McGill University News and Events
Congratulations to Desautels undergraduate students: Evan Coulter, Valentyn Litvin, Meagan Prins, and Marina Simonian who won the top prize at the prestigious PRMIA International Risk Management...
Congratulations to Desautels BCom students Evan Coulter, Valentyn Litvin, Meagan Prins, and Marina Simonian for winning the PRMIA Risk Management Challenge, marking a third consecutive victory for...
Authors: Vallee, B., Augustin, P., Rich, P.
Publications: Harvard Business Publishing
A few years ago, Preet Bharara, the U.S. Attorney of the Southern District of New York, proclaimed that insider trading is “rampant” in U.S. securities markets, a quote well known to followers of...
Authors: Augustin, P., Tédongap, R.
Publication: Journal of Financial and Quantitative Analysis
Detecting Informed Trading in Illiquid Option Markets
Researchers: Augustin, P., Grass, G., and Subrahmanyam, M. G.
Summary of research project:
This research grant is awarded jointly to Patrick Augustin (Desautels), Gunnar Grass (HEC Montreal), Marti G. Subrahmanyam, Charles E. Merril (New York Stern School of Business)
Studies in this week’s Hutchins Roundup find that macroprudential policies that target the cost of bank capital are the most effective way to contain housing booms, bonus depreciation has a...
Authors: Augustin, P., Subrahmanyam, M. G., Tang, D. Y., and Wang, S. Q.
Publications: Annual Review of Financial Economics
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:...