Speciation and evolution are not directly connected, but this is a minor point. For a population to be in equilibrium the population size has to be approximately constant. The human population (and our domestic species) have expanded so much in recent times that we are not in equilibrium. This means that there are lots of genes of great selective value that have yet to spread through the human population. My favourite is the ApoA-1 Milano gene which basic stops you from getting heart disease [1]. This only arose a couple of hundred years ago and unfortunately most of us don't have it.
Yes, human evolution (and heart disease) is overtly very well-studied, to the extent that we can identify the likely patient zero for a gene mutation occurring in recent generations.
Our study of any other species comes nowhere close to that. To think that we can achieve that level of detail in another species is almost laughable. There are only a few species where we can guess what their equivalent to heart disease would be.
This doesn't provide evidence that humans are evolving more quickly: not at all.
We are touching on a lot of different concepts here, but evolution speed is proportion to population size not how much it has been studied - on the basis of genetics fruit fly are much better understood than humans.
My original point is that you can't apply evolutionary principles to humans since our massive population expansion and recent change from hunter-gather lifestyles to being farmers make all such assumptions void.
1. http://en.m.wikipedia.org/wiki/ApoA-1_Milano