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 | 42 | 2013 |
Do Japanese candlesticks help solve the trader’s dilemma? B Detollenaere, P Mazza Journal of Banking & Finance 48, 386-395, 2014 | 21 | 2014 |
Price dynamics and market liquidity: An intraday event study on Euronext P Mazza The Quarterly Review of Economics and Finance 56, 139-153, 2015 | 16 | 2015 |
How integrated is the European carbon derivatives market? P Mazza, M Petitjean Finance Research Letters 15, 18-30, 2015 | 12 | 2015 |
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 | 12 | 2013 |
Factor structure in cryptocurrency returns and volatility J Liu, IW Marsh, P Mazza, M Petitjean Available at SSRN 3389152, 2019 | 11 | 2019 |
Rethinking zero returns in the liquidity puzzle of a limit order market P Mazza Finance 36 (2), 7-36, 2015 | 11 | 2015 |
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 | 8 | 2023 |
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 | 8 | 2020 |
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 | 7 | 2024 |
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 | 6 | 2022 |
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios P Mazza, M Petitjean Economic Modelling 54, 67-81, 2016 | 6 | 2016 |
Borrowers’ discouragement and creditor information J Bertrand, P Mazza International Review of Law and Economics 72, 106098, 2022 | 4 | 2022 |
Corporate legal insider trading in China: Performance and determinants P Mazza, S Wang International Review of Law and Economics 68, 106024, 2021 | 4 | 2021 |
Testing the effect of technical analysis on market quality and order book dynamics P Mazza, M Petitjean Applied Economics 51 (18), 1947-1976, 2019 | 3 | 2019 |
The performance of corporate legal insider trading in the Korean market P Mazza, B Ruh International Review of Law and Economics 71, 106076, 2022 | 2 | 2022 |
High-Frequency Traders and Flash Events: Trading Activity and Liquidity Dynamics Around Mini Flash Crashes C Desagre, F Laly, P Mazza, M Petitjean | 2 | 2019 |
Implicit transaction cost management using intraday price dynamics P Mazza, M Petitjean Applied Economics 50 (39), 4264-4274, 2018 | 2 | 2018 |
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 | 2 | 2015 |
Advance disclosure of insider transactions: Empirical evidence from the Vietnamese stock market J Lefebvre, P Mazza International Review of Law and Economics 74, 106137, 2023 | 1 | 2023 |