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Top 10% Institutions and Economists in the Field of Market Microstructure, as of October 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 218 authors affiliated with 513 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
11.38Cowles Foundation for Research in Economics, Yale University, New Haven
22.77Economics Department, Yale University, New Haven
33.71Kellogg Graduate School of Management, Northwestern University, Evanston
(4)4.57Department of Economics, Business School, University of Auckland, Auckland
44.57Business School, University of Auckland, Auckland
54.86Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(6)5.17Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(6)6.81Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
67.82Department of Economics, Duke University, Durham
78.48Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
89.89Institut for Økonomi, Aarhus Universitet, Aarhus
910.21Warwick Business School, University of Warwick, Coventry
(10)11.45Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
1013.46Economics Division, University of Southampton, Southampton
1113.65Stern School of Business, New York University (NYU), New York City
1216.51Department of Economics, New York University (NYU), New York City
1317.78Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
1418.56Federal Reserve Bank of New York, New York City
(15)20.71Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
1521.8Department of Economics, Princeton University, Princeton
(16)21.9ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
1621.9Henley Business School, University of Reading, Reading
1722.62William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(18)22.8Research and Statistics Group, Federal Reserve Bank of New York, New York City
1823.55Department of Economics, European University Institute, Firenze
1924.17Cass Business School, City University, London
2026.34IESE Business School, Universidad de Navarra, Pamplona
(20)26.34Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
(21)26.51Finance Department, Stern School of Business, New York University (NYU), New York City
2127.09Department of Economics, International Business School, Brandeis University, Waltham
(22)27.78Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(22)28.69Volatility Institute, Stern School of Business, New York University (NYU), New York City
2232.03Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
(23)33.67Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(23)37.64Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2338.58Department of Economics, University of Toronto, Toronto
2440.54Warrington College of Business, University of Florida, Gainesville
2541.44Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
2642.84Department of Economics, Johns Hopkins University, Baltimore
2744.57Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
2844.83Tinbergen Instituut, Amsterdam
2946.38Argyros School of Business and Economics, Chapman University, Orange
(30)47.78Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
3047.78Toulouse School of Economics (TSE), Toulouse
3147.84Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
3249.52Department of Economics, Rutgers University-New Brunswick, New Brunswick
3350.73Department of Economics, University of Pennsylvania, Philadelphia
3451.48Department of Economics, University of California-Irvine, Irvine
3552.04Economics Department, Michigan State University, East Lansing
3653.51London School of Economics (LSE), London
3754.87Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
3855.24Department of Economics, Northwestern University, Evanston
3955.38Ross School of Business, University of Michigan, Ann Arbor
(40)55.8Finance & Economics Department, Graduate School of Business, Columbia University, New York City
4055.8Graduate School of Business, Columbia University, New York City
(41)58.16Faculty of Finance, Cass Business School, City University, London
(41)58.56Research Division, Federal Reserve Bank of St. Louis, St. Louis
4158.56Federal Reserve Bank of St. Louis, St. Louis
4259.46Booth School of Business, University of Chicago, Chicago
(43)60.2Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4360.2HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4461.58Walter A. Haas School of Business, University of California-Berkeley, Berkeley
(44)61.58Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley, Berkeley
(45)61.6Finance Group, Warwick Business School, University of Warwick, Coventry
4561.66School of Finance and Economics, University of Technology, Sydney
4663.98Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
4765.59Department of Economics, Harvard University, Cambridge
4866.18Department of Economics, Hebrew University of Jerusalem, Jerusalem
4966.19Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
5068.93Norges Bank, Oslo
5171.12Faculty 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
1.1.72Michael McAleer
2.1.82Tim Bollerslev
3.2.6Mark P. Taylor
4.3.86Robert Korajczyk
5.5.03Torben G. Andersen
6.6.37Carol Osler
7.6.43Chris Brooks
8.7.9Ricardo Lagos
9.9.46Neil Shephard
10.13.28Ole E. Barndorff-Nielsen
11.14.09Guillaume Rocheteau
12.15.39Pierre-Olivier Weill
13.15.77Paolo Pasquariello
14.16Nikolaus Hautsch
15.16.8Thierry Foucault
16.18.92Asger Lunde
17.19.94Clara Vega
18.20.14Hao Zhou
19.20.87Ramazan Gencay
20.20.98Mark Podolskij
21.21.19Winfried 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.