Michael S. Haigh

2.5k total citations · 1 hit paper
36 papers, 1.7k citations indexed

About

Michael S. Haigh is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Michael S. Haigh has authored 36 papers receiving a total of 1.7k indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Economics and Econometrics, 21 papers in Finance and 20 papers in General Economics, Econometrics and Finance. Recurrent topics in Michael S. Haigh's work include Market Dynamics and Volatility (25 papers), Monetary Policy and Economic Impact (17 papers) and Financial Markets and Investment Strategies (12 papers). Michael S. Haigh is often cited by papers focused on Market Dynamics and Volatility (25 papers), Monetary Policy and Economic Impact (17 papers) and Financial Markets and Investment Strategies (12 papers). Michael S. Haigh collaborates with scholars based in United States, United Kingdom and Canada. Michael S. Haigh's co-authors include John A. List, Bahattin Büyükşahin, Michel A. Robe, Matthew T. Holt, David A. Bessler, Henry L. Bryant, Jian Yang, David J. Leatham, Jeffrey H. Harris and James A. Overdahl and has published in prestigious journals such as Proceedings of the National Academy of Sciences, The Journal of Finance and The Review of Economics and Statistics.

In The Last Decade

Michael S. Haigh

35 papers receiving 1.5k citations

Hit Papers

Do Professional Traders Exhibit Myopic Loss Aversion? An ... 2005 2026 2012 2019 2005 100 200 300 400 500
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Do Professional Traders Exhibit Myopic Loss Aversion? An Experimental Analysis
    2005 508 citations Michael S. Haigh, John A. List profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Michael S. Haigh United States 21 1.2k 660 550 289 225 36 1.7k
Javier A. Reyes United States 23 1.3k 1.0× 584 0.9× 556 1.0× 119 0.4× 123 0.5× 51 2.1k
Rajna Gibson Switzerland 17 922 0.8× 1.1k 1.7× 310 0.6× 43 0.1× 251 1.1× 54 1.7k
Jack Meyer United States 16 701 0.6× 304 0.5× 95 0.2× 269 0.9× 124 0.6× 43 1.1k
Chris D. Orme United Kingdom 13 779 0.6× 160 0.2× 116 0.2× 579 2.0× 66 0.3× 32 1.3k
Kjell Arne Brekke Norway 18 648 0.5× 199 0.3× 32 0.1× 122 0.4× 60 0.3× 55 1.3k
Gordon J. Alexander United States 17 532 0.4× 809 1.2× 118 0.2× 76 0.3× 248 1.1× 50 1.3k
Robert P. Trost United States 15 853 0.7× 153 0.2× 97 0.2× 7 0.0× 158 0.7× 32 1.2k
Nancy Wallace United States 21 1.2k 1.0× 919 1.4× 72 0.1× 8 0.0× 546 2.4× 64 1.7k
Martin Feldkircher Austria 19 823 0.7× 409 0.6× 587 1.1× 8 0.0× 71 0.3× 62 1.2k

Countries citing papers authored by Michael S. Haigh

Since Specialization
Citations

This map shows the geographic impact of Michael S. Haigh's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Michael S. Haigh with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael S. Haigh more than expected).

Fields of papers citing papers by Michael S. Haigh

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Michael S. Haigh. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Michael S. Haigh. The network helps show where Michael S. Haigh may publish in the future.

Co-authorship network of co-authors of Michael S. Haigh

This figure shows the co-authorship network connecting the top 25 collaborators of Michael S. Haigh. A scholar is included among the top collaborators of Michael S. Haigh based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Michael S. Haigh. Michael S. Haigh is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Büyükşahin, Bahattin, et al.. (2015). The Prevalence, Sources, and Effects of Herding. Journal of Futures Markets. 36(7). 671–694. 28 indexed citations
2.
Büyükşahin, Bahattin, Michael S. Haigh, & Michel A. Robe. (2009). Commodities and Equities: Ever a 'Market of One'?. SSRN Electronic Journal. 48 indexed citations
3.
Büyükşahin, Bahattin, Michael S. Haigh, & Michel A. Robe. (2009). Commodities and Equities: Ever a “Market of One”?. The Journal of Alternative Investments. 12(3). 76–95. 178 indexed citations
4.
Bryant, Henry L., David A. Bessler, & Michael S. Haigh. (2009). Disproving Causal Relationships Using Observational Data*. Oxford Bulletin of Economics and Statistics. 71(3). 357–374. 16 indexed citations
5.
Büyükşahin, Bahattin, Michael S. Haigh, & Michel A. Robe. (2008). Commodities and Equities: 'A Market of One'?. SSRN Electronic Journal. 39 indexed citations
6.
Haigh, Michael S., et al.. (2007). Hedge Funds, Volatility, and Liquidity Provision in Energy Futures Markets. The Journal of Alternative Investments. 9(4). 10–38. 24 indexed citations
7.
Haigh, Michael S., Jeffrey H. Harris, James A. Overdahl, & Michel A. Robe. (2007). Market Growth, Trader Participation and Pricing in Energy Futures Markets. 2 indexed citations
8.
Bryant, Henry L., David A. Bessler, & Michael S. Haigh. (2006). Causality in futures markets. Journal of Futures Markets. 26(11). 1039–1057. 51 indexed citations
9.
Reiffen, David, Bahattin Büyükşahin, & Michael S. Haigh. (2006). Do Price Limits Limit Price Discovery in the Presence of Options?. SSRN Electronic Journal. 2 indexed citations
10.
Bryant, Henry L. & Michael S. Haigh. (2005). Derivative pricing model and time-series approaches to hedging: A comparison. Journal of Futures Markets. 25(7). 613–641. 6 indexed citations
11.
List, John A. & Michael S. Haigh. (2005). A simple test of expected utility theory using professional traders. Proceedings of the National Academy of Sciences. 102(3). 945–948. 53 indexed citations
12.
Bryant, Henry L. & Michael S. Haigh. (2004). Bid–ask spreads in commodity futures markets. Applied Financial Economics. 14(13). 923–936. 34 indexed citations
13.
Haigh, Michael S., Nikos K. Nomikos, & David A. Bessler. (2004). Integration and Causality in International Freight Markets: Modeling with Error Correction and Directed Acyclic Graphs. Southern Economic Journal. 71(1). 145–145. 28 indexed citations
14.
Penson, John B., Ronald A. Babula, Barry J. Barnett, et al.. (2002). AAE volume 34 issue 2 Front matter. Journal of Agricultural and Applied Economics. 34(2). f1–f4. 1 indexed citations
15.
Haigh, Michael S., et al.. (2002). CAUSALITY AND PRICE DISCOVERY: AN APPLICATION OF DIRECTED ACYCLIC GRAPHS. The Journal of Business. 77(4). 1099–1121. 57 indexed citations
16.
Haigh, Michael S.. (2002). Combining time-varying and dynamic multi-period optimal hedging models. European Review of Agricultural Economics. 29(4). 471–500. 6 indexed citations
17.
Haigh, Michael S. & Matthew T. Holt. (2002). Crack spread hedging: accounting for time‐varying volatility spillovers in the energy futures markets. Journal of Applied Econometrics. 17(3). 269–289. 80 indexed citations
18.
Haigh, Michael S.. (2001). The effect of barge and ocean freight price volatility in international grain markets. Agricultural Economics. 25(1). 41–58. 1 indexed citations
19.
Bryant, Henry L., et al.. (2001). Estimating Actual Bid-Ask Spreads in Commodity Futures Markets. AgEcon Search (University of Minnesota, USA). 1–21. 1 indexed citations
20.
Haigh, Michael S. & Matthew T. Holt. (2000). Hedging Multiple Price Uncertainty in International Grain Trade. American Journal of Agricultural Economics. 82(4). 881–896. 64 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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