The new manager has overseen two games in charge of United, a 7-0 win over LA Galaxy followed by a 3-2 win over Roma, a display the Dutchman described as "not good".
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"After the game when we had given two goals away he was not very happy, but I think his way is that of a great manager," Mata told reporters.
"He says what he thinks and has a clear way of understanding football. We feel the manager is a great manager who has brought a strong mentality. This club is made for a winning mentality and I think he has it.
"He has had success in different countries. We are happy with him and the way he works. Everything is new but we are adapting well to his style of football.
"He is right to be demanding. As a player you want a coach like this, always demanding more and to play better and try to win the games earlier or in a different way."