Michael S. Haigh

Standard Chartered Bank

Managing Director

6 Battery Rd

049909

Singapore

SCHOLARLY PAPERS

11

DOWNLOADS
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CITATIONS
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Top 6,242

in Total Papers Citations

80

Scholarly Papers (11)

1.

Fundamentals, Trader Activity and Derivative Pricing

EFA 2009 Bergen Meetings Paper
Number of pages: 56 Posted: 02 Mar 2007 Last Revised: 13 Feb 2009
Bank of Canada, Standard Chartered Bank, American University, affiliation not provided to SSRN and University of Illinois at Urbana-Champaign
Downloads 1,382 (8,412)
Citation 14

Abstract:

Crude Oil Futures, Maturity, Segmentation, Cointegration, Trading Activity, Fundamentals

2.

Commodities and Equities: 'A Market of One'?

Number of pages: 47 Posted: 11 Dec 2007 Last Revised: 12 Nov 2009
Bahattin Buyuksahin, Michael S. Haigh and Michel A. Robe
Bank of Canada, Standard Chartered Bank and University of Illinois at Urbana-Champaign
Downloads 1,240 (11,127)
Citation 6

Abstract:

Commodities, Equities, Dynamic conditional correlations, DCC, Cointegration, Extreme-events correlations

3.

The Prevalence, Sources, and Effects of Herding

Forthcoming, Journal of Futures Markets
Number of pages: 48 Posted: 15 Mar 2009 Last Revised: 28 Aug 2015
West Virginia University, Bank of Canada, Standard Chartered Bank and American University
Downloads 572 (34,462)
Citation 1

Abstract:

Herding, Hedge Funds, Futures Markets

4.

Do Price Limits Limit Price Discovery in the Presence of Options?

Number of pages: 39 Posted: 05 Sep 2006
David Reiffen, Bahattin Buyuksahin and Michael S. Haigh
U.S. Commodity Futures Trading Commission (CFTC), Bank of Canada and Standard Chartered Bank
Downloads 301 (80,303)

Abstract:

price limits, price discovery, options, futures

5.

Error Trades in Futures Markets

Number of pages: 45 Posted: 15 Feb 2009 Last Revised: 27 May 2009
Bahattin Buyuksahin, Michael S. Haigh and Jeffrey H. Harris
Bank of Canada, Standard Chartered Bank and American University
Downloads 219 (111,615)

Abstract:

Error Trades, Futures Markets, Market Microstructure

6.

Information Cascades: Evidence from a Field Experiment with Financial Market Professionals

University of Maryland Working Paper No.03-15
Number of pages: 41 Posted: 08 Feb 2004
Jonathan E. Alevy, Michael S. Haigh and John A. List
University of Alaska Anchorage, Standard Chartered Bank and University of Chicago - Department of Economics
Downloads 137 (168,455)
Citation 28

Abstract:

Herd Behavior, Futures Traders, Experiments

7.

Information Cascades: Evidence from an Experiment with Financial Market Professionals

NBER Working Paper No. w12767
Number of pages: 57 Posted: 22 Dec 2006
Jonathan E. Alevy, Michael S. Haigh and John A. List
University of Alaska Anchorage, Standard Chartered Bank and University of Chicago - Department of Economics
Downloads 45 (334,021)
Citation 28

Abstract:

8.

Investment Under Uncertainty: Testing the Options Model with Professional Traders

NBER Working Paper No. w16038
Number of pages: 36 Posted: 04 Jun 2010
John A. List and Michael S. Haigh
University of Chicago - Department of Economics and Standard Chartered Bank
Downloads 30 (392,111)
Citation 2

Abstract:

9.

*Disproving Causal Relationships Using Observational Data

Oxford Bulletin of Economics and Statistics, Vol. 71, Issue 3, pp. 357-374, June 2009
Number of pages: 18 Posted: 27 Apr 2009
Henry L. Bryant, David Bessler and Michael S. Haigh
Texas A&M University - Department of Agricultural Economics, Texas A&M University, College Station - Department of Agricultural Economics and Standard Chartered Bank
Downloads 4 (529,071)
Citation 1
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Abstract:

10.

Commodities and Equities: Ever a 'Market of One'?

Journal of Alternative Investments, Vol. 12, No. 3, Winter 2010
Posted: 14 Nov 2009
Bahattin Buyuksahin, Michael S. Haigh and Michel A. Robe
Bank of Canada, Standard Chartered Bank and University of Illinois at Urbana-Champaign

Abstract:

Commodity, Equity, DCC, Cointegration, Extreme events

11.

Hedging Multiple Price Uncertainty in International Grain Trade

American Journal of Agricultural Economics, Vol. 82, No. 4, November 2000
Posted: 29 Jan 2001
Michael S. Haigh and Matthew T. Holt
Standard Chartered Bank and University of Alabama -- Dept of Economics, Finance, and Legal Studies

Abstract: