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

Published: 23 September 2015

Authors: Augustin, P., Brenner, M., and Subrahmanyam, M. G.  Publications: Social Science Research Network

Professor Patrick Augustin wins 2018 Arthur Warga Award for Best Paper in Fixed Income

Published: 25 May 2018

Assistant Professor in Finance, Patrick Augustin, recently received the 2018 Arthur Warga Award for Best Paper in Fixed Income at the Society for Financial Studies (SFS) Calvalcade North America...

The Term Structure of CDS Spreads and Sovereign Credit Risk

Published: 6 April 2018

Author: Patrick Augustin Publication: Journal of Monetary Economics, Forthcoming Abstract: 

Sovereign to Corporate Risk Spillovers

Published: 19 January 2018

Authors: Patrick Augustin, Hamid Boustanifar, Johannes Breckenfelder and Jan Schinitzler Publication: Journal of Money, Credit and Banking, Forthcoming Abstract:

Real Economic Shocks and Sovereign Credit Risk

Published: 8 August 2016

Authors: Augustin, P., Tédongap, R. Publication: Journal of Financial and Quantitative Analysis, Vol. 51, No. 2, 2016 Abstract: 

Professor Augustin wins 2014 FNR Award for Outstanding PhD Thesis

Published: 15 July 2014

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...

Desautels undergraduates secure a win at PRMIA Risk Management Challenge

Published: 3 March 2017

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...

Exotic Interest Rate Swaps: Snowballs in Portugal

Published: 8 February 2017

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

Detecting Illegal Insider Trading

Published: 1 December 2016

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...

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