RePEc Click here to visit UConn Economics IDEAS

This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Plagiarism | Help! ]

Top 10% Institutions and Economists in the Field of Market Microstructure, as of April 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 202 authors affiliated with 482 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
22.77Economics Department, Yale University, New Haven
(3)3.92Department of Economics, Business School, University of Auckland, Auckland
33.92Business School, University of Auckland, Auckland
44.13Kellogg Graduate School of Management, Northwestern University, Evanston
55.33Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(6)5.67Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(6)7.02Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
68.02Department of Economics, Duke University, Durham
78.34Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
810.78Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
911.77Department of Economics, University of Nevada-Las Vegas, Las Vegas
1011.91Department of Economics, University of Warwick, Coventry
1112.19Stern School of Business, New York University, New York City
1214.64Department of Economics, New York University, New York City
1316.5Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(14)18.34Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(14)19.4ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
1419.4Henley Business School, University of Reading, Reading
1519.7Department of Economics, Princeton University, Princeton
1620.86Federal Reserve Bank of New York, New York City
(16)20.86Research and Statistics Group, Federal Reserve Bank of New York, New York City
1721.78Department of Economics, European University Institute, Firenze
1822.82Cass Business School, City University, London
(19)23.63Volatility Institute, Stern School of Business, New York University, New York City
(19)24.12Finance Department, Stern School of Business, New York University, New York City
(19)25.97Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
1927.82Department of Economics, International Business School, Brandeis University, Waltham
2028.47Department of Economics and Related Studies, University of York, York
2129.45Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
(22)30.04Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
2230.04IESE Business School, Universidad de Navarra, Pamplona
(23)32.26Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(23)36.71Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2338.31Department of Economics, Johns Hopkins University, Baltimore
2439.73Department of Economics, University of Toronto, Toronto
2541.65Tinbergen Instituut, Amsterdam
2641.66London School of Economics (LSE), London
2741.94Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
2842.59Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
2942.65Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
3045.14Economics Department, Michigan State University, East Lansing
3145.82Department of Economics, University of Pennsylvania, Philadelphia
3246Department of Economics, Rutgers University-New Brunswick, New Brunswick
3346.37Department of Economics, University of California-Irvine, Irvine
3446.87Department of Economics, Northwestern University, Evanston
3547.84Ross School of Business, University of Michigan, Ann Arbor
(36)49.6Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
3649.6Toulouse School of Economics (TSE), Toulouse
(37)50.29Finance & Economics Department, Graduate School of Business, Columbia University, New York City
3750.29Graduate School of Business, Columbia University, New York City
3850.89School of Finance and Economics, University of Technology, Sydney
(39)51.79Research Division, Federal Reserve Bank of St. Louis, St. Louis
3951.79Federal Reserve Bank of St. Louis, St. Louis
4052.08Booth School of Business, University of Chicago, Chicago
4156.46Warwick Business School, University of Warwick, Coventry
4258.62Department of Economics, Hebrew University of Jerusalem, Jerusalem
4359.48Department of Economics, Harvard University, Cambridge
(44)61.53Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4461.53HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
(45)63.15Faculty of Finance, Cass Business School, City University, London
4563.89Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
4664.13Faculty of Economics, University of Tokyo, Tokyo
(47)65.5Finance Group, Warwick Business School, University of Warwick, Coventry
4768.33Centre for Economic Policy Research (CEPR), London
4868.41Gerald R. Ford School of Public Policy, University of Michigan, Ann Arbor

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
1.1.75Michael McAleer
2.1.8Tim Bollerslev
3.2.48Mark P. Taylor
4.3.79Robert Korajczyk
5.5.04Torben G. Andersen
6.6.13Chris Brooks
7.7.08Carol Osler
8.8.12Ricardo Lagos
9.9.4Neil Shephard
10.12.63Guillaume Rocheteau
11.12.81Kathryn M. E. Dominguez
12.12.87Ole E. Barndorff-Nielsen
13.14.62Paolo Pasquariello
14.17.09Nikolaus Hautsch
15.18.28Asger Lunde
16.18.31Thierry Foucault
17.18.47Ramazan Gencay
18.18.6Clara Vega
19.19.22Kevin Dowd
20.20.4Pierre-Olivier Weill

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.