RePEc Click here to visit St. Louis Fed Research IDEAS

This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | Data (FRED) | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Plagiarism | Help! ]

More detailed search

Top 10% Institutions and Economists in the Field of Market Microstructure, as of November 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 520 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
11.32Cowles Foundation for Research in Economics, Yale University, New Haven
22.96Economics Department, Yale University, New Haven
33.37Kellogg Graduate School of Management, Northwestern University, Evanston
44.59Department of Finance, National Chung-Hsing University, Taichung
(5)4.66Department of Economics, Business School, University of Auckland, Auckland
54.66Business School, University of Auckland, Auckland
(6)4.79Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
67.34Department of Economics, Duke University, Durham
77.43Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
89.23Institut for Økonomi, Aarhus Universitet, Aarhus
910.12Warwick Business School, University of Warwick, Coventry
(10)10.89Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
1012.95Economics Division, University of Southampton, Southampton
1113.6Stern School of Business, New York University (NYU), New York City
1216.13Federal Reserve Bank of New York, New York City
1317.01Department of Economics, New York University (NYU), New York City
1417.4Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
1517.95Department of Economics, Princeton University, Princeton
(16)19.88Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
1620.23Cass Business School, City University, London
(17)20.55Research and Statistics Group, Federal Reserve Bank of New York, New York City
(17)21.08ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
1721.08Henley Business School, University of Reading, Reading
1822.18Department of Economics, European University Institute, Firenze
1922.86William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(20)23.07Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
2026.12IESE Business School, Universidad de Navarra, Pamplona
(20)26.12Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
2126.29Department of Economics, International Business School, Brandeis University, Waltham
(22)27.8Finance Department, Stern School of Business, New York University (NYU), New York City
(22)28.76Volatility Institute, Stern School of Business, New York University (NYU), New York City
2231.58Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
(23)33.28Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(23)37.18Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2337.43Department of Economics, University of Toronto, Toronto
2440.51Argyros School of Business and Economics, Chapman University, Orange
2540.66Warrington College of Business, University of Florida, Gainesville
2641.38Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
2641.38Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
2841.87Department of Economics, Johns Hopkins University, Baltimore
(29)47.59Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
2947.59Toulouse School of Economics (TSE), Toulouse
3047.61Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
3148.88Department of Economics, Rutgers University-New Brunswick, New Brunswick
3250Economics Department, Michigan State University, East Lansing
3350.29Department of Economics, University of Pennsylvania, Philadelphia
3450.64Department of Economics, University of California-Irvine, Irvine
3552.14London School of Economics (LSE), London
(36)53.68Finance & Economics Department, Graduate School of Business, Columbia University, New York City
3653.68Graduate School of Business, Columbia University, New York City
3754.33Ross School of Business, University of Michigan, Ann Arbor
3854.58Department of Economics, Northwestern University, Evanston
(39)55.01Research Division, Federal Reserve Bank of St. Louis, St. Louis
3955.01Federal Reserve Bank of St. Louis, St. Louis
(40)56.68Faculty of Finance, Cass Business School, City University, London
4057.05Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
4158.63School of Finance and Economics, University of Technology, Sydney
(42)60.6Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4260.6HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4361.43Booth School of Business, University of Chicago, Chicago
4461.66Walter A. Haas School of Business, University of California-Berkeley, Berkeley
(44)61.66Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley, Berkeley
4562.42Norges Bank, Oslo
(46)62.78Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University, Orange
4662.96Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
(47)63.01Finance Group, Warwick Business School, University of Warwick, Coventry
4763.77Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
4865.41Department of Economics, Hebrew University of Jerusalem, Jerusalem
4967.1Department of Economics, Harvard University, Cambridge
5070.74Faculty of Economics, University of Tokyo, Tokyo
5170.9Economics Department, Georgetown University, Washington
(52)71.62Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
5272.08Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich

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
1.1.73Michael McAleer
2.1.8Tim Bollerslev
3.2.65Mark P. Taylor
4.3.67Robert Korajczyk
5.5.29Torben G. Andersen
6.6.2Chris Brooks
7.6.24Carol Osler
8.7.94Ricardo Lagos
9.9.92Neil Shephard
10.13.91Ole E. Barndorff-Nielsen
11.14.15Guillaume Rocheteau
12.15.58Paolo Pasquariello
13.16.04Pierre-Olivier Weill
14.16.66Nikolaus Hautsch
15.17.21Thierry Foucault
16.18.77Clara Vega
17.18.81Asger Lunde
18.20.6Hao Zhou
19.21.06Ramazan Gencay
20.21.43Winfried Pohlmeier
21.21.88Mark Podolskij

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.