Be careful what you wish for

Vito Mollica Information

University

Position

Macquarie Business School

Citations(all)

984

Citations(since 2020)

599

Cited By

394

hIndex(all)

11

hIndex(since 2020)

10

i10Index(all)

15

i10Index(since 2020)

10

Email

University Profile Page

Google Scholar

Vito Mollica Skills & Research Interests

market microstructure

real estate

Top articles of Vito Mollica

The bright side of CEO narcissism and its impact on accounting conservatism

Journal of Accounting Literature

2024/1/2

Yun Shen
Yun Shen

H-Index: 1

Vito Mollica
Vito Mollica

H-Index: 8

Liquidity, informational efficiency and firm default risk: a systematic literature review

2023/7/20

Why so many coins? Examining the demand for privacy-preserving cryptocurrencies

2023

Short-run price efficiency and discovery of algorithmic traders: a machine learning approach

Available at SSRN 4487982

2023

Vito Mollica
Vito Mollica

H-Index: 8

Not so fast: Identifying and remediating slow and imprecise cryptocurrency exchange data

Finance Research Letters

2023/1/1

Sean Foley
Sean Foley

H-Index: 11

Vito Mollica
Vito Mollica

H-Index: 8

The visible hand: benchmarks, regulation, and liquidity

Journal of Financial Markets

2022/11/1

Vito Mollica
Vito Mollica

H-Index: 8

Connectivity costs and price efficiency: An event study

Journal of Futures Markets

2022/2

Vito Mollica
Vito Mollica

H-Index: 8

Single stock futures and their impact on market quality: Be careful what you wish for

Journal of Futures Markets

2021/11

Vito Mollica
Vito Mollica

H-Index: 8

Jumps in foreign exchange spot rates and the informational efficiency of currency forwards

Journal of Futures Markets

2021/8

Vito Mollica
Vito Mollica

H-Index: 8

Qiao Sun
Qiao Sun

H-Index: 11

Payment methods and the disposition effect: Evidence from Indonesian mutual fund trading

Journal of Behavioral and Experimental Finance

2021/6/1

Vito Mollica
Vito Mollica

H-Index: 8

Abhay Singh
Abhay Singh

H-Index: 2

Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures

Journal of Futures Markets

2020/11

Vito Mollica
Vito Mollica

H-Index: 8

The sensitivity of trading to the cost of information

Journal of Futures Markets

2020/10

Vito Mollica
Vito Mollica

H-Index: 8

Detecting Anomalous WM/Reuters Fixes Using Trailing Contextual Anomaly Detection

2020/9/24

Vito Mollica
Vito Mollica

H-Index: 8

Qiao Sun
Qiao Sun

H-Index: 11

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

Available at SSRN 3624774

2020/6/11

Vito Mollica
Vito Mollica

H-Index: 8

See List of Professors in Vito Mollica University(Macquarie University)

Co-Authors

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