Quick Links

More from Finance News

classified as:
  • Desautels Faculty of Management
  • mgmt_fac mcgill.ca/desautels
  • Desautels research
  • desautels_research mcgill.ca/desautels
  • Investment + Risk Management
  • Investment and Risk Management Expert Panel
  • Jan Ericsson
  • Kenneth Lester
  • Laurent Barras
  • Matthieu Bouvard
  • Patrick Augustin
  • Reuven Brenner
  • Sujata Madan
  • Vihang Errunza
  • External
  • Faculty
  • Staff
  • Students
subscribe

The Impact of Investability on Asset Valuation

Authors: Errunza, V., Ta, H.

Publication: Journal of Financial and Quantitative Analysis

Abstract: 

...
Published: 8 Jan 2016

What if economists applied their own theories — to themselves?

Written by Reuven Brenner ...

Published: 18 Dec 2015

France's national suicide

Over at Asia Times, I argue that France will do nothing in response to the Paris massacres but round up the usual suspects. ...

Published: 19 Nov 2015

When it comes to short-selling, flair for the dramatic growing in importance

“To me it treads on that fine line because, in a way, you create your own insider information,” said Kenneth Lester, a finance professor at McGill University in Montreal and CEO of Lester Asset Management.

Read full article: Financial Post, November 2, 2015

Published: 3 Nov 2015

Canadian elections: Why did inexperience triumph?

Article written by Professor Reuven Brenner

As in the United States, Canadians voted for “Hope and Change” on Oct. 19, 2015.

...
Published: 30 Oct 2015

Credit Default Swaps: Past, Present, and Future

Authors: Augustin, P., Subrahmanyam, M. G., Tang, D. Y., and Wang, S. Q.

Publications: Annual Review of Financial Economics

...
Published: 16 Oct 2015

How many immigrants can Europe accommodate?

Written by Reuven BrennerEurope is now facing a prospect similar to what the US has been facing for decades: the march of millions upon its borders. But whereas the US got millions of immigrants fleeing Mexico for a better life, the potential millions moving on Europe come from failing states from around the world: Syria, Iraq, Afghanistan, Libya – and through the latter, from Nigeria, Eritrea and other....

Published: 25 Sep 2015

Professor Patrick Augusting wins Best Paper on Empirical Finance

Professor Patrick Augustin wins Best Paper on Empirical Finance at the 2015 Northern Finance Association Annual Meeting for his paper "Informed Options Trading prior to M&A Announcements: Insider Trading?" with co-authors Menachem Brenner and Marti G. Subrahmanyam.

...
Published: 25 Sep 2015

Informed Options Trading prior to M&A Announcements: Insider Trading?

Authors: Augustin, P., Brenner, M., and Subrahmanyam, M. G. 

Publications: Social Science Research Network

...
Published: 23 Sep 2015

Summers, Krugman, Bernanke – arcykapłani makrostrologii

This op-ed is written by Professor Reuven Brenner. 

Od kilku miesięcy Larry Summers powtarza tezę, że mamy do czynienia z „długotrwałą stagnacją”, przez co rozumie trwały spadek zagregowanego popytu na świecie, zwłaszcza w USA. Bernanke twierdzi, że niskie stopy procentowe to winna cyklu koniunkturalnego i czynników nadzwyczajnych, a nie Fed – co z kolei krytykuje Krugman.

...
Published: 21 Sep 2015

Currency flows and flaws: Brenner

This op-ed is written by Reuven Brenner, the Repap Chair at McGill University’s Desautels faculty of Management. 

...
Published: 9 Sep 2015

What the Chinese stock bust and US productivity decline have in common

Though it was recently announced that productivity in the US rose 1.3% from the previous quarter, Alan Greenspan is worried about the collapse in productivity: “I think it’s the most serious problem that confronts not only the United States but the world at large and more exactly the developed world especially. American productivity is not significantly different from zero growth in the last 6 or 8 quarters.  ...

Published: 27 Aug 2015

More Corporate Actions, More Insider Trading?

Authors: Patrick Augustin, Jianfeng Hu, Menachem Brenner and Marti Subrahmanyam

Publication: The Harvard Law School Forum on Corporate Governance and Financial Regulation

Excerpt:

...
Published: 2 Apr 2015

Insider Trading Investigators Have a Blind Spot

Over the past year, a record 266 companies have spun off divisions in a trend bankers are calling “Spinmania.” If history is any guide, about 35 of those deals will have leaked undetected to inside traders.

...
Published: 16 Mar 2015

Pages