Field Rankings at IDEAS: Market Microstructure

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This file is part of IDEAS, which uses RePEc data

Top 10% Institutions and Economists in the Field of Market Microstructure, as of June 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 194 authors affiliated with 466 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	1.28	Cowles Foundation for Research in Economics, Yale University, New Haven
2	2.76	Economics Department, Yale University, New Haven
(3)	3.9	Department of Economics, Business School, University of Auckland, Auckland
3	3.9	Business School, University of Auckland, Auckland
4	4.16	Kellogg Graduate School of Management, Northwestern University, Evanston
5	5.24	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(6)	5.54	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(6)	6.84	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
6	7.96	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
7	7.97	Department of Economics, Duke University, Durham
8	10.67	Stern School of Business, New York University, New York City
9	11.81	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
10	14.1	Department of Economics, University of Warwick, Coventry
11	14.89	Department of Economics, New York University, New York City
12	15.67	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(13)	17.5	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(13)	17.67	ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
13	17.67	Henley Business School, University of Reading, Reading
14	18.29	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(15)	19.5	Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
15	19.5	IESE Business School, Universidad de Navarra, Pamplona
16	20.98	Department of Economics, European University Institute, Firenze
17	21.93	Cass Business School, City University, London
(18)	22.65	Volatility Institute, Stern School of Business, New York University, New York City
(18)	23.76	Finance Department, Stern School of Business, New York University, New York City
18	25.41	Department of Economics, Princeton University, Princeton
19	25.96	Department of Economics, International Business School, Brandeis University, Waltham
20	26.4	Federal Reserve Bank of New York, New York City
(20)	26.4	Research and Statistics Group, Federal Reserve Bank of New York, New York City
21	28.6	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
22	29.91	Department of Economics and Related Studies, University of York, York
(23)	30.66	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(23)	34.84	Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(23)	35.08	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
23	35.49	Warrington College of Business, University of Florida, Gainesville
24	38.13	Economics Department, Michigan State University, East Lansing
25	39.61	Tinbergen Instituut, Amsterdam
26	41.6	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(27)	41.83	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
27	41.83	Toulouse School of Economics (TSE), Toulouse
28	42.73	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
29	45.8	London School of Economics (LSE), London
(30)	47.46	Research Division, Federal Reserve Bank of St. Louis, St. Louis
30	47.46	Federal Reserve Bank of St. Louis, St. Louis
31	47.77	Department of Economics, Johns Hopkins University, Baltimore
32	47.85	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
33	48.43	Ross School of Business, University of Michigan, Ann Arbor
34	49.09	School of Finance and Economics, University of Technology, Sydney
(35)	49.8	Finance & Economics Department, Graduate School of Business, Columbia University, New York City
35	49.8	Graduate School of Business, Columbia University, New York City
36	52.48	Warwick Business School, University of Warwick, Coventry
37	54.22	Department of Economics, Rutgers University-New Brunswick, New Brunswick
38	56	Department of Economics, University of Pennsylvania, Philadelphia
39	56.29	Department of Economics, Harvard University, Cambridge
40	56.88	Department of Economics, University of California-Irvine, Irvine
(41)	57.16	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
41	57.16	HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
42	58.13	Department of Economics, Hebrew University of Jerusalem, Jerusalem
(43)	60.3	Faculty of Finance, Cass Business School, City University, London
43	60.37	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
(44)	61.24	Finance Group, Warwick Business School, University of Warwick, Coventry
44	63.23	Department of Economics, Northwestern University, Evanston
45	65.96	Department of Economics, University of Toronto, Toronto
46	66.42	Gerald 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.

Rank	Score	Author
1.	1.55	Michael McAleer
2.	1.71	Tim Bollerslev
3.	3.09	Robert Korajczyk
4.	4.08	Torben G. Andersen
5.	5.26	Chris Brooks
6.	5.47	Carol Osler
7.	7.01	Ricardo Lagos
8.	10.39	Neil Shephard
9.	11.67	Kathryn M. E. Dominguez
10.	12.73	Paolo Pasquariello
11.	14.83	Guillaume Rocheteau
12.	15.02	Thierry Foucault
13.	15.39	Ole E. Barndorff-Nielsen
14.	16.1	Pierre-Olivier Weill
15.	16.34	Nikolaus Hautsch
16.	16.98	Ramazan Gencay
17.	17.2	Hao Zhou
18.	17.96	Kevin Dowd
19.	18.91	Winfried Pohlmeier

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, Federal Reserve Bank of St. Louis.
RePEc has been initiated by Thomas Krichel, Long Island University.

We do our best, but we cannot exclude errors.