Quick Links

Patrick Augustin news

Credit default swaps: A survey

Authors: Augustin, P., Subrahmanyam, M.G., Tang, D.Y., Wang, S.Q. Publication: Foundations and Trends in Finance Abstract

Category :
Published on : 06 Jan 2015

Third Annual OptionMetrics Research Conference Brings Together International Academia, Financial Professionals to 'Convene' on October 20th in New York City

OptionMetrics, a leading source for quality historical option price data, tools and analytics, has announced the upcoming OptionMetrics Research Conference (ORC2014).

Published on : 23 Sep 2014

Professor Augustin receives 2014 TCFA Best Paper Award

Professor Patrick Augustin has been selected to receive a 2014 Best Paper Award by the Chinese Finance Association (TCFA) for his paper, entitled “Informed Options Trading prior to M&A Announcements: Insider Trading?” The paper will be presented at the Best Paper Symposium on October 31 in New York City. The Chinese Finance Association (TCFA) was founded in the U.S.

Category :
Published on : 12 Sep 2014

Study: Lots of suspicious trading, but not many convictions

According to a new study, insider trading often occurs during merger and acquisitions and is rarely punished. BNN takes a closer look with one of the report's co-authors, Patrick Augustin, Assistant Professor of Finance, Desautels Faculty of Management, McGill University. Watch full video: Business News Network

Published on : 24 Jul 2014

Professor Augustin wins 2014 FNR Award for Outstanding PhD Thesis

Professor Patrick Augustin has won the 2014 FNR Award for Outstanding PhD Thesis 2014 given by the Luxembourg National Research Fund (FNR) for his thesis entitled, “Essays on Sovereign Credit Risk and Credit Default Swap Spreads.” The FNR provides funding for all branches of science and the humanities with an emphasis on strategically aligned research domains.

Category :
Published on : 15 Jul 2014

Rampant insider trading rarely leads to prosecution, says study

Insider trading continues to be “pervasive” before merger and acquisition deals but rarely leads to prosecutions, according to an analysis of unusual trading patterns by a team of professors in Canada and the United States.

Published on : 15 Jul 2014

Es más probable que rechace las jerarquías si no se siente atractivo

Harvard Business Review. Cuando las personas creen que son atractivas consideran que tienen una clase social más alta y su percepción hacia la desigualdad es más favorable, señala un estudio.

Published on : 15 Jul 2014

Hillshire Options Bring in the Bacon

Bullish options bets on Hillshire Brands Co. stand to deliver millions of dollars in profits to one or more traders who correctly wagered in recent weeks that the company's stock would surge.

Published on : 08 Jul 2014

The problem with insider obsession

If investors needed another reason to distrust the stock market, here’s a doozy. A study by a trio of researchers in the U.S. and Canada into insider trading found that one-quarter of the big merger and acquisition (M&A) deals over a 15-year period—roughly 460 transactions in total—may have seen people profiting on information before it was public.

Published on : 25 Jun 2014

Are all insiders rogue traders?

Insider trading is a topic of intense public debate these days, but this debate must be framed in the context of a clear, objective definition of informed versus insider trading.

Published on : 25 Jun 2014

Die meisten Insiderhandler kommen davon

Ofter als gedacht wird illegal ve rsucht, vertrauliche Kenntnisse an der Borse zu versilbern.

Published on : 25 Jun 2014

Study Asserts Startling Numbers of Insider Trading Rogues

There is often a tip. Before many big mergers and acquisitions, word leaks out to select investors who seek to covertly trade on the information. Stocks and options move in unusual ways that aren’t immediately clear. Then news of the deals crosses the ticker, surprising everyone except for those already in the know. Sometimes the investor is found out and is prosecuted, sometimes not.

Published on : 17 Jun 2014

Two Groundbreaking Academic Mergers & Acquisitions Studies Win IRRC Institute Investor Research Award at Millstein Governance Forum

Two academic research papers that promise to spark new scrutiny of corporate actions such as mergers and acquisitions have won the prestigious Investor Responsibility Research Center Institute (IRRCi) annual investor research competition that focuses on the interaction of the real economy with investment theory. The winning research teams will be presented with a $10,000 award for each paper:

Published on : 12 Jun 2014

Real Economic Shocks and Sovereign Credit Risk

Authors: Augustin, Patrick; Tedongap, Romeo Publication: Journal of Financial and Quantitative Analysis Abstract: 

Category :
Published on : 28 May 2014