Details about Paolo Mazza
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| Homepage: | https://sites.google.com/site/paolomazzaphd/
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| Postal address: | Dr. Paolo MAZZA, PhD, HDR IÉSEG School of Management Associate Professor of Finance LEM-CNRS (UMR 9221) Office A311 Mail : p.mazza@ieseg.fr T : + 33 (0) 320 545 892, EXT. 2301 Skype : paolo.mazza.skype Web : https://sites.google.com/site/paolomazzaphd/ www.ieseg.fr Lille campus: 3, rue de la Digue - 59000 LILLE Paris campus: Socle de la Grande Arche 1 Parvis de La Défense - F-92044 Paris La Défense cedex |
| Workplace: | IESEG School of Management, Université Catholique de Lille (Catholic University of Lille), (more information at EDIRC)
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Access statistics for papers by Paolo Mazza.
Last updated 2018-03-12. Update your information in the RePEc Author Service.
Short-id: pma1923
Jump to Journal Articles
Working Papers
2016
- On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios
Post-Print, HAL View citations (2)
See also Journal Article On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios, Economic Modelling, Elsevier (2016)  View citations (2) (2016)
2015
- Commonality on Euronext: Do location and account type matter?
Post-Print, HAL
See also Journal Article Commonality on Euronext: Do location and account type matter?, International Review of Financial Analysis, Elsevier (2015) (2015)
- How integrated is the European carbon derivatives market?
Post-Print, HAL View citations (5)
See also Journal Article How integrated is the European carbon derivatives market?, Finance Research Letters, Elsevier (2015) View citations (5) (2015)
- Price dynamics and market liquidity: An intraday event study on Euronext
Post-Print, HAL View citations (8)
See also Journal Article Price dynamics and market liquidity: An intraday event study on Euronext, The Quarterly Review of Economics and Finance, Elsevier (2015) View citations (6) (2015)
2014
- Testing the profitability of contrarian trading strategies based on the overreaction hypothesis
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
See also Journal Article Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis, Bankers, Markets & Investors, ESKA Publishing (2014) (2014)
2013
- The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (6)
See also Journal Article The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks, Quantitative Finance, Taylor & Francis Journals (2013) View citations (7) (2013)
Journal Articles
2016
- On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios
Economic Modelling, 2016, 54, (C), 67-81 View citations (2)
See also Working Paper On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios, Post-Print (2016) View citations (2) (2016)
2015
- Commonality on Euronext: Do location and account type matter?
International Review of Financial Analysis, 2015, 42, (C), 183-198
See also Working Paper Commonality on Euronext: Do location and account type matter?, Post-Print (2015) (2015)
- How integrated is the European carbon derivatives market?
Finance Research Letters, 2015, 15, (C), 18-30 View citations (5)
See also Working Paper How integrated is the European carbon derivatives market?, Post-Print (2015) View citations (5) (2015)
- Price dynamics and market liquidity: An intraday event study on Euronext
The Quarterly Review of Economics and Finance, 2015, 56, (C), 139-153 View citations (6)
See also Working Paper Price dynamics and market liquidity: An intraday event study on Euronext, Post-Print (2015) View citations (8) (2015)
- Rethinking Zero Returns in the Liquidity Puzzle of a Limit Order Market
Finance, 2015, 36, (2), 7-36
2014
- Do Japanese candlesticks help solve the trader’s dilemma?
Journal of Banking & Finance, 2014, 48, (C), 386-395 View citations (2)
- Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis
Bankers, Markets & Investors, 2014, (133), 4-10
See also Working Paper Testing the profitability of contrarian trading strategies based on the overreaction hypothesis, LIDAM Reprints CORE (2014) (2014)
2013
- The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
Quantitative Finance, 2013, 13, (7), 1059-1070 View citations (7)
See also Working Paper The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks, LIDAM Reprints CORE (2013) View citations (6) (2013)
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