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Top 10% Institutions and Economists in the Field of Market Microstructure, as of July 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 198 authors affiliated with 479 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
22.7Economics Department, Yale University, New Haven
(3)4.1Department of Economics, Business School, University of Auckland, Auckland
34.1Business School, University of Auckland, Auckland
44.22Kellogg Graduate School of Management, Northwestern University, Evanston
54.95Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(6)5.73Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(6)6.61Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
67.21Department of Economics, Duke University, Durham
77.97Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
810.76Stern School of Business, New York University, New York City
911.83Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
1014.13Department of Economics, University of Warwick, Coventry
1114.2Department of Economics, New York University, New York City
1215.96Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(13)17.73Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
1318.22William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(14)18.58ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
1418.58Henley Business School, University of Reading, Reading
1519.44Department of Economics, Princeton University, Princeton
1621.82Department of Economics, European University Institute, Firenze
(17)22.03Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
1722.03IESE Business School, Universidad de Navarra, Pamplona
1822.36Cass Business School, City University, London
(19)23.15Volatility Institute, Stern School of Business, New York University, New York City
(19)24.38Finance Department, Stern School of Business, New York University, New York City
1924.53Federal Reserve Bank of New York, New York City
(19)24.53Research and Statistics Group, Federal Reserve Bank of New York, New York City
(20)25.48Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
2027.27Department of Economics, International Business School, Brandeis University, Waltham
2129.05Department of Economics and Related Studies, University of York, York
2229.42Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
(23)30.99Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(23)36.09Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2336.42Warrington College of Business, University of Florida, Gainesville
2438.78Economics Department, Michigan State University, East Lansing
2539.51Tinbergen Instituut, Amsterdam
2641.03Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(27)41.96Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
2741.96Toulouse School of Economics (TSE), Toulouse
2842.3Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
2946.74Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
3047.81Department of Economics, Johns Hopkins University, Baltimore
3149.16Ross School of Business, University of Michigan, Ann Arbor
3249.71Warwick Business School, University of Warwick, Coventry
(33)50.21Research Division, Federal Reserve Bank of St. Louis, St. Louis
3350.21Federal Reserve Bank of St. Louis, St. Louis
(34)50.54Finance & Economics Department, Graduate School of Business, Columbia University, New York City
3450.54Graduate School of Business, Columbia University, New York City
3552.74Booth School of Business, University of Chicago, Chicago
3653.92School of Finance and Economics, University of Technology, Sydney
(37)54.39Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
3754.39HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
3854.82Department of Economics, Rutgers University-New Brunswick, New Brunswick
3957.39Department of Economics, University of Pennsylvania, Philadelphia
4058.49Department of Economics, University of California-Irvine, Irvine
4158.74Department of Economics, Hebrew University of Jerusalem, Jerusalem
4259.54Department of Economics, Harvard University, Cambridge
(43)60.1Finance Group, Warwick Business School, University of Warwick, Coventry
4360.4Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
(44)60.71Faculty of Finance, Cass Business School, City University, London
4462.77Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
4564.7Faculty of Economics, University of Tokyo, Tokyo
4665.95Department of Economics, Northwestern University, Evanston
4767.17Gerald 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
1.1.55Michael McAleer
2.1.74Tim Bollerslev
3.3.14Robert Korajczyk
4.4.19Torben G. Andersen
5.5.41Chris Brooks
6.5.92Carol Osler
7.6.4Ricardo Lagos
8.10.57Neil Shephard
9.11.57Kathryn M. E. Dominguez
10.12.98Paolo Pasquariello
11.14.05Thierry Foucault
12.14.15Nikolaus Hautsch
13.14.99Guillaume Rocheteau
14.15.13Ole E. Barndorff-Nielsen
15.16.48Pierre-Olivier Weill
16.16.66Hao Zhou
17.18.51Ramazan Gencay
18.19.13Kevin Dowd
19.19.18Winfried 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:

We do our best, but we cannot exclude errors.