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: 28 May 2014

Authors: Augustin, Patrick; Tedongap, Romeo Publication: Journal of Financial and Quantitative Analysis Abstract: 

More Corporate Actions, More Insider Trading?

Published: 2 April 2015

Authors: Patrick Augustin, Jianfeng Hu, Menachem Brenner and Marti Subrahmanyam Publication: The Harvard Law School Forum on Corporate Governance and Financial Regulation Excerpt:

Study: Lots of suspicious trading, but not many convictions

Published: 24 July 2014

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,...

Desautels achieves second consecutive win at PRMIA

Published: 12 April 2017

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...

The problem with insider obsession

Published: 25 June 2014

If investors needed another reason to distrust the stock market, here’s a doozy. A study by a trio of researchers in the U.S. and Canada into insider trading found that one-quarter of the big...

Patrick Augustin Awarded 2016 CME Group Foundation Grant

Published: 6 May 2016

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

Two Groundbreaking Academic Mergers & Acquisitions Studies Win IRRC Institute Investor Research Award at Millstein Governance Forum

Published: 12 June 2014

Two academic research papers that promise to spark new scrutiny of corporate actions such as mergers and acquisitions have won the prestigious Investor Responsibility Research Center Institute ...

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

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