Laura A. Tuttle

U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis

Financial Economist

United States Securities and Exchange Commission

450 Fifth Street, NW

Washington, DC 20549

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 21,863

SSRN RANKINGS

Top 21,863

in Total Papers Downloads

2,109

CITATIONS

1

Scholarly Papers (6)

1.

Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open

Number of pages: 40 Posted: 16 Jun 2010 Last Revised: 14 Mar 2011
Henk Berkman, Paul D. Koch, Laura A. Tuttle and Ying Zhang
University of Auckland - Business School, Iowa State University - Finance Department, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Missouri State University - College of Business Administration
Downloads 867 (25,907)
Citation 1

Abstract:

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market efficiency, attention, sentiment, retail investors, transaction costs, short sale

2.

Liquidity, Resiliency and Market Quality Around Predictable Trades: Theory and Evidence

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 67 Posted: 23 Mar 2012 Last Revised: 21 Oct 2015
Arizona State University, University of Utah - Department of Finance, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Southern Methodist University (SMU) - Finance Department
Downloads 530 (50,194)

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predatory trading, sunshine trading, trading costs, resiliency, ETFs, crude oil, energy, commodities, futures

3.

Short Sale Constraints, Dispersion of Opinions, and Overnight Returns

Number of pages: 86 Posted: 22 Jun 2007
Henk Berkman, Paul D. Koch, Laura A. Tuttle and Jenny Zhang
University of Auckland - Business School, Iowa State University - Finance Department, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and affiliation not provided to SSRN
Downloads 247 (120,885)

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market efficiency, limits to arbitrage, short sale restrictions, institutional ownership, dispersion of opinions, overpricing

4.

Dispersion of Opinions, Limits to Arbitrage, and Overnight Returns

Number of pages: 64 Posted: 10 Aug 2008 Last Revised: 21 Jun 2009
Henk Berkman, Paul D. Koch, Laura A. Tuttle and Ying Zhang
University of Auckland - Business School, Iowa State University - Finance Department, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Missouri State University - College of Business Administration
Downloads 186 (158,648)

Abstract:

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market efficiency, limits to arbitrage, short sale restrictions, institutional ownership, transaction costs, dispersion of opinions, disagreement, overpricing

5.

Alternative Trading Systems: Description of ATS Trading in National Market System Stocks

Division of Economic and Risk Analysis White Paper, 2013
Number of pages: 18 Posted: 11 Oct 2013
Laura A. Tuttle
U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 174 (168,358)

Abstract:

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alternative trading systems, ATSs, dark pools, SEC, fragmentation

6.

OTC Trading: Description of Non-ATS OTC Trading in National Market System Stocks

Number of pages: 16 Posted: 22 Mar 2014
Laura A. Tuttle
U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 105 (250,898)

Abstract:

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off-exchange trading, internalization, preferenced order flow, SEC