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Top 10% Institutions and Economists in the Field of Market Microstructure, as of May 2013

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 263 authors affiliated with 624 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).
RankInstitutionScoreAuthorsAuthor shares
1Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

1.384035.91
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

2.451513.16
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

2.814540.93
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.9311584.01
4Department of Economics, Duke University

Durham, North Carolina (USA)

5.034333.96
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.975327.68
5Federal Reserve Bank of New York

New York City, New York (USA)

7.757367.65
6Warwick Business School, University of Warwick

Coventry, United Kingdom

9.331814.74
7Cass Business School, City University

London, United Kingdom

9.663629.38
8Department of Economics, New York University (NYU)

New York City, New York (USA)

10.185642.44
9Department of Economics, Princeton University

Princeton, New Jersey (USA)

10.644732.7
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.4110.71
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

13.0398.5
10Henley Business School, University of Reading

Reading, United Kingdom

13.032622.9
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.281310.88
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

13.3654.26
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

13.785752.49
11William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

16.111311.64
12Toulouse School of Economics (TSE)

Toulouse, France

18.77145120.47
13Department of Agricultural and Resource Economics, University of California-Davis

Davis, California (USA)

20.111412.72
14IESE Business School, Universidad de Navarra

Pamplona, Spain

20.331810.88
15Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

20.452722.34
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

21.373924.96
16Department of Economics, Oxford University

Oxford, United Kingdom

21.91157124.38
17Booth School of Business, University of Chicago

Chicago, Illinois (USA)

28.835146.59
18National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

30.0746954.76
19Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

31.76046.51
20Warrington College of Business, University of Florida

Gainesville, Florida (USA)

31.861111
21Argyros School of Business and Economics, Chapman University

Orange, California (USA)

32.093925.79
22Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

32.262520.65
23Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

33.124034.55
24Business School, University of Technology Sydney

Sydney, Australia

33.527773.15
25Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

36.127353.93
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

36.5733
26HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

36.571210.52
27Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

36.862018.3
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

38.053419.01
28Norges Bank

Oslo, Norway

39.212821.3
29Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

39.511714.5
30Economics Department, Michigan State University

East Lansing, Michigan (USA)

39.923833.41
31School of Business and Economics, Maastricht University

Maastricht, Netherlands

40.1610780.63
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

41.564538.52
32Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

41.564941.74
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

44.2252.46
33Department of Economics, University of California-Irvine

Irvine, California (USA)

44.823128.52
34Department of Economics, University of Toronto

Toronto, Canada

46.325345.8
---Finance & Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

46.812419.97
35Graduate School of Business, Columbia University

New York City, New York (USA)

46.814031.96
36Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

47.6521.46
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

49.094341.36
37Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

49.813230.88
38Department of Economics, Northwestern University

Evanston, Illinois (USA)

51.423631.98
39Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

51.553022.6
40London School of Economics (LSE)

London, United Kingdom

54.95245170.39
41Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

56.71146107.61
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

57.33109.58
42Department of Economics, European University Institute

Firenze, Italy

58.723322.41
43Faculty of Economics, University of Tokyo

Tokyo, Japan

58.822825.41
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

58.9986.68
44Bank for International Settlements (BIS)

Basel, Switzerland

60.434135.16
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

61.5397.39
---Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

62.791511.57
45Department of Economics, Simon Fraser University

Burnaby, Canada

63.753633.18
46Université Paris-Dauphine (Paris IX)

Paris, France

64.199677.88
47Fachbereich Wirtschaftswissenschaften, Universität Konstanz

Konstanz, Germany

65.373230.88
---Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

65.382313.96
48PBC School of Finance, Tsinghua University

Beijing, China

65.5611
49European Central Bank

Frankfurt am Main, Germany

66.17145122.82
50Rotman School of Management, University of Toronto

Toronto, Canada

66.453328.03
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

66.4554.7
51Department of Economics and Related Studies, University of York

York, United Kingdom

67.98171.94
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

69.945841.07
52Faculteit Economie en Bedrijfswetenschappen, Katholieke Universiteit Leuven

Leuven, Belgium

70.3811278.65
53Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

70.85198.93
54Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

71.313832.4
---Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

71.3176.12
55Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

71.639965.56
56Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover

Hannover, Germany

72.313531.37
57Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

72.531913.84
58Saïd Business School, Oxford University

Oxford, United Kingdom

72.763221.08
59School of Economics and Political Science, Universität St. Gallen

Sankt Gallen, Switzerland

74.85744.92
60International Monetary Fund (IMF)

Washington, District of Columbia (USA)

77.9311263.52
61Economics Department, Yale University

New Haven, Connecticut (USA)

79.215130.47
---Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften, Universität Konstanz

Konstanz, Germany

82.1154.34
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

82.363130.88
62Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

84.182112.35

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.
RankAuthorScore
1Tim Bollerslev

Department of Economics, Duke University, Durham, North Carolina (USA)

1.43
2Robert Korajczyk

Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)

2.88
3Mark P. Taylor

Warwick Business School, University of Warwick, Coventry, United Kingdom

3.8
4Torben G. Andersen

Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)

4.19
5Carol Osler

Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)

6.12
6Chris Brooks

ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom

6.55
7Neil Shephard

Department of Economics, Oxford University, Oxford, United Kingdom

7.68
8Colin Carter

Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA)

8.21
9Ricardo Lagos

Department of Economics, New York University (NYU), New York City, New York (USA)

8.56
10Thierry Foucault

Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France

12.91
11Nikolaus Hautsch

Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin, Berlin, Germany

12.95
12Bruno R Biais

Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France

13.5
13Paolo Pasquariello

Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA)

13.56
14Pierre-Olivier Weill

Department of Economics, University of California-Los Angeles (UCLA), Los Angeles, California (USA)
National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)

15.74
15Guillaume Rocheteau

Department of Economics, University of California-Irvine, Irvine, California (USA)

15.82
16Jianqing Fan

Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA)

16.2
17Ole E. Barndorff-Nielsen

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

16.53
18Mark Podolskij

Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland

17.35
19Michael J. Fleming

Federal Reserve Bank of New York, New York City, New York (USA)
Research and Statistics Group, Federal Reserve Bank of New York, New York City, New York (USA)

17.46
20Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

19.3
21Lajos Horvath

21.07
22Hans Degryse

Faculteit Economie en Bedrijfswetenschappen, Katholieke Universiteit Leuven, Leuven, Belgium

21.33
23Asger Lunde

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

21.85
24Meziane Lasfer

Cass Business School, City University, London, United Kingdom

23.6
25Clara Vega

Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA)

24.84
26Hao Zhou

PBC School of Finance, Tsinghua University, Beijing, China

25

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:

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