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Details about Paolo Mazza

E-mail:
Homepage:https://sites.google.com/site/paolomazzaphd/
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:IÉSEG School of Management, Université Catholique de Lille (Catholic University of Lille), (more information at EDIRC)

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

  1. On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios
    Post-Print, HAL View citations (1)
    See also Journal Article in Economic Modelling (2016)

2015

  1. Commonality on Euronext: Do location and account type matter?
    Post-Print, HAL
    See also Journal Article in International Review of Financial Analysis (2015)
  2. How integrated is the European carbon derivatives market?
    Post-Print, HAL View citations (1)
    See also Journal Article in Finance Research Letters (2015)
  3. Price dynamics and market liquidity: An intraday event study on Euronext
    Post-Print, HAL View citations (1)
    See also Journal Article in The Quarterly Review of Economics and Finance (2015)

2014

  1. Testing the profitability of contrarian trading strategies based on the overreaction hypothesis
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    See also Journal Article in Bankers, Markets & Investors (2014)

2013

  1. The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (3)
    See also Journal Article in Quantitative Finance (2013)

Journal Articles

2016

  1. On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios
    Economic Modelling, 2016, 54, (C), 67-81 Downloads View citations (1)
    See also Working Paper (2016)

2015

  1. Commonality on Euronext: Do location and account type matter?
    International Review of Financial Analysis, 2015, 42, (C), 183-198 Downloads
    See also Working Paper (2015)
  2. How integrated is the European carbon derivatives market?
    Finance Research Letters, 2015, 15, (C), 18-30 Downloads View citations (1)
    See also Working Paper (2015)
  3. Price dynamics and market liquidity: An intraday event study on Euronext
    The Quarterly Review of Economics and Finance, 2015, 56, (C), 139-153 Downloads View citations (1)
    See also Working Paper (2015)
  4. Rethinking Zero Returns in the Liquidity Puzzle of a Limit Order Market
    Finance, 2015, 36, (2), 7-36 Downloads

2014

  1. Do Japanese candlesticks help solve the trader’s dilemma?
    Journal of Banking & Finance, 2014, 48, (C), 386-395 Downloads View citations (1)
  2. Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis
    Bankers, Markets & Investors, 2014, (133), 4-10 Downloads
    See also Working Paper (2014)

2013

  1. The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
    Quantitative Finance, 2013, 13, (7), 1059-1070 Downloads View citations (5)
    See also Working Paper (2013)
 
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