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Top 10% Institutions and Economists in the Field of Market Microstructure, as of June 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 320 authors affiliated with 696 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)

1.363631.59
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

2.451210.37
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

2.965246.54
3Department of Economics, Duke University

Durham, North Carolina (USA)

3.914434.88
4Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.8811884.42
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.935829.98
5Federal Reserve Bank of New York

New York City, New York (USA)

7.317469.27
6Cass Business School, City University

London, United Kingdom

8.733832.18
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

999
7Henley Business School, University of Reading

Reading, United Kingdom

92724.96
8Department of Economics, Princeton University

Princeton, New Jersey (USA)

9.44936.27
9Department of Economics, New York University (NYU)

New York City, New York (USA)

11.175340.66
10Warwick Business School, University of Warwick

Coventry, United Kingdom

11.252220.46
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.510.71
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.341410.78
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

13.45752.08
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.686855.5
12Toulouse School of Economics (TSE)

Toulouse, France

15.15149126.2
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

15.1753.51
13William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

17.721412.82
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

18.123926.46
14National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

22.448175.24
15Booth School of Business, University of Chicago

Chicago, Illinois (USA)

23.355449.09
16IESE Business School, Universidad de Navarra

Barcelona, Spain

24.311712.57
17Business School, University of Technology Sydney

Sydney, Australia

24.697772.03
18Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

25.744035.5
19Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

27.22925.05
20Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

29.862421.14
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

30.5433
21HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

30.541311.52
22Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

31.984640.33
23Warrington College of Business, University of Florida

Gainesville, Florida (USA)

33.211312.5
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

34.384240.35
24Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

35.042823.76
25Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

37.075345.25
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

37.074537.96
26Argyros School of Business and Economics, Chapman University

Orange, California (USA)

37.164228.34
27Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

38.493735.8
28Department of Economics, University of California-Irvine

Irvine, California (USA)

38.652825.54
29Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

42.271915
30Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

42.985543.73
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

44.443721.66
---Finance & Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

45.012721.55
31Graduate School of Business, Columbia University

New York City, New York (USA)

45.014332.01
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

45.3454.9
32Bank of Canada

Ottawa, Canada

46.647572.17
33Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

46.967049.9
34Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

49.415550.46
35School of Economics and Finance, Queen Mary

London, United Kingdom

50.144234.78
36Department of Economics, Central European University

Budapest, Hungary

51.663119.16
37Graduate School of Business, Stanford University

Stanford, California (USA)

52.913229.39
38Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

53.42418.97
39Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

53.9110268.46
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

54.393430.99
41Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

54.478366.94
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

54.7562.51
42Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

54.946653.11
43European Central Bank

Frankfurt am Main, Germany

55.6154133.71
44Department of Economics, University of Toronto

Toronto, Canada

56.125850.84
45Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

56.2732.44
46Rotman School of Management, University of Toronto

Toronto, Canada

60.983428.3
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

60.9854.76
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

62.887059.27
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

63.11109.69
47Department of Agricultural and Resource Economics, University of California-Davis

Davis, California (USA)

63.181715.13
48London School of Economics (LSE)

London, United Kingdom

63.9259182.6
49Centre for Economic Policy Research (CEPR)

London, United Kingdom

67.3127630.1
---Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

68.431612.55
50Université Paris-Dauphine (Paris IX)

Paris, France

70.5311184.57
51Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)

Praha, Czech Republic

70.828055.36
52Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

71.116954.95
53School of Economics and Political Science, Universität St. Gallen

Sankt Gallen, Switzerland

71.266251.56
54Department of Economics, Simon Fraser University

Burnaby, Canada

71.983836.36
55Saïd Business School, Oxford University

Oxford, United Kingdom

72.262918.52
56Economics Department, Georgetown University

Washington, District of Columbia (USA)

72.294435.41
57PBC School of Finance, Tsinghua University

Beijing, China

73.6711
58Bangor Business School, Bangor University

Bangor, United Kingdom

74.83531.49
59Fachbereich Wirtschaftswissenschaften, Universität Konstanz

Konstanz, Germany

74.824139.83
60Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

76.46124117.67
61Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

77.092116.21
62BI Handelshøyskolen

Oslo, Norway

77.333024.73
63Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover

Hannover, Germany

78.014339.06
64Tinbergen Instituut

Amsterdam, Netherlands

78.4714539.71
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

78.9797.8
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

79.1199
65Department of Economics, European University Institute

Firenze, Italy

80.393523.64
66School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

81.183929.34
67Department of Economics and Related Studies, University of York

York, United Kingdom

83.598172.92
68Monash Business School, Monash University

Melbourne, Australia

83.7123117.86
69Bank for International Settlements (BIS)

Basel, Switzerland

84.54339.3

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)

1.57
2Robert Korajczyk

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

2.89
3Torben G. Andersen

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

3.54
4Mark P. Taylor

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

4.34
5Chris Brooks

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

6.88
6Xavier Vives

IESE Business School, Universidad de Navarra, Barcelona, 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)

9.37
8Ricardo Lagos

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

10.78
9Carol Osler

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

11.6
10Peter C. B. Phillips

Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore

12.2
11Thierry Foucault

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

12.62
12Francis X. Diebold

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

12.89
13Lasse Heje Pedersen

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

13.02
14Takatoshi Ito

National Graduate Institute for Policy Studies (GRIPS), Tokyo, Japan

13.64
15Bruno R Biais

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

13.93
16Lajos Horvath

14.83
17Paolo Pasquariello

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

15.16
18Nikolaus Hautsch

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

15.34
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)

18.03
20Guillaume Rocheteau

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

18.24
21Christopher J. Neely

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

22.5
22Meziane Lasfer

Cass Business School, City University, London, United Kingdom

22.7
23Pierre-Olivier Weill

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

23.08
24Ole E. Barndorff-Nielsen

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

24.15
25Rosario Nunzio Mantegna

Department of Economics, Central European University, Budapest, Hungary

24.78
26Lucio Sarno

Cass Business School, City University, London, United Kingdom

25.83
27Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

26.01
28Mark Podolskij

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

27.19
29Jianqing Fan

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

28.18
30Asger Lunde

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

28.2
31Sébastien Laurent

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

28.68
32Colin Carter

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

28.75

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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