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 22,041

SSRN RANKINGS

Top 22,041

in Total Papers Downloads

2,130

CITATIONS
Rank 15,377

SSRN RANKINGS

Top 15,377

in Total Papers Citations

49

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 869 (26,298)
Citation 6

Abstract:

Loading...

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 537 (50,194)
Citation 13

Abstract:

Loading...

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 250 (121,341)

Abstract:

Loading...

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 187 (160,421)
Citation 1

Abstract:

Loading...

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 178 (167,695)
Citation 8

Abstract:

Loading...

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 109 (248,205)
Citation 7

Abstract:

Loading...

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