Professor Bart Taub
- Professor in Finance (Economics)
Bart Taub joined the University of Glasgow in 2013 as Professor of Financial Economics within the Adam Smith Business School. He received his BA from the University of Michigan and his PhD from the University of Chicago. His recent academic appointments include the University of Illinois and the University of Durham, with visiting appointments at the University of Chicago, New York University, the Higher School of Economics, and the European University Institute. He has published articles on monetary economics, growth theory, trade theory, the behaviour of firms and the functioning of stock markets, with a primary focus on how commitment and communication influence outcomes.
Bart Taub is a member of the Finance research cluster.
Areas of expertise:
- Financial market microstructure
- Fernand Braudel Fellowship, "On The Interaction of Commitment and Communication Constraints in the Dynamic Behaviour of the Distribution of Wealth," European University Institute, Florence, 2020-2021;
- National Science Foundation Research Grant, “Cladistic Asset Pricing,” SES-0317700, 2003–2007 (with Dan Bernhardt);
- Guggenheim Foundation Fellowship: “Contracts as a Means of Producing Information in Society,” 1995-96;
- National Science Foundation Research Grant: “Strategic Information Manipulation as a Model of Assets and Aggregate Fluctuations,” 1992-94;
- National Science Foundation Research Grant: “Integrative Noise and Fixed-Point Methods as Solutions Techniques for General Linear- Quadratic Models of Endogenous Information,” 1988-90;
- Earhart Fellowship Research Grant: “Capital and Interest in a Money-Shock Model of the Business Cycle,” 1988;
- Earhart Fellowship 1977-1979: Hillman Fund Scholarship, 1979.
- Almarshad, Khozama Khaled S
Essays in Financial Market Microstructure
- Asumadagwine, Godwin
Investment Timing and Decision Making in Emerging Economies
- Chen, Yixuan
Evaluating the Risk Premium using the Put-Call Ratio.
- Duong, Hai
An essay on price impact: How limit order book events and order flow affect price formation.
- Sun, Longguang
Applying machine learning to solve the optimal stopping problem in aquaculture
- MSc Financial Market Microstructure
- MSc Economic Fundamentals and Financial Markets
- MA and MSc Corporate finance
- UG Intermediate macroeconomics
- Macroeconomic policy (UG)
- PhD Core graduate macroeconomics II
- PhD Advanced monetary theory
- PhD Dynamics I (deterministic continuous-time control and growth theory)
- PhD Dynamics II (continuous time stochastic control and discrete dynamic programming and frequency domain methods)
- PhD Dynamic contract theory
- PhD Mathematics for econometrics
- MA Econometrics