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Top 10% Institutions and Economists in the Field of Market Microstructure, as of May 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 484 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
11.31Cowles Foundation for Research in Economics, Yale University, New Haven
22.88Economics Department, Yale University, New Haven
34.04Kellogg Graduate School of Management, Northwestern University, Evanston
(4)4.05Department of Economics, Business School, University of Auckland, Auckland
44.05Business School, University of Auckland, Auckland
55.39Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(6)5.53Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(6)7.11Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
67.45Department of Economics, Duke University, Durham
78.5Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
810.12Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
911.97Department of Economics, University of Warwick, Coventry
1012.02Department of Economics, University of Nevada-Las Vegas, Las Vegas
1112.41Stern School of Business, New York University, New York City
1214.82Department of Economics, New York University, New York City
1317.12Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
1419.63William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(15)19.73Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(15)19.82ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
1519.82Henley Business School, University of Reading, Reading
1620.93Federal Reserve Bank of New York, New York City
(16)20.93Research and Statistics Group, Federal Reserve Bank of New York, New York City
1720.97Department of Economics, Princeton University, Princeton
(18)21.57Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
1821.57IESE Business School, Universidad de Navarra, Pamplona
1922.85Department of Economics, European University Institute, Firenze
2024.05Cass Business School, City University, London
(21)25.04Volatility Institute, Stern School of Business, New York University, New York City
(21)25.93Finance Department, Stern School of Business, New York University, New York City
(21)28.32Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
2129.39Department of Economics, International Business School, Brandeis University, Waltham
2231.44Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
2332.83Department of Economics and Related Studies, University of York, York
(24)33.55Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(24)38.13Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2439.03Department of Economics, Johns Hopkins University, Baltimore
2541.16Department of Economics, University of Toronto, Toronto
2642.56Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
2742.99Tinbergen Instituut, Amsterdam
2843.53Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
2944.02London School of Economics (LSE), London
3044.4Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
3147.31Department of Economics, Rutgers University-New Brunswick, New Brunswick
3247.53Economics Department, Michigan State University, East Lansing
3347.89Department of Economics, University of Pennsylvania, Philadelphia
3449.66Department of Economics, Northwestern University, Evanston
3550.45Ross School of Business, University of Michigan, Ann Arbor
3650.95Department of Economics, University of California-Irvine, Irvine
(37)51.54Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
3751.54Toulouse School of Economics (TSE), Toulouse
(38)51.63Finance & Economics Department, Graduate School of Business, Columbia University, New York City
3851.63Graduate School of Business, Columbia University, New York City
3951.76School of Finance and Economics, University of Technology, Sydney
(40)53.66Research Division, Federal Reserve Bank of St. Louis, St. Louis
4053.66Federal Reserve Bank of St. Louis, St. Louis
4153.74Booth School of Business, University of Chicago, Chicago
4253.94Warwick Business School, University of Warwick, Coventry
4360.61Department of Economics, Hebrew University of Jerusalem, Jerusalem
4461.93Department of Economics, Harvard University, Cambridge
(45)62.3Finance Group, Warwick Business School, University of Warwick, Coventry
(45)62.32Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4562.32HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
(46)63.13Faculty of Finance, Cass Business School, City University, London
4664.55Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
4765.93Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
4866.28Faculty of Economics, University of Tokyo, Tokyo

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
1.1.77Michael McAleer
2.1.78Tim Bollerslev
3.2.55Mark P. Taylor
4.3.8Robert Korajczyk
5.4.96Torben G. Andersen
6.6.27Chris Brooks
7.7.14Carol Osler
8.7.87Ricardo Lagos
9.9.4Neil Shephard
10.12.77Ole E. Barndorff-Nielsen
11.13.39Kathryn M. E. Dominguez
12.13.95Guillaume Rocheteau
13.14.61Paolo Pasquariello
14.17.45Nikolaus Hautsch
15.17.75Asger Lunde
16.18.06Thierry Foucault
17.18.59Ramazan Gencay
18.19.22Clara Vega
19.19.93Kevin Dowd
20.20.06Pierre-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.