FORTUNE | Coronavirus is making clear there is no solidarity in the EU

Published: 4 May 2020

芦 The European Union is in trouble. From the start, its countries haven鈥檛 been on equal footing. But COVID-19 has shone a stark light on the dissimilarities between its national economies. The...

Insider trading by Congress reveals need for policy change

Published: 24 April 2020

Trading by members of Congress shortly before the March 2020 market crash signals the need for policy change. In an op-ed for The Hill, Professor Patrick Augustin calls for a policy that only...

Understanding negative swap rates

Published: 17 January 2020

A paper from Professor Patrick Augustin featured in voxEU looks at how the emergence of US default risk can help to explain the pattern of negative swap rates. Read more

Cross-Listings and the Dynamics between Credit and Equity Returns

Published: 15 January 2020

Authors: Patrick Augustin, Feng Jiao, Sergei Sarkissian, Michael J Schill...

Insider trading rarely leads to prosecution, study shows

Published: 6 January 2020

A recent article in Belgium鈥檚 L鈥橢cho explores Professor Patrick Augustin鈥檚 2019 research looking at the low prosecution rates following unexplained trading activity in the leadup to company...

Who stands to benefit when companies collapse?

Published: 17 October 2019

Following the collapse of veteran tour operator Thomas Cook, Professor Patrick Augustin has co-authored an article that highlights the problem with 鈥渆mpty creditors鈥, a growing financial market...

How do informed traders trade based on insider information?

Published: 3 May 2019

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: 23 April 2019

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

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