| High frequency market making: The role of speed Y Aït-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 | 112* | 2013 |
| Dynamic Portfolio Choice with Linear Rebalancing Rules C Moallemi, M Saglam Journal of Financial and Quantitative Analysis 52 (3), 1247-1278, 2017 | 79 | 2017 |
| Option market making under inventory risk S Stoikov, M Sağlam Review of Derivatives Research 12, 55-79, 2009 | 64 | 2009 |
| High frequency market making: Implications for liquidity Y Ait-Sahalia, M Sağlam Available at SSRN 2908438, 2017 | 52 | 2017 |
| Liquidity regimes and optimal dynamic asset allocation P Collin-Dufresne, K Daniel, M Sağlam Journal of Financial Economics 136 (2), 379-406, 2020 | 44 | 2020 |
| Do ETFs increase liquidity? M Saglam, T Tuzun, R Wermers Available at SSRN 3142081, 2019 | 41 | 2019 |
| 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 | 28 | 2020 |
| 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 |
| 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 | 18 | 2023 |
| The cost of exposing large institutional orders to electronic liquidity providers R Battalio, B Hatch, M Sağlam Management Science, 2023 | 18* | 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 | 17 | 2021 |
| Reproducibility in Management Science M Fišar, B Greiner, C Huber, E Katok, AI Ozkes, ... Management Science 70 (3), 1343-1356, 2024 | 11 | 2024 |
| 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 |
| 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 | 4 | 2022 |
| Rainy day liquidity JZ Huang, X Li, M Saglam, T Yu Available at SSRN 3387065, 2019 | 3 | 2019 |
| Retail Order Handling and Trading Costs: Evidence from Robinhood's Market Order Collaring P Mantel, M Saglam Available at SSRN 4377192, 2023 | 1 | 2023 |
| Decoding the Predator's Play: An Experimental Investigation of Front-Running B Kluger, M Saglam Available at SSRN 4307842, 2022 | | 2022 |
| The Limits to Predatory Trading: Experimental Evidence B Kluger, M Saglam The Limits to Predatory Trading: Experimental Evidence: Kluger, Brian …, 2022 | | 2022 |
Ciamac MoallemiProfessor, Graduate School of Business, Columbia University在 gsb.columbia.edu 的电子邮件经过验证
