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Top 10% Institutions and Economists in the Field of Market Microstructure, as of August 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 206 authors affiliated with 492 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
22.66Economics Department, Yale University, New Haven
(3)3.95Department of Economics, Business School, University of Auckland, Auckland
33.95Business School, University of Auckland, Auckland
44.21Kellogg Graduate School of Management, Northwestern University, Evanston
55.05Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(6)5.78Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(6)6.94Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
68.15Department of Economics, Duke University, Durham
78.38Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
89.34Warwick Business School, University of Warwick, Coventry
910.12Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
1012.56Stern School of Business, New York University (NYU), New York City
1114.85Department of Economics, New York University (NYU), New York City
1216.76Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
1319.2William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(14)19.21Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
1419.22Federal Reserve Bank of New York, New York City
(14)19.22Research and Statistics Group, Federal Reserve Bank of New York, New York City
(15)19.85ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
1519.85Henley Business School, University of Reading, Reading
1620.3Department of Economics, Princeton University, Princeton
1722.81Department of Economics, European University Institute, Firenze
(18)23.2Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
1823.2IESE Business School, Universidad de Navarra, Pamplona
1924.52Cass Business School, City University, London
(20)24.87Finance Department, Stern School of Business, New York University (NYU), New York City
(20)24.99Volatility Institute, Stern School of Business, New York University (NYU), New York City
2025.85Department of Economics, International Business School, Brandeis University, Waltham
(21)27.01Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
2131.54Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
2232.37Department of Economics and Related Studies, University of York, York
(23)32.43Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2337.55Warrington College of Business, University of Florida, Gainesville
(24)37.76Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2437.98Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
2540.08Department of Economics, University of Toronto, Toronto
2640.46Department of Economics, Johns Hopkins University, Baltimore
2742.17Tinbergen Instituut, Amsterdam
2842.19Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(29)43.41Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
2943.41Toulouse School of Economics (TSE), Toulouse
3044.85Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
3147.1Ross School of Business, University of Michigan, Ann Arbor
3247.3Department of Economics, University of Pennsylvania, Philadelphia
3347.37Department of Economics, Rutgers University-New Brunswick, New Brunswick
3447.96Economics Department, Michigan State University, East Lansing
3550.18Department of Economics, University of California-Irvine, Irvine
3650.69London School of Economics (LSE), London
3752.03Department of Economics, Northwestern University, Evanston
(38)53.12Finance & Economics Department, Graduate School of Business, Columbia University, New York City
3853.12Graduate School of Business, Columbia University, New York City
(39)53.62Research Division, Federal Reserve Bank of St. Louis, St. Louis
3953.62Federal Reserve Bank of St. Louis, St. Louis
4055.61Booth School of Business, University of Chicago, Chicago
4156.04Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
4257.15School of Finance and Economics, University of Technology, Sydney
(43)58.32Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4358.32HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
(44)59.32Finance Group, Warwick Business School, University of Warwick, Coventry
4459.96Department of Economics, Harvard University, Cambridge
4560.04Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
4661.04Department of Economics, Hebrew University of Jerusalem, Jerusalem
(47)62.7Faculty of Finance, Cass Business School, City University, London
4762.71Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
4865.99Faculty of Economics, University of Tokyo, Tokyo
(49)67.45Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
4968.7Norges 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
1.1.77Michael McAleer
2.1.78Tim Bollerslev
3.2.55Mark P. Taylor
4.3.83Robert Korajczyk
5.5.04Torben G. Andersen
6.6.49Chris Brooks
7.6.61Carol Osler
8.8.23Ricardo Lagos
9.9.22Neil Shephard
10.13Ole E. Barndorff-Nielsen
11.14.36Kathryn M. E. Dominguez
12.14.44Guillaume Rocheteau
13.14.6Paolo Pasquariello
14.16.73Nikolaus Hautsch
15.17.08Pierre-Olivier Weill
16.17.47Thierry Foucault
17.18.98Asger Lunde
18.19.79Clara Vega
19.20.29Winfried Pohlmeier
20.20.47Hao Zhou

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.