Patrick Augustin

1.5k total citations
46 papers, 866 citations indexed

About

Patrick Augustin is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Patrick Augustin has authored 46 papers receiving a total of 866 indexed citations (citations by other indexed papers that have themselves been cited), including 43 papers in Finance, 13 papers in Accounting and 12 papers in Economics and Econometrics. Recurrent topics in Patrick Augustin's work include Credit Risk and Financial Regulations (28 papers), Banking stability, regulation, efficiency (27 papers) and Financial Markets and Investment Strategies (17 papers). Patrick Augustin is often cited by papers focused on Credit Risk and Financial Regulations (28 papers), Banking stability, regulation, efficiency (27 papers) and Financial Markets and Investment Strategies (17 papers). Patrick Augustin collaborates with scholars based in Canada, United States and United Kingdom. Patrick Augustin's co-authors include Marti G. Subrahmanyam, Menachem Brenner, Roméo Tédongap, Davide Tomio, Sarah Qian Wang, Dragon Yongjun Tang, Yehuda Izhakian, Dongho Song, Mikhail Chernov and Johannes Breckenfelder and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Patrick Augustin

44 papers receiving 820 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Patrick Augustin Canada	15	753	348	248	143	55	46	866
Dimas M. Fazio Brazil	8	399 0.5×	241 0.7×	303 1.2×	67 0.5×	35 0.6×	14	508
Luis Brandão-Marques United States	13	368 0.5×	212 0.6×	184 0.7×	136 1.0×	58 1.1×	50	529
Falko Fecht Germany	14	543 0.7×	320 0.9×	195 0.8×	130 0.9×	32 0.6×	75	608
Paolo Colla Italy	10	638 0.8×	327 0.9×	391 1.6×	98 0.7×	96 1.7×	33	842
Arzu Ozoguz United States	9	407 0.5×	306 0.9×	314 1.3×	106 0.7×	64 1.2×	12	596
Michael Hasler Canada	8	539 0.7×	471 1.4×	163 0.7×	110 0.8×	36 0.7×	23	659
David R. Skeie United States	15	883 1.2×	552 1.6×	194 0.8×	289 2.0×	28 0.5×	33	979
Ken B. Cyree United States	15	476 0.6×	310 0.9×	289 1.2×	86 0.6×	35 0.6×	41	601
Daniel M. Covitz United States	14	995 1.3×	486 1.4×	542 2.2×	131 0.9×	43 0.8×	32	1.1k
Mark Gertler United States	6	579 0.8×	311 0.9×	361 1.5×	139 1.0×	48 0.9×	12	681

Countries citing papers authored by Patrick Augustin

Since Specialization

Citations

This map shows the geographic impact of Patrick Augustin's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Patrick Augustin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Patrick Augustin more than expected).

Fields of papers citing papers by Patrick Augustin

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Patrick Augustin. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Patrick Augustin. The network helps show where Patrick Augustin may publish in the future.

Co-authorship network of co-authors of Patrick Augustin

This figure shows the co-authorship network connecting the top 25 collaborators of Patrick Augustin. A scholar is included among the top collaborators of Patrick Augustin based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Patrick Augustin. Patrick Augustin is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Augustin, Patrick, Mikhail Chernov, Lukas Schmid, & Dongho Song. (2024). The Term Structure of Covered Interest Rate Parity Violations. The Journal of Finance. 79(3). 2077–2114. 6 indexed citations

Augustin, Patrick, Alexey Rubtsov, & Donghwa Shin. (2023). The Impact of Derivatives on Spot Markets: Evidence from the Introduction of Bitcoin Futures Contracts. Management Science. 69(11). 6752–6776. 20 indexed citations

Augustin, Patrick, et al.. (2022). Informed options strategies before corporate events. Journal of Financial Markets. 63. 100766–100766. 3 indexed citations

Augustin, Patrick, et al.. (2021). In sickness and in debt: The COVID-19 impact on sovereign credit risk. Journal of Financial Economics. 143(3). 1251–1274. 91 indexed citations

Augustin, Patrick, et al.. (2021). Volmageddon and the Failure of Short Volatility Products. Financial Analysts Journal. 77(3). 35–51. 2 indexed citations

Augustin, Patrick, Menachem Brenner, Jianfeng Hu, & Marti G. Subrahmanyam. (2020). Are Corporate Spin-offs Prone to Insider Trading?. RePEc: Research Papers in Economics. 9(1-2). 115–155. 10 indexed citations

Augustin, Patrick, et al.. (2020). CDS Returns. Journal of Economic Dynamics and Control. 118. 103977–103977. 2 indexed citations

Augustin, Patrick & Marti G. Subrahmanyam. (2020). Informed Options Trading Before Corporate Events. Annual Review of Financial Economics. 12(1). 327–355. 15 indexed citations

Augustin, Patrick, et al.. (2020). Downside Risk and the Cross-section of Corporate Bond Returns. SSRN Electronic Journal. 5 indexed citations

10.

Augustin, Patrick, Alexey Rubtsov, & Donghwa Shin. (2020). The Impact of Derivatives on Cash Markets: Evidence From the Introduction of Bitcoin Futures Contracts. SSRN Electronic Journal. 5 indexed citations

11.

Augustin, Patrick, Mikhail Chernov, & Dongho Song. (2019). Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads. Journal of Financial Economics. 137(1). 129–151. 38 indexed citations

12.

Augustin, Patrick, et al.. (2019). Cross-Listings and the Dynamics between Credit and Equity Returns. Review of Financial Studies. 33(1). 112–154. 9 indexed citations

13.

Vallée, Boris, et al.. (2017). Exotic Interest Rate Swaps: Snowballs in Portugal.

14.

Augustin, Patrick & Fahad Saleh. (2017). A Note on CDS Returns. SSRN Electronic Journal. 1 indexed citations

15.

Augustin, Patrick, et al.. (2016). How Do Insiders Trade?. SSRN Electronic Journal. 4 indexed citations

16.

Augustin, Patrick. (2016). Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets. SSRN Electronic Journal. 2 indexed citations

17.

Augustin, Patrick, Marti G. Subrahmanyam, Dragon Yongjun Tang, & Sarah Qian Wang. (2014). Credit Default Swaps: A Survey. RePEc: Research Papers in Economics. 9(1–2). 1–196. 50 indexed citations

18.

Augustin, Patrick, et al.. (2014). Sovereign Credit Risk and Corporate Borrowing Costs. 13 indexed citations

19.

Augustin, Patrick. (2012). The Term Structure of CDS Spreads and Sovereign Credit Risk. SSRN Electronic Journal. 12 indexed citations

20.

Augustin, Patrick. (2012). Sovereign Credit Default Swap Premia. SSRN Electronic Journal. 42 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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