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Publications:
  • Bryant, H.L, D. Bessler and M.S Haigh., "Disproving Causal Relationships Using Observational Data." Forthcoming, Oxford Bulletin of Economics and Statistics.
  • Haigh, M.S & J.A. List., "Investment under Uncertainty: Testing the Options Model with Professional Traders." Forthcoming, Review of Economics and Statistics.
  • Haigh, M.S., J. Hranaiova and J. Overdahl., "Price Volatility, Liquidity Provision and the Role of Hedge Funds in Energy Futures Markets." Journal of Alternative Investments, Spring 2007
  • J.E. Alevy, M.S Haigh & J.A. List, "Information Cascades: Evidence from a Field Experiment with Financial Market Professionals." The Journal of Finance, 62 (1), (2007): 151 -180.
  • Bryant, H.L., D.A. Bessler and M.S. Haigh. "Causality in Futures Markets." Journal of Futures Markets, 26 (11), (2006): 1039 - 1057.
  • Haigh, M.S., and J.A. List, "Do Professional Traders Exhibit Myopic Loss Aversion - An Experimental Analysis," The Journal of Finance, 60 (1), (2005): 523 - 534. Paper Nominated for Smith Breeden Prize, (best paper in Journal of Finance) 2005
  • Bryant, H.L. and M.S. Haigh, "Derivative Pricing Models v Time-Series Approaches to Hedging: A Comparison," The Journal of Futures Markets, 25 (7), (2005): 613 - 642.
  • Haigh, M.S., "Conditional Volatility Forecasting: Assessing its Economic and Statistical Importance in a Dynamic Hedging Model," Journal of Forecasting, (3), (2005): 155 - 172.
  • J.A. List., & M.S. Haigh. "A Simple Test of Expected Utility Theory using Professional Traders." Proceedings of the National Academy of Sciences, 102(3), (2005): 945 - 948.
  • Haigh, M. S., and D.A. Bessler, "Causality and Price Discovery: An Application of Directed Acyclic Graphs," The Journal of Business, 74(4), (2004): 1099 - 1121.
  • Bryant, H.L. and M.S. Haigh, "Bid-Ask Spreads in Commodity Futures Markets," Applied Financial Economics, 14(13). (2004): 923 - 937.
  • Haigh, M.S., N. Nomikos and D.A. Bessler. "Integration and Causality in International Freight Markets - Modeling with Error Correction and Directed Acyclic Graphs," Southern Economic Journal, 71(1), (2004): 145 - 162.
  • Haigh, M.S. and M.T. Holt, "Hedging Foreign Currency, Freight and Commodity Futures Portfolios - A Note," The Journal of Futures Markets, 22(12), (2002): 1205 - 1224.
  • Haigh, M.S. and M.T. Holt, "Crack Spread Hedging: Accounting for Time-Varying Volatility Spillovers in the Energy Futures Markets," Journal of Applied Econometrics, 17 (2002): 269 - 289.
  • Haigh, M.S. and M.T. Holt, "Combining Time-Varying and Dynamic Multi-Period Optimal Hedging Models," European Review of Agricultural Economics, 4(29) (2002): 471 - 501.
  • Haigh, M.S. and H.L. Bryant. "The Effect of Barge and Ocean Freight Price Volatility in International Grain Markets," Agricultural Economics, 25(1), (2001): 41-59.
  • Yang, J., M.S. Haigh and D.J. Leatham, "Agricultural Liberalization Policy and Price Volatility: A GARCH Application," Applied Economics Letters, 8 (2001): 593-598.
  • Haigh, M.S. and M.T. Holt, "Hedging Multiple Price Uncertainty in International Grain Trade," American Journal of Agricultural Economics, 82(4), (2000): 881-896.
  • Haigh, M.S., "Cointegration, Unbiased Expectations and Forecasting in the BIFFEX Freight Futures Market," The Journal of Futures Markets, 20(6), (2000): 545-571.