Patrick AUGUSTIN
McGill University
H-index: 17
North America-Canada
Top articles of Patrick AUGUSTIN
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts | Management Science | Patrick Augustin Alexey Rubtsov Donghwa Shin | 2023 |
Price rigidities and credit risk | Chicago Booth Research Paper | Patrick Augustin Linxiao Francis Cong Alexandre Corhay Michael Weber | 2023/6/20 |
Informed options strategies before corporate events | Journal of Financial Markets | Patrick Augustin Menachem Brenner Gunnar Grass Piotr Orłowski Marti G Subrahmanyam | 2023/3/1 |
CAHIER DE RECHERCHE DE LA CHAIRE FINTECH AMF–FINANCE MONTRÉAL | Majdi Ben Selma Alexie Labouze-Nasica Hela Chebbi | 2021/3 | |
Yield farming | Available at SSRN | Patrick Augustin Roy Chen-Zhang Donghwa Shin | 2022 |
How sovereign is sovereign credit risk? Global prices, local quantities | Journal of Monetary Economics | Patrick Augustin Valeri Sokolovski Marti G Subrahmanyam Davide Tomio | 2022/10/1 |
In sickness and in debt: The COVID-19 impact on sovereign credit risk | Journal of Financial Economics | Patrick Augustin Valeri Sokolovski Marti G Subrahmanyam Davide Tomio | 2022/3/1 |
Volmageddon and the failure of short volatility products | Financial Analysts Journal | Patrick Augustin Ing-Haw Cheng Ludovic Van den Bergen | 2021/7/3 |
Benchmark interest rates when the government is risky | Journal of Financial Economics | Patrick Augustin Mikhail Chernov Lukas Schmid Dongho Song | 2021/4/1 |
Option Greeks, Insider Trading, and the Heinz Acquisition | Davide Tomio Patrick Augustin Menachem Brenner Marti G Subrahmanyam | 2021 | |
Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis | European Financial Management | Patrick Augustin Jan Schnitzler | 2021/1 |
Cross-listings and the dynamics between credit and equity returns | The Review of Financial Studies | Patrick Augustin Feng Jiao Sergei Sarkissian Michael J Schill | 2020/1/1 |
Informed options trading before corporate events | Patrick Augustin Marti G Subrahmanyam | 2020/11/1 | |
Downside Risk and the Cross-section of Corporate Bond Returns | Proceedings of Paris December 2020 Finance Meeting EUROFIDAI-ESSEC | Patrick Augustin Linxiao Francis Cong Ricardo Lopez Aliouchkin Roméo Tédongap | 2020/10/13 |
CDS returns | Journal of Economic Dynamics and Control | Patrick Augustin Fahad Saleh Haohua Xu | 2020/9/1 |
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads | Journal of Financial Economics | Patrick Augustin Mikhail Chernov Dongho Song | 2020/7/1 |
Ambiguity, volatility, and credit risk | The Review of Financial Studies | Patrick Augustin Yehuda Izhakian | 2020/4/1 |
Co-Authors
