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 August 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 164 authors affiliated with 402 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	1.83	Kellogg Graduate School of Management, Northwestern University, Evanston
2	2.49	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(3)	3.03	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
3	3.87	Department of Economics, Duke University, Durham
(4)	3.9	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
4	5.01	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
5	5.96	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
6	6.34	Stern School of Business, New York University, New York City
(7)	9.78	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
7	11.2	Department of Economics, Princeton University, Princeton
8	11.98	Department of Economics, New York University, New York City
9	12.46	Department of Economics, University of Warwick, Coventry
(10)	14.32	Volatility Institute, Stern School of Business, New York University, New York City
(10)	14.9	ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
10	14.9	Henley Business School, University of Reading, Reading
11	15.37	Cass Business School, City University, London
(12)	15.48	Finance Department, Stern School of Business, New York University, New York City
(12)	15.51	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
12	18.63	Federal Reserve Bank of New York, New York City
(12)	18.63	Research and Statistics Group, Federal Reserve Bank of New York, New York City
(13)	18.67	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(13)	19.36	Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
13	19.36	IESE Business School, Universidad de Navarra, Pamplona
14	23.43	Department of Economics, University of Toronto, Toronto
15	28.95	Tinbergen Instituut, Amsterdam
16	31.82	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
17	32.06	Department of Economics, Rutgers University-New Brunswick, New Brunswick
(17)	32.06	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
18	32.06	Toulouse School of Economics (TSE), Toulouse
19	32.8	Department of Economics, University of Pennsylvania, Philadelphia
20	32.81	Economics Department, Michigan State University, East Lansing
21	33.2	Ross School of Business, University of Michigan, Ann Arbor
22	33.6	Department of Economics, Northwestern University, Evanston
23	35.15	Department of Economics, University of California-Irvine, Irvine
24	35.35	Department of Economics, Oxford University, Oxford
25	35.48	Booth School of Business, University of Chicago, Chicago
26	37.45	Department of Economics, Johns Hopkins University, Baltimore
27	37.77	Warwick Business School, University of Warwick, Coventry
28	41.02	School of Finance and Economics, University of Technology, Sydney
29	41.61	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
30	43.98	Department of Economics, Harvard University, Cambridge
(31)	44.94	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
31	46.01	Economics Department, Yale University, New Haven
32	46.38	Cowles Foundation for Research in Economics, Yale University, New Haven
33	46.58	London School of Economics (LSE), London
34	46.73	Gerald R. Ford School of Public Policy, University of Michigan, Ann Arbor
(35)	47.45	Research Division, Federal Reserve Bank of St. Louis, St. Louis
(35)	47.45	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
35	47.45	HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
34	47.45	Federal Reserve Bank of St. Louis, St. Louis
37	48.28	Faculty of Economics, University of Tokyo, Tokyo
(38)	48.73	Faculty of Finance, Cass Business School, City University, LondonLondon
38	51.5	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
(39)	52.75	Finance Group, Warwick Business School, University of Warwick, Coventry
39	54.01	Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
40	55.9	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.	1.66	Michael McAleer
2.	1.75	Tim Bollerslev
3.	2.75	Mark P. Taylor
4.	3.32	Robert Korajczyk
5.	5.09	Torben G. Andersen
6.	6.12	Chris Brooks
7.	8.17	Ricardo Lagos
8.	8.65	Neil Shephard
9.	10.99	Kathryn M. E. Dominguez
10.	12.17	Guillaume Rocheteau
11.	12.35	Ole E. Barndorff-Nielsen
12.	12.65	Paolo Pasquariello
13.	15.58	Nikolaus Hautsch
14.	15.78	Thierry Foucault
15.	16.65	Clara Vega
16.	17.13	Asger Lunde

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.