Paolo Mazza

IESEG School of Management

Assistant Professor of Finance

3 Rue de la Digue

Office: A321

Lille, 59 59000

France

http://https://sites.google.com/site/paolomazzaphd/

LEM CNRS 9221

  • IESEG School of Management

  • LEM CNRS 9221

SCHOLARLY PAPERS

14

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Top 33,635

in Total Papers Downloads

2,921

SSRN CITATIONS

12

CROSSREF CITATIONS

4

Scholarly Papers (14)

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1.

The Intraday Performance of Market Timing Strategies and Trading Systems Based on Japanese Candlesticks

Quantitative Finance, vol. 13 (7), 2013
Number of pages: 27 Posted: 08 Aug 2012 Last Revised: 23 Jan 2016
Matthieu Du Duvinage, Paolo Mazza and Mikael Petitjean
National Bank of Belgium, IESEG School of Management and Université Polytechnique Hauts-de-France
Downloads 1,036 (42,360)
Citation 4

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Technical analysis, trading systems, market timing, bootstrap, SSPA, Japanese candlesticks

2.

Factor Structure in Cryptocurrency Returns and Volatility

Number of pages: 53 Posted: 30 May 2019 Last Revised: 19 Jun 2021
Jiatao Liu, Ian W. Marsh, Paolo Mazza and Mikael Petitjean
Xi’an Jiaotong-Liverpool University, City University London - The Business School, IESEG School of Management and Université Polytechnique Hauts-de-France
Downloads 486 (113,669)
Citation 2

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Cryptocurrency, Factor Structure, Bitcoin Bubble, Realised Volatility

3.

Lead Arrangers in Syndicated Loans

Number of pages: 29 Posted: 09 Mar 2021
Aurore Burietz and Paolo Mazza
Catholic University of Lille - IÉSEG School of Management, Lille Campus and IESEG School of Management
Downloads 323 (180,520)

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Lead arranger, Syndicated loans, Contract bidding theory, Pre-mandate phase

4.

Price Dynamics and Market Liquidity: An Intraday Event Study on Euronext

Number of pages: 44 Posted: 17 Aug 2012 Last Revised: 06 Dec 2013
Paolo Mazza
IESEG School of Management
Downloads 252 (233,014)
Citation 2

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Liquidity, Limit order market, Informed trading, Market microstructure, HLOC dynamics

5.

Rethinking Zero Returns in the Liquidity Puzzle of a Limit Order Market

Number of pages: 42 Posted: 07 Feb 2013 Last Revised: 30 Apr 2015
Paolo Mazza
IESEG School of Management
Downloads 148 (377,008)
Citation 4

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Zero return, liquidity, informed trading, limit order book, market microstructure

6.

Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis

Bankers, Markets, and Investors, Vol. 133, 2014
Number of pages: 17 Posted: 22 Jan 2016 Last Revised: 28 Apr 2021
Matthieu Du Duvinage, Paolo Mazza and Mikael Petitjean
National Bank of Belgium, IESEG School of Management and Université Polytechnique Hauts-de-France
Downloads 146 (381,074)
Citation 1

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Return predictability, high market variation, overreaction, behaviorial bias, SSPA

7.

How Integrated is the European Carbon Derivatives Market?

Finance Research Letters, Vol. 15, 2015
Number of pages: 24 Posted: 22 Jan 2016
Paolo Mazza and Mikael Petitjean
IESEG School of Management and Université Polytechnique Hauts-de-France
Downloads 109 (476,387)

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Carbon, derivatives, EU ETS, cointegration, volatility, futures

8.

On the Usefulness of Intraday Price Ranges to Gauge Liquidity in Cap-Based Portfolios

Economic Modelling, Vol. 54, 2016
Number of pages: 37 Posted: 17 Jul 2013 Last Revised: 23 Jan 2016
Paolo Mazza and Mikael Petitjean
IESEG School of Management and Université Polytechnique Hauts-de-France
Downloads 96 (520,141)
Citation 2

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Liquidity, Price Dynamics, Intraday, Panel

9.

Shareholder Proposals: Do They Drive Financial and ESG Performance?

Number of pages: 42 Posted: 23 Jan 2024
Victoria Levasseur and Paolo Mazza
affiliation not provided to SSRN and IESEG School of Management
Downloads 84 (565,591)

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shareholder proposals, Financial performance, propensity score matching, Shareholder Activism, proxy fights

10.

Advance Disclosure of Insider Transactions: Empirical Evidence from the Vietnamese Stock Market

Number of pages: 39 Posted: 22 Jun 2022
Paolo Mazza and Jérémie Lefebvre
IESEG School of Management and IESEG School of Management
Downloads 63 (661,882)

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insider trading, advance disclosure, pre-trade announcement, Regulation, event study

11.

The Race Among Firms for Carbon Pricing

Downloads 56 (699,955)

The Race Among Firms for Carbon Pricing

Number of pages: 50 Posted: 04 Oct 2023
Karishma Ansaram, Mohammed Zakriya and Paolo Mazza
IESEG School of Management, Univ. Lille, CNRS, UMR 9221 - LEM - Lille Economie Management, IÉSEG School of Management and IESEG School of Management
Downloads 41 (817,579)

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Carbon pricing mechanisms, carbon markets, carbon tax, internal carbon price, environmental performance

The Race Among Firms for Carbon Pricing

Number of pages: 50 Posted: 12 Mar 2024
Karishma Ansaram, Mohammed Zakriya and Paolo Mazza
IESEG School of Management, Univ. Lille, CNRS, UMR 9221 - LEM - Lille Economie Management, IÉSEG School of Management and IESEG School of Management
Downloads 11 (1,117,882)

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Carbon pricing mechanisms, carbon markets, carbon tax, internal carbon price, Environmental performance

The Race Among Firms for Carbon Pricing

Number of pages: 51 Posted: 08 Jul 2024
Karishma Ansaram, Paolo Mazza and Mohammed Zakriya
IESEG School of Management, Univ. Lille, CNRS, UMR 9221 - LEM - Lille Economie Management, IESEG School of Management and IÉSEG School of Management
Downloads 4 (1,198,474)

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Carbon pricing mechanisms, Carbon markets, carbon tax, internal carbon price, Environmental Performance

12.

Crypto market dynamics in stressful conditions

Applied Economics
Number of pages: 59 Posted: 04 Mar 2020 Last Revised: 27 May 2024
Christophe Desagre, Paolo Mazza and Mikael Petitjean
Catholic University of Louvain (UCL) - Louvain Finance (LFIN), IESEG School of Management and Université Polytechnique Hauts-de-France
Downloads 44 (775,568)

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cryptocurrencies, liquidity, trading activity, bitcoin

13.

Testing the Effect of Technical Analysis on Market Quality and Order Book Dynamics

Applied Economics, Volume 51, 2019 - Issue 18, 1947-1976.
Number of pages: 36 Posted: 21 Jan 2021
Paolo Mazza and Mikael Petitjean
IESEG School of Management and Université Polytechnique Hauts-de-France
Downloads 42 (789,745)

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Agent-based model, Liquidity, Technical Analysis, Limit Order Market

14.

Implicit Transaction Cost Management Using Intraday Price Dynamics

Applied Economics, vol. 50 (39), 4264-4274, 2018
Number of pages: 24 Posted: 21 Jan 2021
Paolo Mazza and Mikael Petitjean
IESEG School of Management and Université Polytechnique Hauts-de-France
Downloads 36 (834,927)
Citation 1

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XLM, Transaction costs, Liquidity, Execution