Laura Tuttle

• 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