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 22,624

SSRN RANKINGS

Top 22,624

in Total Papers Downloads

2,181

SSRN CITATIONS
Rank 20,349

SSRN RANKINGS

Top 20,349

in Total Papers Citations

14

CROSSREF CITATIONS

26

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 880 (27,169)
Citation 6

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 Memphis - Fogelman College of Business and Economics, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Southern Methodist University (SMU) - Finance Department
Downloads 555 (50,600)
Citation 28

Abstract:

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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 253 (125,702)

Abstract:

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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 190 (165,424)
Citation 1

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 185 (169,491)
Citation 7

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 118 (245,139)
Citation 7

Abstract:

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