Working papers/Bart Taub

  • Speculative Dynamics (with Dan Bernhardt and Peter Seiler) (pdf) (updated)
  • Bargaining power in stationary parallelogram games (with Ozgur Kibris) (pdf) Review of Economic Design 8, 449-464 (2004)
  • Stable coalitions in a continuous time model of risk sharing (with Hector Chade) (pdf) Mathematical Social Sciences 50, no.1, 24-38 (2005)
  • Dynamic strategic information control (pdf)
  • Dual Trading (with Dan Bernhardt) (pdf)
  • Segmented Risk Sharing in a Continuous-Time Setting (with Hector Chade) (pdf) Economic Theory Volume 20 Issue 4 (2002) pp 645-675
  • Filtering with Search (pdf) (HWWA working paper 2001-151)
  • Kyle v. Kyle (with Dan Bernhardt) (pdf) Annals of Finance 2(1) 23-38 (2006)
  • Cross-Asset Speculation in Stock Markets (with Dan Bernhardt) (pdf) forthcoming, Journal of Finance
  • The Dynamics of Strategic Information Flows in Stock Markets (with Peter Seiler) (pdf) , Finance and Stochastics 12 (1), (2008), 43-82 and Electronic Supplementary Material
  • Appendix E for "The Dynamics of Strategic Information Flows in Stock Markets" (pdf) Supplemental appendix on state-space version of Iakoubovski-Merino spectral factorization algorithm
  • Enclosure (with Rui Zhao) (pdf) forthcoming, Economic Inquiry
  • Why Doesn't Luxembourg Send All Its Capital to India? (with Rui Zhao) (pdf) forthcoming, Journal of Macroeconomics
  • Front-running dynamics (with Dan Bernhardt) (pdf) , Journal of Economic Theory 138 (1), (2008), 288-296