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:

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

Professor Augustin receives 2014 TCFA Best Paper Award

Published: 12 September 2014

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...

Hillshire Options Bring in the Bacon

Published: 8 July 2014

Bullish options bets on Hillshire Brands Co. stand to deliver millions of dollars in profits to one or more traders who correctly wagered in recent weeks that the company's stock would surge.

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 Patrick Augustin wins Best Paper on Empirical Finance

Published: 25 September 2015

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:...

Pages

Back to top