Paolo MAZZA

Paolo MAZZA is a Full Professor of Finance at IÉSEG School of Management in France, specializing in Management Sciences and Finance. He holds a HDR (Habilitation à Diriger des Recherches) from the University of Paris Dauphine and a Ph.D. in Finance from the Louvain School of Management. His research focuses on econometrics, quantitative methods, market liquidity, and corporate finance. He has advised on finance and audit-related matters and is a member of the LEM research group. His work spans topics such as insider trading performance, carbon market integration, cryptocurrency dynamics, and technical analysis strategies.

Education:

• 2017: HDR in Management Sciences (Finance), University of Paris Dauphine
• 2013: Ph.D. in Finance, Louvain School of Management
• 2008: Master's in Management Sciences (Finance), UCLouvain

Research Interests:

Prof. Mazza’s research emphasizes quantitative finance, market microstructure, and regulatory frameworks. He explores how technical analysis impacts market quality, evaluates the performance of insider trading in emerging markets, and investigates carbon market dependencies. His work often combines econometric models with real-world market data to address practical financial questions.

Key Contributions:

His recent studies include analyzing corporate legal insider trading performance in Vietnam, Korea, and China, and assessing the integration of global carbon markets using GARCH-copula models. He has also contributed to understanding cryptocurrency volatility during market stress periods and refining fund rating methodologies using nonparametric frontier models.

Awards:

• Best Dissertation Award (2008), Facultés Universitaires Catholiques de Mons

Teaching & Professional Experience:

Prof. Mazza teaches technical analysis, financial markets, and quantitative methods at the undergraduate and graduate levels. Prior to academia, he worked as a Performance Analyst at Dexia Asset Management and as a researcher at the Louvain School of Management.