Mehmet Sağlam

Headshot of Mehmet Sağlam

Mehmet Sağlam

Johnson Professorship, Assistant Professor, Department of Finance, Real Estate, and Insurance and Risk Management

2350 Carl H. Lindner Hall

513-556-9108

Mehmet Sağlam is the Johnson Assistant Professor of Finance at the Carl H. Lindner College of Business at University of Cincinnati. He received a B.Sc. from Cornell University and Ph.D. from Columbia University. His research focuses on asset pricing and market structure. Prior to joining University of Cincinnati, he spent one year at Bendheim Center for Finance at Princeton University as a postdoctoral research associate. 

In addition to his academic experience, he worked in the quantitative trading groups at BlackRock, JP Morgan Asset Management and Bank of America Merrill Lynch and worked as a management consultant at FMCG.

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Teaching Interest
Derivatives and Investments

Research Interest
Asset Pricing, Market Structure

History
Institution: University of Cincinnati
Title: Assistant Professor of Finance

Institution: Princeton University
Title: Postdoctoral Research Associate
End Date: 2013-08-31

Institution: Bank of America Merrill Lynch
Title: Associate
End Date: 2012-03-31

Institution: Bank of America Merrill Lynch
Title: Summer Associate
End Date: 2010-08-15

Institution: First Manhattan Consulting Group
Title: Analyst
End Date: 2008-02-15

Institution: JP Morgan Asset Management
Title: Summer Analyst
End Date: 2006-08-15

Institution: BlackRock
Title: Financial Modeling Intern
End Date: 2005-12-31

Awards | Honors
Organization: Carl H. Lindner College of Business
Name: Nominee, Lindner Research Excellence Emerging Scholar Award
Year Received: 2019

Organization: Carl H. Lindner College of Business
Name: Dean’s List of Teaching Excellence
Year Received: 2017

Organization: Carl H. Lindner College of Business
Name: Finalist, Michael L. Dean EXCEL Graduate Teaching Award
Year Received: 2017

Organization: Carl H. Lindner College of Business
Name: Dean’s List of Teaching Excellence
Year Received: 2016

Organization: Financial Management Association
Name: Semi Finalist, Best Paper in Market Microstructure
Year Received: 2016

Organization: Carl H. Lindner College of Business
Name: Daniel J. Westerbeck Junior Faculty Graduate Teaching Award
Year Received: 2015

Organization: Carl H. Lindner College of Business
Name: Dean’s List of Teaching Excellence
Year Received: 2014

Organization: Carl H. Lindner College of Business
Name: Dean’s List of Teaching Excellence
Year Received: 2014

Organization: Carl H. Lindner College of Business
Name: Dean’s List of Teaching Excellence
Year Received: 2013

Organization: American Finance Association
Name: AFA Student Travel Award
Year Received: 2011

Organization: INFORMS Financial Services Section
Name: Winner, Best Student Research Paper
Year Received: 2011

Organization: Columbia Business School
Name: Eugene M. Lang Doctoral Student Grant
Year Received: 2011

Organization: Columbia Business School
Name: Deming Doctoral Reserch Fellowship
Year Received: 2011

Education
Institution: Columbia University
Location: New York, NY
Major: Business Administration
Dissertation: Dynamic Trading Strategies in the Presence of Market Frictions
Completed: 2012
Degree: Ph D

Institution: Cornell University
Location: Ithaca, NY
Completed: 2007
Degree: BS

Published Contributions
Mehmet Sağlam, Ciamac Moallemi, Michael Sotiropoulos,  (2019). Short-Term Trading Skill: An Analysis of Investor Heterogeneity and Execution Quality. Journal of Financial Markets, 1-28.

Ciamac  Moallemi, Mehmet Sağlam,  (2017). Dynamic Portfolio Choice with Linear Rebalancing Rules. Journal of Financial and Quantitative Analysis, 1247-1278.

Ciamac Moallemi, Mehmet Sağlam,  (2013). The Cost of Latency in High-Frequency Trading. Operations Research, 1070-1086.

Hazer Inaltekin, Robert  Jarrow, Mehmet Sağlam, Yildiray Yildirim,  (2011). Housing prices and the optimal time-on-the-market decision. Finance Research Letters, 171-179.

Sasha Stoikov, Mehmet Sağlam,  (2009). Option Market Making under Inventory Risk. Review of Derivatives Research, 55-79.

Accepted Contributions
Mehmet Sağlam. Order Anticipation around Predictable Trades. Financial Management.

Pierre Collin-Dufresne, Kent Daniel, Mehmet Sağlam,  (Accepted). Liquidity Regimes and Optimal Dynamic Asset Allocation. Journal of Financial Economics.

Research in progress
Title: The cost of exposing large institutional orders to electronic liquidity providers
Research Type: Scholarly

Presentations
Title: The Cost of Routing to High Frequency Traders
Organization: WFA
Location: Huntington Beach, CA
Year: 2019

Title: The Cost of Routing to High Frequency Traders
Organization: Lehigh University, SEC, University of Maryland
Location: Washington, DC
Year: 2019

Title: Rainy Day Liquidity
Organization: University of Cincinnati
Location: Chicago
Year: 2018

Title: The Cost of Routing Orders to HFTs
Organization: Kepos Capital
Location: New York, NY
Year: 2018

Title: Order Anticipation around Predictable Trades
Organization: Financial Management Association
Location: Boston, MA
Year: 2017

Title: High Frequency Market Making
Organization: Finance Theory Group
Location: St. Louis, MO
Year: 2017

Title: Order Anticipation around Predictable Trades
Organization: Stockholm Business School
Location: Stockholm, Sweden
Year: 2017

Title: Order Anticipation around Predictable Trades
Organization: UTS
Location: Sydney, Australia
Year: 2017

Title: Short-Term Trading Skill:  An Analysis of Investor Heterogeneity and Execution Quality
Organization: Financial Management Association
Location: Las Vegas, NV
Year: 2016

Title: Discussion of "Correlated High-Frequency Trading"
Organization: Lehigh University, SEC, University of Maryland
Location: Washington, DC
Year: 2016

Title: Short-Term Trading Skill:  An Analysis of Investor Heterogeneity and Execution Quality
Organization: Midwest Finance Association
Location: Atlanta, GA
Year: 2016

Title: Discussion of "Portfolio Choice with House Value Misperception"
Organization: AREUEA
Location: San Francisco
Year: 2016

Title: Dynamic Asset Allocation with Predictable Returns and Transaction Costs
Organization: Princeton University
Location: Princeton, NJ
Year: 2015

Title: Discussion of "Optimal Strategies of High Frequency Traders"
Organization: AFA
Location: Boston, MA
Year: 2015

Title: Dynamic Asset Allocation with Predictable Returns and Transaction Costs
Organization: AFA
Location: Boston, MA
Year: 2015

Title: High Frequency Traders:  Taking Advantage of Speed
Organization: 10th Annual Central Bank Workshop
Location: Rome, Italy
Year: 2014

Title: High Frequency Traders:  Taking Advantage of Speed
Organization: Midwest Finance Association
Location: Orlando, FL
Year: 2014

Title: Discussion of "REITs and Market Microstructure"
Organization: AREUEA
Location: Philadelphia
Year: 2014

Title: Dynamic Asset Allocation with Predictable Returns and Transaction Costs
Organization: INFORMS
Location: Phoenix, AZ
Year: 2012

Title: Short-Term Predictability and Price Impact
Organization: INFORMS
Location: Phoenix, AZ
Year: 2012

Title: The Cost of Latency in High-Frequency Trading
Organization: FMA
Location: Istanbul, Turkey
Year: 2012

Title: Dynamic Portfolio Choice with Linear Rebalancing Rules
Organization: Imperial College
Location: London, UK
Year: 2011

Title: Dynamic Portfolio Choice with Linear Rebalancing Rules
Organization: INFORMS
Location: Charlotte, NC
Year: 2011

Title: The Cost of Latency in High-Frequency Trading
Organization: INFORMS
Location: Charlotte, NC
Year: 2011

Title: The Cost of Latency in High-Frequency Trading
Organization: London Business School
Location: London, UK
Year: 2011

Title: The Cost of Latency in High-Frequency Trading
Organization: Stevens Institute of Technology
Location: Hoboken, NJ
Year: 2010