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:

Are all insiders rogue traders?

Published: 25 June 2014

Insider trading is a topic of intense public debate these days, but this debate must be framed in the context of a clear, objective definition of informed versus insider trading.

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

Published: 8 April 2016

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: 

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:

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