Study Asserts Startling Numbers of Insider Trading Rogues

Published: 17 June 2014

There is often a tip. Before many big mergers and acquisitions, word leaks out to select investors who seek to covertly trade on the information. Stocks and options move in unusual ways that aren’t...

Credit Default Swaps: Past, Present, and Future

Published: 16 October 2015

Authors: Augustin, P., Subrahmanyam, M. G., Tang, D. Y., and Wang, S. Q. Publications: Annual Review of Financial Economics

Credit default swaps: A survey

Published: 6 January 2015

Authors: Augustin, P., Subrahmanyam, M.G., Tang, D.Y., Wang, S.Q. Publication: Foundations and Trends in Finance Abstract

Rampant insider trading rarely leads to prosecution, says study

Published: 15 July 2014

Insider trading continues to be “pervasive” before merger and acquisition deals but rarely leads to prosecutions, according to an analysis of unusual trading patterns by a team of professors in...

Exotic Interest Rate Swaps: Snowballs in Portugal

Published: 8 February 2017

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

Die meisten Insiderhandler kommen davon

Published: 25 June 2014

Ofter als gedacht wird illegal ve rsucht, vertrauliche Kenntnisse an der Borse zu versilbern.

Hutchins Roundup: Macroprudential policies, bonus depreciation, and more

Published: 22 January 2016

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...

Insider Trading Investigators Have a Blind Spot

Published: 16 March 2015

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...

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...

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