Professor

Paolo MAZZA

Paolo MAZZA
Associate Professor
Ph.D. in Finance - Louvain School of Management
Track: Finance
LEM Member
Education
  • 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
Awards
  • 2008 : Best Dissertation Award, Facultes Universtaires Catholiques de Mons
Published Papers in Refereed Journals
  • 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.
Show all
  • Mazza P., Petitjean M., (2015). How integrated is the European carbon derivatives market?, Finance Research Letters, 15 18-30.
  • 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., 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., (2014). Testing the profitability of contrarian trading strategies based on the overreaction hypothesis, Bankers, Markets & Investors (Banque & Marchés), 133 4-10.
  • 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
Teaching
Grande Ecole Program:
  • Introduction to financial data services
  • Financial markets
  • Technical analysis
MSc in International Business :
  • Global finance
MSc in Investment Banking and Capital Markets :
  • Sas programming
IÉSEG