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Top 10% Institutions and Economists in the Field of Market Microstructure, as of December 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 221 authors affiliated with 532 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
11.39Cowles Foundation for Research in Economics, Yale University, New Haven
22.81Economics Department, Yale University, New Haven
33.12Kellogg Graduate School of Management, Northwestern University, Evanston
(4)4.57Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(4)4.62Department of Economics, Business School, University of Auckland, Auckland
44.62Business School, University of Auckland, Auckland
54.71Department of Finance, National Chung-Hsing University, Taichung
66.9Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
79.35Institut for Økonomi, Aarhus Universitet, Aarhus
89.36Department of Economics, Duke University, Durham
910.06Warwick Business School, University of Warwick, Coventry
(10)11.48Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
1012.78Stern School of Business, New York University (NYU), New York City
1114.74Economics Division, University of Southampton, Southampton
1215.8Federal Reserve Bank of New York, New York City
1316.64Department of Economics, New York University (NYU), New York City
1417.26Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
1517.87Cass Business School, City University, London
1618.69Department of Economics, Princeton University, Princeton
(17)19.23Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(17)21Research and Statistics Group, Federal Reserve Bank of New York, New York City
(17)21.12ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
1721.12Henley Business School, University of Reading, Reading
1821.89William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(19)23.45Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
1923.48Department of Economics, European University Institute, Firenze
2024.37IESE Business School, Universidad de Navarra, Pamplona
(20)24.37Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
2126.38Department of Economics, International Business School, Brandeis University, Waltham
(22)27.24Volatility Institute, Stern School of Business, New York University (NYU), New York City
(22)28.88Finance Department, Stern School of Business, New York University (NYU), New York City
(22)32.24Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2233.01Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
(23)36.34Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2337.58Department of Economics, University of Toronto, Toronto
2439.1Argyros School of Business and Economics, Chapman University, Orange
2539.6Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
2641.61Warrington College of Business, University of Florida, Gainesville
2743.32Department of Economics, Johns Hopkins University, Baltimore
2844.29Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
2946.77London School of Economics (LSE), London
3047.3Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(31)47.82Faculty of Finance, Cass Business School, City University, London
3148.15Economics Department, Michigan State University, East Lansing
(32)48.67Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
3248.67Toulouse School of Economics (TSE), Toulouse
3349.29Department of Economics, Rutgers University-New Brunswick, New Brunswick
3451.99Department of Economics, Northwestern University, Evanston
(35)52.65Finance & Economics Department, Graduate School of Business, Columbia University, New York City
3552.65Graduate School of Business, Columbia University, New York City
3653.2Department of Economics, University of California-Irvine, Irvine
3753.64Department of Economics, University of Pennsylvania, Philadelphia
3855.36Ross School of Business, University of Michigan, Ann Arbor
(39)57.47Research Division, Federal Reserve Bank of St. Louis, St. Louis
3957.47Federal Reserve Bank of St. Louis, St. Louis
4057.69School of Finance and Economics, University of Technology, Sydney
4159.3Department of Economics, Hebrew University of Jerusalem, Jerusalem
(42)60.69Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University, Orange
4261.92Booth School of Business, University of Chicago, Chicago
(43)61.93Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4361.93HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4461.98Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
4562.15Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
4663.39Norges Bank, Oslo
4764.67Walter A. Haas School of Business, University of California-Berkeley, Berkeley
(47)64.67Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley, Berkeley
4865.69Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
(49)66.14Finance Group, Warwick Business School, University of Warwick, Coventry
4967.73Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich
5069.49Department of Economics, Harvard University, Cambridge
5169.85Faculty of Economics, University of Tokyo, Tokyo
(52)70.61Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
5272.08Economics Department, Georgetown University, Washington
5375.44Gerald 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
1.1.69Michael McAleer
2.1.97Tim Bollerslev
3.2.68Mark P. Taylor
4.3.36Robert Korajczyk
5.5.67Torben G. Andersen
6.6.14Chris Brooks
7.6.17Carol Osler
8.7.49Ricardo Lagos
9.9.36Neil Shephard
10.14.2Guillaume Rocheteau
11.14.84Ole E. Barndorff-Nielsen
12.16.18Paolo Pasquariello
13.16.46Nikolaus Hautsch
14.17.46Pierre-Olivier Weill
15.17.54Thierry Foucault
16.18.09Asger Lunde
17.19.96Clara Vega
18.20.27Mark Podolskij
19.20.81Ramazan Gencay
20.20.91Winfried Pohlmeier
21.22.55Kate Phylaktis
22.22.71Hao 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.