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 February 2011

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 193 authors affiliated with 464 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	1.33	Cowles Foundation for Research in Economics, Yale University, New Haven
(2)	2.78	Department of Economics, Business School, University of Auckland, Auckland
2	2.78	Business School, University of Auckland, Auckland
3	3.97	Kellogg Graduate School of Management, Northwestern University, Evanston
4	4.83	Economics Department, Yale University, New Haven
5	5.2	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(6)	5.38	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(6)	6.86	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
6	7.66	Department of Economics, Duke University, Durham
7	7.77	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
8	10.02	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
9	10.95	Stern School of Business, New York University, New York City
(10)	15.86	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
10	16.06	Department of Economics, New York University, New York City
11	16.82	Department of Economics, Princeton University, Princeton
(12)	17.16	ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
12	17.16	Henley Business School, University of Reading, Reading
13	17.8	Department of Economics, University of Warwick, Coventry
14	20.23	Federal Reserve Bank of New York, New York City
(14)	20.23	Research and Statistics Group, Federal Reserve Bank of New York, New York City
15	20.33	Department of Economics and Related Studies, University of York, York
(16)	20.49	Volatility Institute, Stern School of Business, New York University, New York City
16	20.89	Cass Business School, City University, London
(17)	21.17	Finance Department, Stern School of Business, New York University, New York City
(17)	23.08	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(17)	26.28	Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
17	26.28	IESE Business School, Universidad de Navarra, Pamplona
(18)	27.42	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(18)	30.4	Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
18	30.49	Department of Economics, University of Toronto, Toronto
19	33.48	Department of Economics, Johns Hopkins University, Baltimore
20	36.61	London School of Economics (LSE), London
21	36.91	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
22	36.94	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
23	37.13	Tinbergen Instituut, Amsterdam
24	38.56	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
25	39.76	Economics Department, Michigan State University, East Lansing
26	39.91	Department of Economics, Rutgers University-New Brunswick, New Brunswick
27	40.1	Department of Economics, University of Pennsylvania, Philadelphia
28	41.68	Department of Economics, University of California-Irvine, Irvine
29	41.71	Department of Economics, Northwestern University, Evanston
30	42.28	Ross School of Business, University of Michigan, Ann Arbor
(31)	44.14	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
31	44.14	Toulouse School of Economics (TSE), Toulouse
32	44.21	School of Finance and Economics, University of Technology, Sydney
(33)	44.31	Research Division, Federal Reserve Bank of St. Louis, St. Louis
33	44.31	Federal Reserve Bank of St. Louis, St. Louis
34	45.37	Booth School of Business, University of Chicago, Chicago
35	49.54	Warwick Business School, University of Warwick, Coventry
36	50.11	Department of Economics, Hebrew University of Jerusalem, Jerusalem
37	52.19	Department of Economics, Harvard University, Cambridge
(38)	54.36	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
38	54.36	HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
(39)	55.82	Faculty of Finance, Cass Business School, City University, London
39	56.34	Faculty of Economics, University of Tokyo, Tokyo
(40)	58.42	Finance Group, Warwick Business School, University of Warwick, Coventry
40	60.94	Gerald R. Ford School of Public Policy, University of Michigan, Ann Arbor
41	62.52	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
42	64.47	Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
(43)	65.37	Quantitative Finance Research Centre, School of Finance and Economics, University of Technology, Sydney
43	65.67	Department of Economics, Simon Fraser University, Burnaby
44	65.99	Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
45	67.03	Norges Bank, Oslo
(46)	67.68	Finance, Rotman School of Management, University of Toronto, Toronto
46	67.68	Rotman School of Management, University of Toronto, Toronto

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.	1.86	Michael McAleer
2.	1.87	Tim Bollerslev
3.	2.91	Wolfgang Karl Härdle
4.	3.26	Mark P. Taylor
5.	3.86	Robert Korajczyk
6.	5.52	Torben G. Andersen
7.	7.15	Chris Brooks
8.	8.6	Ricardo Lagos
9.	10	Neil Shephard
10.	13.15	Kathryn M. E. Dominguez
11.	13.16	Ole E. Barndorff-Nielsen
12.	13.32	Guillaume Rocheteau
13.	15.03	Paolo Pasquariello
14.	17.46	Thierry Foucault
15.	17.85	Ramazan Gencay
16.	17.98	Nikolaus Hautsch
17.	18.22	Asger Lunde
18.	18.26	Clara Vega
19.	20.6	Kevin Dowd

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.