Field Rankings at IDEAS: Market Microstructure

This file is part of IDEAS, which uses RePEc data

Top 10% Institutions and Economists in the Field of Market Microstructure, as of July 2010

This page shows one of the many rankings computed with RePEc data. They are based on data about authors who have registered with the RePEc Author Service, institutions listed on EDIRC, bibliographic data collected by RePEc, citation analysis performed by CitEc and popularity data compiled by LogEc. To find more rankings, historical data and detailed methodology, click here. Or see the ranking FAQ. For Market Microstructure, these are 162 authors affiliated with 399 institutions.
All authors classified in this field.

Top 10% institutions in the field of Market Microstructure

The scores of institutions in each field are determined by a weighted sum of all authors affiliated with the respective institutions. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in NEP-MST (Market Microstructure).

Rank	Score	Institution
1	2.19	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
2	2.42	Department of Economics, Duke University, Durham
(3)	3.63	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
3	3.85	Kellogg Graduate School of Management, Northwestern University, Evanston
4	4.39	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
5	4.66	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
(6)	5.46	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
6	5.55	Stern School of Business, New York University, New York City
(7)	8.69	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
7	10.44	Department of Economics, Princeton University, Princeton
8	12.14	Department of Economics, University of Warwick, Coventry
9	12.22	Department of Economics, New York University, New York City
(10)	14.2	Volatility Institute, Stern School of Business, New York University, New York City
10	14.68	Cass Business School, City University, London
(11)	14.98	ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
11	14.98	Henley Business School, University of Reading, Reading
(12)	15.36	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(12)	15.5	Finance Department, Stern School of Business, New York University, New York City
(12)	18.38	Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
12	18.38	IESE Business School, Universidad de Navarra, Pamplona
(13)	18.42	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
13	18.82	Federal Reserve Bank of New York, New York City
(13)	18.82	Research and Statistics Group, Federal Reserve Bank of New York, New York City
14	23.61	Department of Economics, University of Toronto, Toronto
15	26.67	Booth School of Business, University of Chicago, Chicago
16	27.86	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
17	28.97	Tinbergen Instituut, Amsterdam
(18)	31.25	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
18	31.25	Toulouse School of Economics (TSE), Toulouse
19	32.44	Economics Department, Michigan State University, East Lansing
20	32.69	Department of Economics, Rutgers University-New Brunswick, New Brunswick
21	32.92	Department of Economics, University of Pennsylvania, Philadelphia
22	32.94	Department of Economics, Northwestern University, Evanston
23	34.3	Ross School of Business, University of Michigan, Ann Arbor
24	35.33	Department of Economics, Oxford University, Oxford
25	35.95	Department of Economics, University of California-Irvine, Irvine
26	37.71	Department of Economics, Johns Hopkins University, Baltimore
27	38.54	Warwick Business School, University of Warwick, Coventry
28	41	School of Finance and Economics, University of Technology, Sydney
29	43.93	Department of Economics, Harvard University, Cambridge
(30)	44.5	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(30)	45.23	Research Division, Federal Reserve Bank of St. Louis, St. Louis
30	45.23	Federal Reserve Bank of St. Louis, St. Louis
31	45.62	Cowles Foundation for Research in Economics, Yale University, New Haven
32	46	London School of Economics (LSE), London
(33)	46.33	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
33	46.33	HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
34	46.42	Gerald R. Ford School of Public Policy, University of Michigan, Ann Arbor
35	46.61	Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
(36)	47.08	Faculty of Finance, Cass Business School, City University, LondonLondon
36	48.44	Faculty of Economics, University of Tokyo, Tokyo
37	50.55	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
(38)	54.26	Finance Group, Warwick Business School, University of Warwick, Coventry
38	55.3	Economics Department, Yale University, New Haven
39	56.99	Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover

Top 10% authors in the field of Market Microstructure

This ranking is based on registered authors only, and only those who are classified within this field. Authors can register at the RePEc Author Service.

Rank	Score	Author
1.	1.62	Tim Bollerslev
2.	1.63	Michael McAleer
3.	2.51	Mark P. Taylor
4.	4.28	Torben G. Andersen
5.	5.81	Chris Brooks
6.	7.08	Ricardo Lagos
7.	7.47	Neil Shephard
8.	9.85	Kathryn M. E. Dominguez
9.	11.25	Guillaume Rocheteau
10.	11.51	Ole E. Barndorff-Nielsen
11.	11.67	Paolo Pasquariello
12.	14.41	Nikolaus Hautsch
13.	14.68	Thierry Foucault
14.	15.51	Clara Vega
15.	15.79	Asger Lunde
16.	16.19	Ramazan Gencay

The data presented here is experimental. It is based on a limited sample of the research output in Economics and Finance. Only material catalogued in RePEc is considered. For any citation based criterion, only works that could be parsed by the CitEc project are considered. For any ranking of people, only those registered with the RePEc Author Service can be taken into account. And for rankings of institutions, only those listed in EDIRC and claimed as affiliation by the respective, registered authors can be measured. Thus, this list is by no means based on a complete sample. You can help making this more comprehensive by encouraging more publications to be listed (instructions) and more authors to register (form). For more details on the various rankings that are available as well for documentation, follow this link.

Credits:

Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Instituto Valenciano de Investigaciones Económicas (IVIE), Valencia, Spain.
Abstract views and downloads statistics from LogEc project by Sune Karlsson, Örebro University, Sweden.
Author registration by Ivan Kumanov, Minsk, Belarus.
Institutions database and ranking computations by Christian Zimmermann, University of Connecticut.
RePEc has been initiated by Thomas Krichel, Long Island University.

We do our best, but we cannot exclude errors.