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Patrick Augustin news

Exotic Interest Rate Swaps: Snowballs in Portugal

Authors: Vallee, B.,  Augustin, P.,  Rich, P. Publications: Harvard Business Publishing  Abstract:

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Published on : 08 Feb 2017

Detecting Illegal Insider Trading

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 financial markets and securities law. [1] Increased efforts by the U.S. department of Justice (DoJ) and the Securities and Exchange Commission (SEC) have been met with both success and failure. The admission of guilt in the insider indictment of SAC Capital, the well-known hedge fund, can certainly be counted as a victory. In contrast, the case United States vs.

Published on : 01 Dec 2016

Real Economic Shocks and Sovereign Credit Risk

Authors: Augustin, P., Tédongap, R. Publication: Journal of Financial and Quantitative Analysis Abstract: 

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Published on : 08 Aug 2016

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:

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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: 

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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

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Published on : 16 Oct 2015

Professor Patrick Augustin 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.

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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

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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:

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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

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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.

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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