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Paolo Mazza

Personal Details

First Name:Paolo
Middle Name:
Last Name:Mazza
Suffix:
RePEc Short-ID:pma1923
https://sites.google.com/site/paolomazzaphd/
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

Affiliation

IÉSEG School of Management
Université Catholique de Lille

Lille, France
http://www.ieseg.fr/

: +33/320545892
+33/320574855
3, rue de la Digue, FR-59000 Lille
RePEc:edi:iesegfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Paolo Mazza & Mikael Petitjean, 2016. "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," Post-Print hal-01562991, HAL.
  2. Paolo Mazza & Mikael Petitjean, 2015. "How integrated is the European carbon derivatives market?," Post-Print hal-01526028, HAL.
  3. Catherine D'Hondt & Christophe Majois & Paolo Mazza, 2015. "Commonality on Euronext: Do location and account type matter?," Post-Print hal-01667400, HAL.
  4. Paolo Mazza, 2015. "Price dynamics and market liquidity: An intraday event study on Euronext," Post-Print hal-01563014, HAL.
  5. DUVINAGE, Matthieu & MAZZA, Paolo & PETITJEAN, Mikael, 2014. "Testing the profitability of contrarian trading strategies based on the overreaction hypothesis," CORE Discussion Papers RP 2672, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. DUVINAGE, Matthieu & MAZZA, Paolo & PETITJEAN, Mikael, 2013. "The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks," CORE Discussion Papers RP 2671, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Mazza, Paolo & Petitjean, Mikael, 2016. "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," Economic Modelling, Elsevier, vol. 54(C), pages 67-81.
  2. Paolo Mazza, 2015. "Rethinking Zero Returns in the Liquidity Puzzle of a Limit Order Market," Finance, Presses universitaires de Grenoble, vol. 36(2), pages 7-36.
  3. D'Hondt, Catherine & Majois, Christophe & Mazza, Paolo, 2015. "Commonality on Euronext: Do location and account type matter?," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 183-198.
  4. Mazza, Paolo, 2015. "Price dynamics and market liquidity: An intraday event study on Euronext," The Quarterly Review of Economics and Finance, Elsevier, vol. 56(C), pages 139-153.
  5. Mazza, Paolo & Petitjean, Mikael, 2015. "How integrated is the European carbon derivatives market?," Finance Research Letters, Elsevier, vol. 15(C), pages 18-30.
  6. Detollenaere, Benoit & Mazza, Paolo, 2014. "Do Japanese candlesticks help solve the trader’s dilemma?," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 386-395.
  7. Matthieu Duvinage & Paolo Mazza, 2014. "Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis," Bankers, Markets & Investors, ESKA Publishing, issue 133, pages 4-10, November-.
  8. Matthieu Duvinage & Paolo Mazza & Mikael Petitjean, 2013. "The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks," Quantitative Finance, Taylor & Francis Journals, vol. 13(7), pages 1059-1070, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. DUVINAGE, Matthieu & MAZZA, Paolo & PETITJEAN, Mikael, 2013. "The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks," CORE Discussion Papers RP 2671, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Lu, Tsung-Hsun & Chen, Yi-Chi & Hsu, Yu-Chin, 2015. "Trend definition or holding strategy: What determines the profitability of candlestick charting?," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 172-183.
    2. Detollenaere, Benoit & Mazza, Paolo, 2014. "Do Japanese candlesticks help solve the trader’s dilemma?," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 386-395.
    3. Batten, Jonathan A. & Lucey, Brian M. & McGroarty, Frank & Peat, Maurice & Urquhart, Andrew, 2018. "Does intraday technical trading have predictive power in precious metal markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 102-113.

Articles

  1. Matthieu Duvinage & Paolo Mazza & Mikael Petitjean, 2013. "The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks," Quantitative Finance, Taylor & Francis Journals, vol. 13(7), pages 1059-1070, January.
    See citations under working paper version above.Sorry, no citations of articles recorded.

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