Mehmet Sağlam

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7711-6496

Carl H. Lindner College of Business, University of Cincinnati, Cincinnati, Ohio 45221

Publications

• Rainy Day Liquidity — Management Science 2026
• The Cost of Exposing Large Institutional Orders to Electronic Liquidity Providers — Management Science 2024
• Slow-moving capital and execution costs: Evidence from a major trading glitch — Journal of Financial Economics 2021
• Liquidity regimes and optimal dynamic asset allocation — Journal of Financial Economics 2020
• Dynamic Portfolio Choice with Linear Rebalancing Rules — Journal of Financial and Quantitative Analysis 2017
• OR Forum—The Cost of Latency in High-Frequency Trading — Operations Research 2013