Suivre
Mehmet Sağlam
Mehmet Sağlam
Autres nomsMehmet Saglam
Adresse e-mail validée de uc.edu - Page d'accueil
Titre
Citée par
Citée par
Année
High frequency market making: The role of speed
Y Ait-Sahalia, M Sağlam
Journal of Econometrics 239 (2), 105421, 2024
232*2024
OR Forum—The cost of latency in high-frequency trading
CC Moallemi, M Sağlam
Operations Research 61 (5), 1070-1086, 2013
114*2013
Dynamic Portfolio Choice with Linear Rebalancing Rules
C Moallemi, M Saglam
Journal of Financial and Quantitative Analysis 52 (3), 1247-1278, 2017
852017
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
552017
Liquidity regimes and optimal dynamic asset allocation
P Collin-Dufresne, K Daniel, M Sağlam
Journal of Financial Economics 136 (2), 379-406, 2020
502020
Do ETFs increase liquidity?
M Saæglam, T Tuzun, R Wermers
CFR Working Paper, 2021
452021
Dynamic asset allocation with predictable returns and transaction costs
P Collin-Dufresne, KD Daniel, CC Moallemi, M Sağlam
Available at SSRN 2618910, 2015
41*2015
Reproducibility in Management Science
M Fišar, B Greiner, C Huber, E Katok, AI Ozkes, ...
Management Science 70 (3), 1343-1356, 2024
332024
Order anticipation around predictable trades
M Sağlam
Financial Management 49 (1), 33-67, 2020
292020
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
262023
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
23*2019
The cost of exposing large institutional orders to electronic liquidity providers
R Battalio, B Hatch, M Sağlam
Management Science 70 (6), 3597-3618, 2024
21*2024
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
192021
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
9*2011
Optimal dynamic asset allocation with transaction costs: The role of hedging demands
P Collin-Dufresne, KD Daniel, M Sağlam
National Bureau of Economic Research, 2024
42024
Rainy day liquidity
JZ Huang, X Li, M Saglam, T Yu
Available at SSRN 3387065, 2019
32019
Retail Order Handling and Trading Costs: Evidence from Robinhood's Market Order Collaring
P Mantel, M Saglam
Available at SSRN 4377192, 2023
12023
The determinants of predatory trading: experimental evidence
B Kluger, M Sağlam
Journal of Behavioral Finance, 1-22, 2024
2024
Dynamic Trading Strategies in the Presence of Market Frictions
M Saglam
Columbia University, 2012
2012
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