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Paolo Mazza
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Cited by
Year
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
M Duvinage, P Mazza, M Petitjean
Quantitative Finance 13 (7), 1059-1070, 2013
382013
Do Japanese candlesticks help solve the trader’s dilemma?
B Detollenaere, P Mazza
Journal of Banking & Finance 48, 386-395, 2014
202014
Price dynamics and market liquidity: An intraday event study on Euronext
P Mazza
The Quarterly Review of Economics and Finance 56, 139-153, 2015
152015
How integrated is the European carbon derivatives market?
P Mazza, M Petitjean
Finance Research Letters 15, 18-30, 2015
112015
Rethinking zero returns in the liquidity puzzle of a limit order market
P Mazza 1
Finance 36 (2), 7-36, 2015
112015
Valle Giumentina (Abruzzes, Italie)
E Nicoud, M Pagli, D Aureli, S Agostini, G Boschian, C Chaussé, ...
Chronique des activités archéologiques de l’École française de Rome, 2013
112013
Factor structure in cryptocurrency returns and volatility
J Liu, IW Marsh, P Mazza, M Petitjean
Available at SSRN 3389152, 2019
102019
The performance of corporate legal insiders on the French stock market
SN de La Brunière, JC Haye, P Mazza
International Review of Law and Economics 61, 105880, 2020
72020
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios
P Mazza, M Petitjean
Economic Modelling 54, 67-81, 2016
62016
Multi-time and multi-moment nonparametric frontier-based fund rating: Proposal and buy-and-hold backtesting strategy
K Kerstens, P Mazza, T Ren, I Van de Woestyne
Omega 113, 102718, 2022
52022
Industry-relatedness, geographic proximity and strategic decisions of corporate and independent venture capital-backed companies
P Mazza, F Shuwaikh
Journal of Small Business Management 62 (2), 966-1003, 2024
42024
Can weather variables and electricity demand predict carbon emissions allowances prices? Evidence from the first three phases of the EU ETS
M Eslahi, P Mazza
Ecological Economics 214, 107985, 2023
42023
Corporate legal insider trading in China: Performance and determinants
P Mazza, S Wang
International Review of Law and Economics 68, 106024, 2021
42021
Borrowers’ discouragement and creditor information
J Bertrand, P Mazza
International Review of Law and Economics 72, 106098, 2022
32022
The performance of corporate legal insider trading in the Korean market
P Mazza, B Ruh
International Review of Law and Economics 71, 106076, 2022
22022
Testing the effect of technical analysis on market quality and order book dynamics
P Mazza, M Petitjean
Applied Economics 51 (18), 1947-1976, 2019
22019
Implicit transaction cost management using intraday price dynamics
P Mazza, M Petitjean
Applied Economics 50 (39), 4264-4274, 2018
22018
Commonality on Euronext: Do location and account type matter?
C d'Hondt, C Majois, P Mazza
International Review of Financial Analysis 42, 183-198, 2015
22015
High-Frequency Traders and Flash Events: Trading Activity and Liquidity Dynamics Around Mini Flash Crashes
C Desagre, F Laly, P Mazza, M Petitjean
12019
Common Factors in Market Quality: Evidence from European Stocks
IW Marsh, P Mazza
Working Paper, 2017
12017
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Articles 1–20