Vega Economics provides consulting and expert testimony in class action lawsuits and other high-profile matters involving asset-backed securities, securities fraud, market microstructure, derivatives, and securities pricing. We have worked with some of the world’s largest investment banks and analyzed issues related to class certification, merits, causation, materiality, damages, and market efficiency.

Our experts frequently use economic modeling, statistical sampling, and data analysis to address issues in both litigation and non-litigation contexts.

Some recent example engagements include:

  • Event Study in Securities Fraud Investigation: The Vega team performed an empirical analysis of the impact of a plea bargain on stock market returns using an event study approach.
  • Bond Price Rigging Litigation: Vega is currently engaged to develop economic analyses to be used a complaint alleging collusion to fix bond prices. Our team utilized public data to measure the impact of a conspiracy in the bond market. These analyses demonstrated that the price-fixing conspiracy artificially inflated prices investors paid when buying bonds and deflated prices when selling bonds.
  • Securities Fraud Analysis: The Vega team supported an expert analyzing alleged securities fraud. The expert opined on whether defendant’s actions were consistent with market making and hedging activities.

Vega is committed to matching the most suited expert for each case. A few of the academic and industry professionals in our network include:

Rajeev Bhattacharya
Professor of Finance at R.H. Smith School of Business at the University of Maryland
  • Antitrust & Competition
  • Securities
  • Statistical Anlaysis
  • Valuation & Damages
Jeffrey H. Harris
Gary Cohn Goldman Sachs Endowed Chair in Finance at the Kogod School of Business, American University
  • Financial Institutions
  • Securities
Sudip Gupta
Clinical Associate Professor of Finance and Business Economics at Fordham University
  • Antitrust & Competition
  • Corporate Finance
  • FinTech
  • Securities
  • Valuation & Damages
Joel Finard
Principal at CapMarket Consulting
  • Financial Institutions
  • Securities
  • Valuation & Damages
Ethan Cohen-Cole
Managing Director at Vega Economics
  • Consumer Finance
  • Financial Institutions
  • Healthcare & Health Economics
  • Securities
  • Statistical Anlaysis
  • Valuation & Damages
Meir Statman
Glenn Klimek Professor of Finance at Leavey School of Business, Santa Clara University
  • Consumer Finance
  • Securities
Anthony Saunders
John M. Schiff Professor of Finance at NYU Stern
  • Financial Institutions
  • Securities
Atulya Sarin
Professor of Finance in the Leavey School of Business at Santa Clara University
  • Corporate Finance
  • Financial Institutions
  • Securities
  • Valuation & Damages
Christopher Palmer
Albert and Jeanne Clear Career Development Professor and Assistant Professor of Finance at the MIT Sloan School of Management
  • Consumer Finance
  • Corporate Finance
  • Financial Institutions
  • Securities