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Top 10% Institutions and Economists in the Field of Market Microstructure, as of January 2014

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 310 authors affiliated with 663 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)

1.333733.1
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

2.431311.88
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

3.234843.52
3Department of Economics, Duke University

Durham, North Carolina (USA)

3.84334.61
4Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.8711985.83
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.935829.89
5Federal Reserve Bank of New York

New York City, New York (USA)

7.67469.28
6Department of Economics, Princeton University

Princeton, New Jersey (USA)

8.055036.68
7Cass Business School, City University

London, United Kingdom

8.33731.1
8Henley Business School, University of Reading

Reading, United Kingdom

9.672724.96
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

9.6799
9Warwick Business School, University of Warwick

Coventry, United Kingdom

10.832119.01
10Department of Economics, New York University (NYU)

New York City, New York (USA)

11.015641.7
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.5310.71
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.16753.52
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.85129.7
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

14.085752.1
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

14.5353.51
12Toulouse School of Economics (TSE)

Toulouse, France

15.81148123.56
13William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

17.861311.66
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

18.194026.33
14Booth School of Business, University of Chicago

Chicago, Illinois (USA)

22.275348.67
15IESE Business School, Universidad de Navarra

Pamplona, Spain

23.771711.27
16Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

24.063833.32
17Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

25.492924.83
18Business School, University of Technology Sydney

Sydney, Australia

28.717873.02
19Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

29.652320.1
20Warrington College of Business, University of Florida

Gainesville, Florida (USA)

31.561211.5
21Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

31.934639.42
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

32.5943.79
22National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

32.5948168.48
21HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

32.591412.3
24Argyros School of Business and Economics, Chapman University

Orange, California (USA)

34.344227.73
25Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

34.782723.14
26Norges Bank

Oslo, Norway

35.872821.95
27Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

36.015344.93
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

36.014537.64
28Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

36.243635.3
29Department of Economics, University of California-Irvine

Irvine, California (USA)

36.882825.55
30Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

39.822015.59
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

40.483721.05
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

40.7154
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

41.24341.35
31Graduate School of Business, Columbia University

New York City, New York (USA)

424232.14
---Finance & Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

422620.56
32Université Paris-Dauphine (Paris IX)

Paris, France

44.0710080.42
33School of Economics and Finance, Queen Mary

London, United Kingdom

45.924336.16
34Department of Economics, Northwestern University

Evanston, Illinois (USA)

48.743229
35Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

49.9332.44
36Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

50.352720.57
37Graduate School of Business, Stanford University

Stanford, California (USA)

51.673229.29
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

52.2762.51
38Department of Economics, University of Toronto

Toronto, Canada

53.345850.83
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

56.8254.75
39Rotman School of Management, University of Toronto

Toronto, Canada

56.823428.29
40Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

57.538566.11
41Bank of Canada

Ottawa, Canada

59.177873.7
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

60.08109.69
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

60.133231.21
42Department of Agricultural and Resource Economics, University of California-Davis

Davis, California (USA)

61.071714.99
43School of Economics and Political Science, Universität St. Gallen

Sankt Gallen, Switzerland

63.346451.03
44London School of Economics (LSE)

London, United Kingdom

63.42254179.98
45Faculty of Economics, University of Tokyo

Tokyo, Japan

63.652825.42
46European Central Bank

Frankfurt am Main, Germany

64.1152131.6
---Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

64.341511.58
47Bank for International Settlements (BIS)

Basel, Switzerland

66.174639.62
48Fachbereich Wirtschaftswissenschaften, Universität Konstanz

Konstanz, Germany

66.554038.79
49Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

66.645240.77
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

66.966653.74
50Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

677056.72
51Department of Economics, Simon Fraser University

Burnaby, Canada

67.443734.39
52Economics Department, Georgetown University

Washington, District of Columbia (USA)

67.554233.89
53Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

67.886854.53
54Saïd Business School, Oxford University

Oxford, United Kingdom

68.542918.89
55Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

68.77123117.17
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

72.5686.8
56Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

73.073933.88
---Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

73.0776.14
57Department of Economics, Central European University

Budapest, Hungary

73.233118.42
58Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover

Hannover, Germany

74.253632.3
59Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

74.442014.86
60PBC School of Finance, Tsinghua University

Beijing, China

74.4611
61Department of Economics and Related Studies, University of York

York, United Kingdom

74.657870.26
62Department of Economics, European University Institute

Firenze, Italy

76.033927.59
63Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

78.12199.37
64Faculteit Economie en Bedrijfswetenschappen, KU Leuven

Leuven, Belgium

78.2811373.73
65Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

80.6753.63
66Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)

Praha, Czech Republic

80.986844.65

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)

1.49
2Robert Korajczyk

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

3.07
3Mark P. Taylor

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

4.02
4Torben G. Andersen

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

4.11
5Chris Brooks

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

6.08
6Xavier Vives

IESE Business School, Universidad de Navarra, Pamplona, Spain
Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona, Spain

8.15
7Neil Shephard

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

8.87
8Ricardo Lagos

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

10
9Peter C. B. Phillips

Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)

10.77
10Carol Osler

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

11.01
11Francis X. Diebold

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

12
12Takatoshi Ito

Faculty of Economics, University of Tokyo, Tokyo, Japan

13.42
13Nikolaus Hautsch

Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

13.74
14Bruno R Biais

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

14.19
15Lasse Heje Pedersen

Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)

14.32
16Thierry Foucault

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

14.79
17Paolo Pasquariello

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

15.4
18Michael 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)

16.52
19Guillaume Rocheteau

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

17.69
20Lajos Horvath

20.8
21Christopher J. Neely

Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)

22.25
22Ole E. Barndorff-Nielsen

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

22.6
23Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

24.01
24Mark Podolskij

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

24.17
25Pierre-Olivier Weill

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

24.41
26Jianqing Fan

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

24.66
27Meziane Lasfer

Cass Business School, City University, London, United Kingdom

25.94
28Colin Carter

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

26.03
29Bruce Mizrach

Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)

26.88
30Marco Pagano

Centro Studi di Economia e Finanza (CSEF), Napoli, Italy
Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy

26.9
31Asger Lunde

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

27.84

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.

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