Journal Articles
Haghighi, Afshin, Faff, Robert and Oliver, Barry (2024). Retail traders and co-movement: Evidence from Robinhood trading activity. International Review of Financial Analysis, 95 103431, 1-20. doi: 10.1016/j.irfa.2024.103431
Haghighi, Afshin, Zhang, Lei, Oliver, Barry and Faff, Robert (2023). Information acquisition and market liquidity: evidence from EDGAR search activity. Global Finance Journal, 57 100865, 100865. doi: 10.1016/j.gfj.2023.100865
Zhaunerchyk, Katsiaryna, Haghighi, Afshin and Oliver, Barry (2020). Distraction effects on stock return co-movements: Confirmation from the Shenzhen and Shanghai stock markets. Pacific Basin Finance Journal, 61 101301, 101301. doi: 10.1016/j.pacfin.2020.101301
Haghighi, Afshin, Fallahpour, Saeid and Eyvazlu, Reza (2016). Modelling order arrivals at price limits using Hawkes processes. Finance Research Letters, 19, 267-272. doi: 10.1016/j.frl.2016.08.012
Thesis
Haghighi, Afshin (2022). Information acquisition, retail traders, and market quality. PhD Thesis, UQ Business School, The University of Queensland. doi: 10.14264/22d94bc