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 Economic and Risk Analysis
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, 2013 WFA Conference
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