Laura A. Tuttle

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

H. Bessembinder, K. Venkataraman, Allen Carrion, 2015 .

News or Noise: Is the Price Impact of Island Trades Persistent?

Laura A. Tuttle, 2004 .

Dispersion of Opinions, Limits to Arbitrage, and Overnight Returns

Paul D. Koch, H. Berkman, Laura A. Tuttle, 2009 .

Short Sale Constraints, Dispersion of Opinions, and Overnight Returns

Paul D. Koch, H. Berkman, J. Zhang, 2008 .

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

Paul D. Koch, H. Berkman, Laura A. Tuttle, 2011, Journal of Financial and Quantitative Analysis.

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

Laura A. Tuttle, 2014 .

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

Laura A. Tuttle, 2013 .