Paolo Mazza
Associate Professor
Finance
IESEG School of Management
France
Biography
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 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
Research Interest
Finance Econometrics
Publications
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Mazza P., (2015). Rethinking Zero Returns in the Liquidity Puzzle of a Limit Order Market, Finance, 36 () 7-36.
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Mazza P., (2015). Price Dynamics and Market Liquidity: An Intraday Event Study on Euronext, The Quarterly Review of Economics and Finance, 56 () 139–153.
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Mazza P., Petitjean M., (2016). On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios, Economic Modelling, 54 () 67-81.
