Associate Professor
HDR, Management Sciences, Finance - University of Paris Dauphine
Major Coordinator
Track: Finance
LEM Member
  • 2017 : HDR, Management Sciences, Finance, University of Paris Dauphine, France
  • 2013 : Ph.D. in Finance, Louvain School of Management, Belgium
  • 2008 : Master, Management Sciences, Finance, UCLouvain (Fucam), Belgium
Professional Experiences
Academic Experience
  • 2014 - present, Professor, Finance, Audit and Control, IÉSEG School of Management, , France
  • 2010 - 2014, Researcher, Louvain School of Management, Louvain-la-Neuve, Belgium
Professional Experience :
  • 2008 - 2010, Performance Analyst, Dexia Asset Management, Brussels, Belgium
Scientific prizes and Awards
  • 2008 : Best Dissertation Award, Facultes Universtaires Catholiques de Mons
Published Papers in Refereed Journals
  • Desagre C., Mazza P., Petitjean M., (2023). Crypto market dynamics in stressful conditions, Applied Economics, 55 (27) 3121-3153.
  • Lefebvre J., Mazza P., (2023). Advance Disclosure of Insider Transactions: Empirical Evidence from the Vietnamese Stock Market, International Review of Law and Economics, 74 (2023) 106137.
  • Ansaram K., Mazza P., (2023). Dependence structure among carbon markets around the world: New evidence from GARCH-copula analysis, Energy Journal, f (f) f.
Show all
  • Mazza P., Ruh B., (2022). The performance of corporate legal insider trading in the Korean market, International Review of Law and Economics, 71 (2022) 106076.
  • Mazza P., Shuwaikh F., (2022). Industry-relatedness, geographic proximity and strategic decisions of corporate and independent venture capital-backed companies, Journal of Small Business Management, f (f) f.
  • Bertrand J., Mazza P., (2022). Borrowers’ Discouragement and Creditor Information, International Review of Law and Economics, 72 (2022) 106098.
  • Kerstens K., Mazza P., Ren T., Van de Woestyne I., (2022). Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy, Omega, 113 (2022) 102718.
  • Mazza P., Wang S., (2021). Corporate legal insider trading in China: performance and determinants, International Review of Law and Economics, 68 (2021) 106024.
  • Mazza P., Nivelleau de la Brunière S., Haye J.-C., (2020). The Performance of Corporate Legal Insiders on the French Stock Market, International Review of Law and Economics, 61 (2020) 105880.
  • Mazza P., Petitjean M., (2019). Testing the effect of technical analysis on market quality and order book dynamics, Applied Economics, 51 (18) 1947-1976.
  • Mazza P., Petitjean M., (2018). Implicit transaction cost management using intraday price dynamics, Applied Economics, 50 (39) 4264-4274.
  • Mazza P., Petitjean M., (2016). On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios, Economic Modelling, 54 67-81.
  • Mazza P., (2015). Price Dynamics and Market Liquidity: An Intraday Event Study on Euronext, The Quarterly Review of Economics and Finance, 56 139–153.
  • Mazza P., (2015). Rethinking Zero Returns in the Liquidity Puzzle of a Limit Order Market, Finance, 36 7-36.
  • D'Hondt C., Majois C., Mazza P., (2015). Commonality on Euronext: Do Location and Account Type Matter?, International Review of Financial Analysis, 42 183-198.
  • Mazza P., Petitjean M., (2015). How integrated is the European carbon derivatives market?, Finance Research Letters, 15 18-30.
  • Mazza P., Duvinage M., Petitjean M., (2014). Testing the profitability of contrarian trading strategies based on the overreaction hypothesis, Bankers, Markets & Investors (Banque & Marchés), 133 4-10.
  • Mazza P., Detollenaere Benoit, (2014). Do Japanese Candlesticks Help Solve the Trader’s Dilemma?, Journal of Banking & Finance, 48 386–395.
  • Mazza P., Duvinage M., Petitjean M., (2013). The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks, Quantitative Finance, 13 (7) 1059-1070.
  • Petitjean M., Mazza P., (2009). An intra-day performance analysis of the MACD technical indicator, Revue Bancaire et Financière, 6 445-450.
  • Mazza P., Petitjean Mikael, (2009). Que vaut l'analyse technique en intrajournalier - L'exemple du MACD, Revue Bancaire et Financière, 6-7 445-450.
Research fields
  • Finance
  • Econometrics
  • Quantitative Methods
  • Economics
Grande Ecole (Bachelor cycle) :
  • Financial markets
Grande Ecole (Master cycle) :
  • Technical analysis
  • Introduction to financial data services
MSc in International Business :
  • Global finance
MSc in Investment Banking and Capital Markets :
  • Sas programming