Credit Default Swaps: Past, Present, and Future

Published: 16 October 2015

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

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:...

More Corporate Actions, More Insider Trading?

Published: 2 April 2015

Authors:聽Patrick Augustin,聽Jianfeng Hu,聽Menachem Brenner and Marti Subrahmanyam Publication: The Harvard Law School Forum on Corporate Governance and Financial Regulation Excerpt:

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 鈥淪pinmania.鈥 If history is any guide, about 35 of those deals will have leaked undetected to inside...

Credit default swaps: A survey

Published: 6 January 2015

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

Third Annual OptionMetrics Research Conference Brings Together International Academia, Financial Professionals to 'Convene' on October 20th in New York City

Published: 23 September 2014

OptionMetrics, a leading source for quality historical option price data, tools and analytics, has announced the upcoming聽OptionMetrics Research Conference (ORC2014). The conference will be held on...

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 鈥淚nformed Options Trading prior to M&A...

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,聽Patrick Augustin,...

Rampant insider trading rarely leads to prosecution, says study

Published: 15 July 2014

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

Pages

Back to top