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Top 10% Institutions and Economists in the Field of Market Microstructure, as of March 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 201 authors affiliated with 470 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).
RankScoreInstitution
11.29Cowles Foundation for Research in Economics, Yale University, New Haven
22.78Economics Department, Yale University, New Haven
33.95Kellogg Graduate School of Management, Northwestern University, Evanston
(4)3.97Department of Economics, Business School, University of Auckland, Auckland
43.97Business School, University of Auckland, Auckland
55.27Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(6)5.49Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(6)6.91Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
67.26Department of Economics, Duke University, Durham
77.83Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
810.28Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
910.99Stern School of Business, New York University, New York City
(10)16.07Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
1016.17Department of Economics, New York University, New York City
(11)16.95ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
1116.95Henley Business School, University of Reading, Reading
1217.11Department of Economics, Princeton University, Princeton
1318.44Federal Reserve Bank of New York, New York City
(13)18.44Research and Statistics Group, Federal Reserve Bank of New York, New York City
1418.73Department of Economics, University of Warwick, Coventry
(15)21Volatility Institute, Stern School of Business, New York University, New York City
1521.48Cass Business School, City University, London
(16)21.77Finance Department, Stern School of Business, New York University, New York City
1623.03Department of Economics and Related Studies, University of York, York
1723.31Department of Economics, International Business School, Brandeis University, Waltham
(18)23.94Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(18)26.94Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
1826.94IESE Business School, Universidad de Navarra, Pamplona
(19)28.21Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(19)32.57Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
1934.24Department of Economics, Johns Hopkins University, Baltimore
2034.55Department of Economics, University of Toronto, Toronto
2137.22Tinbergen Instituut, Amsterdam
2238.12Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
2338.33London School of Economics (LSE), London
2438.4Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
2540.4Economics Department, Michigan State University, East Lansing
2640.51Department of Economics, University of Pennsylvania, Philadelphia
2741.63Department of Economics, University of California-Irvine, Irvine
2842.06Department of Economics, Northwestern University, Evanston
2942.09Department of Economics, Rutgers University-New Brunswick, New Brunswick
3042.59Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
3143.45Ross School of Business, University of Michigan, Ann Arbor
(32)45.88Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
3245.88Toulouse School of Economics (TSE), Toulouse
(33)46.53Finance & Economics Department, Graduate School of Business, Columbia University, New York City
3346.53Graduate School of Business, Columbia University, New York City
(34)46.76Research Division, Federal Reserve Bank of St. Louis, St. Louis
3446.76Federal Reserve Bank of St. Louis, St. Louis
3547.65School of Finance and Economics, University of Technology, Sydney
3647.68Booth School of Business, University of Chicago, Chicago
3753.47Department of Economics, Hebrew University of Jerusalem, Jerusalem
3853.48Department of Economics, Harvard University, Cambridge
3953.8Warwick Business School, University of Warwick, Coventry
(40)56.73Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4056.73HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
(41)57.36Faculty of Finance, Cass Business School, City University, London
4159.49Faculty of Economics, University of Tokyo, Tokyo
4262.17Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
(43)62.83Finance Group, Warwick Business School, University of Warwick, Coventry
4363.65Gerald R. Ford School of Public Policy, University of Michigan, Ann Arbor
4463.97Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
(45)67.8Quantitative Finance Research Centre, School of Finance and Economics, University of Technology, Sydney
4568.16Department of Economics, Simon Fraser University, Burnaby
4668.6Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
4768.62Norges Bank, Oslo

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.
RankScoreAuthor
1.1.84Michael McAleer
2.1.92Tim Bollerslev
3.2.94Wolfgang Karl Härdle
4.3.39Mark P. Taylor
5.3.99Robert Korajczyk
6.5.49Torben G. Andersen
7.7.19Chris Brooks
8.7.56Carol Osler
9.9.17Ricardo Lagos
10.10.59Neil Shephard
11.13.5Guillaume Rocheteau
12.14.15Ole E. Barndorff-Nielsen
13.14.2Kathryn M. E. Dominguez
14.15.24Paolo Pasquariello
15.18.6Thierry Foucault
16.18.72Ramazan Gencay
17.19.06Nikolaus Hautsch
18.19.14Clara Vega
19.20.04Asger Lunde
20.21.55Kevin 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:

We do our best, but we cannot exclude errors.