I am a Full Professor of Finance at IESEG School of Management (Rue de la Digue, 3; 59000 Lille, France), where I teach Trading & Exchanges (MSc - Course Coordinator), Data Visualization for Finance (for international students), and Global Finance (MIB PGP - Course Coordinator). Previously, I taught a variety of courses, including Financial Instruments and Technology, Fixed Income, Financial Markets, Technical Analysis, Credit Risk Management, Empirical Asset Pricing, Financial Econometrics, SAS Programming, and Programming in R (MSc Elective - Course Coordinator). Additionally, I have published several case studies at the Case Centre.
Before joining IESEG, I was an ARC Postdoctoral Fellow at the Louvain School of Management (Université catholique de Louvain) and a member of the Center for Studies in Asset Management (CESAM). I also served as a Visiting Postdoctoral Researcher at Bayes Business School (formerly Cass Business School) in London, UK. In addition to my academic career, I have industry experience in asset management, having worked at Dexia Asset Management (now Candriam) from 2008 to 2010.
I hold a Master's degree in Management Engineering with a specialization in finance and was awarded the Best Master's Thesis Award by the Alumni organization. In 2017, I successfully defended my Habilitation à Diriger des Recherches (HDR) in Management Sciences at Université Paris-Dauphine, under the supervision of Prof. Carole Gresse.
My research has been published in ABS/CNRS-ranked finance journals, including:
Journal of Banking and Finance
Journal of Small Business Management
The Energy Journal
Ecological Economics
International Review of Financial Analysis
Omega
International Review of Law and Economics
Economic Modelling
Applied Economics
Finance
Quantitative Finance
Finance Research Letters
The Quarterly Review of Economics and Finance
Bankers, Markets and Investors
My doctoral thesis, titled "Essays on Intraday Liquidity and Price Movements," was successfully defended in October 2013.
My research interests include, but are not limited to:
Market microstructure
High Frequency Trading
Trader behavior
Insider trading
Stock return predictability
Transaction cost management
Commodities and alternative markets
On this website, you can find more information about my research, ongoing projects, and my complete CV. You can also visit my profiles on Academia, LinkedIn or Google.
Feel free to contact me for further details on my research, potential collaborations, or consulting opportunities.
Copyright: Dr. Paolo MAZZA, PhD, Full Professor of Finance, IESEG School of Management, Lille.