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
2014–Present - Financial Economist
Division of Economic and Risk Analysis
U.S. Securities and Exchange Commission
2012–2014 - 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
- 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.
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