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Mehmet Saglam
Mehmet Saglam
Verified email at uc.edu - Homepage
Title
Cited by
Cited by
Year
High frequency market making: The role of speed
Y At-Sahalia, M Sağlam
Journal of Econometrics, 2023
219*2023
OR Forum—The cost of latency in high-frequency trading
CC Moallemi, M Sağlam
Operations Research 61 (5), 1070-1086, 2013
110*2013
Dynamic Portfolio Choice with Linear Rebalancing Rules
C Moallemi, M Saglam
Journal of Financial and Quantitative Analysis 52 (3), 1247-1278, 2017
722017
Option market making under inventory risk
S Stoikov, M Sağlam
Review of Derivatives Research 12, 55-79, 2009
672009
High frequency market making: Implications for liquidity
Y Ait-Sahalia, M Sağlam
Available at SSRN 2908438, 2017
522017
Liquidity regimes and optimal dynamic asset allocation
P Collin-Dufresne, K Daniel, M Sağlam
Journal of Financial Economics 136 (2), 379-406, 2020
392020
Do ETFs increase liquidity?
M Saglam, T Tuzun, R Wermers
Available at SSRN 3142081, 2019
392019
Dynamic asset allocation with predictable returns and transaction costs
P Collin-Dufresne, KD Daniel, CC Moallemi, M Sağlam
Available at SSRN 2618910, 2015
39*2015
Order anticipation around predictable trades
M Sağlam
Financial Management 49 (1), 33-67, 2020
252020
Short-term trading skill: An analysis of investor heterogeneity and execution quality
M Sağlam, CC Moallemi, MG Sotiropoulos
Journal of Financial Markets 42, 1-28, 2019
22*2019
The cost of exposing large institutional orders to electronic liquidity providers
R Battalio, B Hatch, M Sağlam
Management Science, 2023
20*2023
Slow-moving capital and execution costs: Evidence from a major trading glitch
V Bogousslavsky, P Collin-Dufresne, M Sağlam
Journal of Financial Economics 139 (3), 922-949, 2021
152021
Identifying Market Maker Trades as' Retail'from TAQ: No Shortage of False Negatives and False Positives
RH Battalio, RH Jennings, M Saglam, J Wu
Available at SSRN 4579159, 2023
112023
Housing prices and the optimal time-on-the-market decision
H Inaltekin, RA Jarrow, M Sağlam, Y Yıldırım
Finance Research Letters 8 (4), 171-179, 2011
8*2011
Rainy day liquidity
JZ Huang, X Li, M Saglam, T Yu
Available at SSRN 3387065, 2019
32019
Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands
P Collin-Dufresne, KD Daniel, M Saglam
Swiss Finance Institute Research Paper, 2022
22022
Retail Order Handling and Trading Costs: Evidence from Robinhood's Market Order Collaring
P Mantel, M Saglam
Available at SSRN 4377192, 2023
12023
The Limits to Predatory Trading: Experimental Evidence
B Kluger, M Saglam
Available at SSRN 4307842, 2022
2022
Dynamic Trading Strategies in the Presence of Market Frictions
M Saglam
Columbia University, 2012
2012
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Articles 1–19