Michael S. Haigh

Do Professional Traders Exhibit Myopic Loss Aversion? An Experimental Analysis

Michael S. Haigh, John A. List · The Journal of Finance · 2005 · 774 citations

Behavioral Decision Making, Choice Theory, Mental Accounting +20

Commodities and Equities: <i>Ever a “Market of One”?</i>

Bahattin Büyükşahin, Michael S. Haigh, Michel A. Robe · The Journal of Alternative Investments · 2009 · 231 citations

Trade, Asset Allocation, Commodity Market +19

Fundamentals, Trader Activity and Derivative Pricing

Bahattin Büyükşahin, Michael S. Haigh, Jeffrey H. Harris et al. · SSRN Electronic Journal · 2008 · 123 citations · Full text

Agricultural liberalization policy and commodity price volatility: a GARCH application

Jian Yang, Michael S. Haigh, David J. Leatham · Applied Economics Letters · 2001 · 112 citations

Economics, Agricultural Impact, Applied Economics +15

Crack spread hedging: accounting for time‐varying volatility spillovers in the energy futures markets

Michael S. Haigh, Matthew T. Holt · Journal of Applied Econometrics · 2002 · 106 citations

Empirical Finance, Volatility Modeling, Energy Futures Markets +18