Laura Tuttle

Senior 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
  • Senior Financial Economist
    Division of Economic and Risk Analysis
    U.S. Securities and Exchange Commission
  • Financial Economist
    Division of Economic and Risk Analysis
    U.S. Securities and Exchange Commission
  • Manager
    Algorithmic Trading Research Group, Financial Engineering
    ITG, Inc.
  • Visiting Scholar
    Commodity Futures Trading Commission
  • Assistant Professor of Finance
    American University of Sharjah
  • Assistant Professor of Finance
    University of Kansas
  • Bessembinder, Hank, Al Carrion, Laura Tuttle and Kumar Venkataraman, 2016, Liquidity, Resiliency and Market Quality Around Predictable Trades: Theory and Evidence, Journal of Financial Economics, 121(1):142-166.
  • Henk Berkman, Paul Koch, Laura Tuttle and Ying Zhang, 2012, Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open, Journal of Financial and Quantitative Analysis, 47, 715-741.
  • Laura Tuttle, 2007, Can Electronic Markets Be Too Transparent?, Proceedings for Securities Markets and Bourses: Prospects and Challenges, UAEU and the Dubai Chamber of Commerce.
  • Milan Borkovec, Laura Tuttle, Konstantin Tyurin and Zhaoyang Zhao, Enhancing Clients’ Portfolio Performance with Custom Alpha Algorithms.
  • Laura Tuttle, Hidden Orders, Trading Costs and Information.


  • 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


  • U.S. Securities and Exchange Commission, 2010
  • U.S. Commodity Futures Trading Commission, 2009

Previous SEC Positions: