Michael S. Haigh

Standard Chartered Bank

Managing Director

6 Battery Rd

049909

Singapore

SCHOLARLY PAPERS

11

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4,734

SSRN CITATIONS
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SSRN RANKINGS

Top 19,080

in Total Papers Citations

10

CROSSREF CITATIONS

44

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
CoMeX Consulting and Advising, Standard Chartered Bank, American University - Department of Finance and Real Estate, affiliation not provided to SSRN and University of Illinois at Urbana-Champaign
Downloads 1,777 (11,216)
Citation 37

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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
CoMeX Consulting and Advising, Standard Chartered Bank and University of Illinois at Urbana-Champaign
Downloads 1,448 (15,475)
Citation 11

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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, CoMeX Consulting and Advising, Standard Chartered Bank and American University - Department of Finance and Real Estate
Downloads 669 (47,013)
Citation 5

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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), CoMeX Consulting and Advising and Standard Chartered Bank
Downloads 334 (108,922)
Citation 1

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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
CoMeX Consulting and Advising, Standard Chartered Bank and American University - Department of Finance and Real Estate
Downloads 253 (145,802)
Citation 2

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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 155 (227,642)
Citation 3

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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 Last Revised: 17 May 2007
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 55 (440,575)

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8.

Investment Under Uncertainty: Testing the Options Model with Professional Traders

NBER Working Paper No. w16038
Number of pages: 36 Posted: 04 Jun 2010 Last Revised: 29 Apr 2021
John A. List and Michael S. Haigh
University of Chicago - Department of Economics and Standard Chartered Bank
Downloads 38 (511,245)
Citation 1

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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 5 (725,389)
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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
CoMeX Consulting and Advising, Standard Chartered Bank and University of Illinois at Urbana-Champaign

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Commodity, Equity, DCC, Cointegration, Extreme events

11.

Hedging Multiple Price Uncertainty in International Grain Trade

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

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