  We investigate the coalescence of massive black hole ($M_{\rm BH}\gtrsim
10^{6}~\rm M_{\odot}$) binaries (MBHBs) at $6<z<10$ by adopting a suite of
cosmological hydrodynamical simulations of galaxy formation, zoomed-in on
biased ($ >3 \sigma$) overdense regions ($M_h\sim 10^{12}~\rm M_{\odot}$ dark
matter halos at $z = 6$) of the Universe. We first analyse the impact of
different resolutions and AGN feedback prescriptions on the merger rate,
assuming instantaneous mergers. Then, we compute the halo bias correction
factor due to the overdense simulated region. Our simulations predict merger
rates that range between 3 - 15 $\rm yr^{-1}$ at $z\sim 6$, depending on the
run considered, and after correcting for a bias factor of $\sim 20-30$.
  For our fiducial model, we further consider the effect of delay in the MBHB
coalescence due to dynamical friction. We find that 83 per cent of MBHBs will
merge within the Hubble time, and 21 per cent within 1 Gyr, namely the age of
the Universe at $z > 6$. We finally compute the expected properties of the
gravitational wave (GW) signals and find the fraction of LISA detectable events
with high signal-to-noise ratio (SNR $>$ 5) to range between 66-69 per cent.
However, identifying the electro-magnetic counterpart of these events remains
challenging due to the poor LISA sky localization that, for the loudest signals
($\mathcal M_c\sim 10^6~\rm M_{\odot}$ at $z=6$), is around 10 $\rm deg^2$.
