Laura A. Tuttle
Financial Economist
Office of Markets
Education Summary
- Ph.D. Finance, Ohio State University, 2004
- M.B.A., Northern Illinois University, 1995
- B.S. Agriculture, Kansas State University, 1990
Fields of Interest
- Market microstructure
- Information and market efficiency
- Financial Economist
- Division of Risk, Strategy and Financial Innovation
- U.S. Securities and Exchange Commission
- 2012–present
- Manager
- Algorithmic Trading Research Group, Financial Engineering
- ITG, Inc.
- 2011–2012
- Visiting Scholar
- Commodity Futures Trading Commission
- 2009–2010
- Assistant Professor of Finance
- American University of Sharjah
- 2007–2011
- Assistant Professor of Finance
- University of Kansas
- 2004–2007
- Henk Berkman, Paul Koch, Laura Tuttle and Ying Zhang, Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open, 2012, Journal of Financial and Quantitative Analysis 47, 715-741.
- Laura Tuttle, Can Electronic Markets Be Too Transparent?, Proceedings for Securities Markets and Bourses: Prospects and Challenges, UAEU and the Dubai Chamber of Commerce, 2007.
- Milan Borkovec, Laura Tuttle, Konstantin Tyurin and Zhaoyang Zhao, Enhancing Clients’ Portfolio Performance with Custom Alpha Algorithms.
- Hank Bessembinder, Al Carrion, Laura Tuttle and Kumar Venkataraman, Predatory or Sunshine Trading? Evidence from Crude Oil ETF Rolls.
- Laura Tuttle, Hidden Orders, Trading Costs and Information.
Conference Activities
- Paper presentation, 2012 CFTC Research Conference
- Paper presentation, 2009 FMA European Conference
- Paper presentation, 2008 ASSA Conference
- Paper presentation, 2007 UAEU Conference on Security Markets and Bourses
University Presentations
- U.S. Securities and Exchange Commission, 2010
- U.S. Commodity Futures Trading Commission, 2009
