Quick Links

Patrick Augustin news

Patrick Augustin Awarded 2016 CME Group Foundation Grant

Detecting Informed Trading in Illiquid Option Markets Researchers: Augustin, P., Grass, G., and Subrahmanyam, M. G. Summary of research project:

Category :
Published on : 06 May 2016

Patrick Augustin awarded 2016 CME Group Foundation Grant: "Detecting Informed Trading in Illiquid Option Markets"

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) Abstract: 

Category :
Published on : 08 Apr 2016

Hutchins Roundup: Macroprudential policies, bonus depreciation, and more

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 significant impact on investment, and more.

Published on : 22 Jan 2016

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

Category :
Published on : 16 Oct 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.

Category :
Published on : 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

Category :
Published on : 23 Sep 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:

Category :
Published on : 02 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. A new study by a team of finance professors suggests one in eight corporate spinoffs and divestments in the U.S. between 1996 and the end of 2013 was preceded by suspicious trading in options markets. The Securities and Exchange Commission hasn’t brought a single case relating to such trading then or since, according to the report, due to be published later this month. 

Published on : 16 Mar 2015

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