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  4. Curran, Edward [Author] ; Hunt, Jack [Other]; Mollica, Vito [Other]

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

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    [S.l.]: SSRN, [2020]

  7. Comerton-Forde, Carole [Author] ; Frino, Alex [Other]; Mollica, Vito [Other]

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

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    [S.l.]: SSRN, [2005]

  9. Lin, Yiping [Author] ; Swan, Peter L. [Other]; Mollica, Vito [Other]

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

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    [S.l.]: SSRN, [2019]

    Published in: Macquarie University Faculty of Business & Economics Research Paper

  10. Frino, Alex [Author] ; Mollica, Vito [Other]; Romano, Maria Grazia [Other]

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

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    [S.l.]: SSRN, [2012]

  15. Lukas, Moritz [Author] ; Mollica, Vito [Other]; Noeth, Markus [Other]; Trück, Stefan [Other]

    Over the Top? Overpricing and Advertising Effectiveness

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    [S.l.]: SSRN, [2019]

    Published in: Macquarie University Faculty of Business & Economics Research Paper

  16. Frino, Alex [Author] ; Ibikunle, Gbenga [Other]; Mollica, Vito [Other]; Steffen, Tom [Other]

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

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    [S.l.]: SSRN, [2018]

  18. Aitken, Michael J. [Author] ; Ji, Shan [Other]; Mollica, Vito [Other]; Wang, Xiatong [Other]

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

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    [S.l.]: SSRN, [2017]

  20. Frino, Alex [Author] ; Mollica, Vito [Other]; Webb, Robert I. [Other]; Zhang, Shunquan [Other]

    The Impact of Latency Sensitive Trading on High Frequency Arbitrage Opportunities

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    [S.l.]: SSRN, [2016]