Patrick Augustin

How do informed traders trade based on insider information?

Published: 3May2019

If previous research has identified the existence of informed trading in the options markets, new work co-authored by Professor Patrick Augustin takes it a step further, offering insights into the...

Cross-Listings and the Dynamics between Credit and Equity Returns

Published: 23Apr2019

Authors: Patrick Augustin, Feng Jiao, Sergei Sarkissian, and Michael J. Schill Publication: The Review of Financial Studies, Forthcoming Abstract:

Tricks of the trade: Unmasking insider trading tactics

Published: 6Mar2019

A new paper co-authored by Professor Patrick Augustin spotlights some of the strategies that insider traders in the options market might use, as well as provides insight into where regulators might...

Professor Augustin to speak at high-profile conference

Published: 23Oct2018

Professor Patrick Augustin will be joining the Canadian Association of Alternative Strategies & Assets (CAASA) as a speaker at their annual conference in November....

A report to navigate the future financial landscape

Published: 28Jun2018

Professor Patrick Augustin, together with a think tank from the World Economic Forum, authored a report entitled, GFC on Financial and Monetary Systems, which lays out the risks and challenges...

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

Published: 23Sep2015

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: 25May2018

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: 6Apr2018

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

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