Top 10% Institutions and Economists in the Field of Market Microstructure, as of February 2019

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Only authors registered with the RePEc Author Service are considered.
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There are 7772 institutions with 55346 registered authors evaluated for all the rankings.

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The rankings

Top 10% institutions in the field of Market Microstructure

For Market Microstructure, these are 265 authors affiliated with 902 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.26	42	0.86
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	3.01	17	0.89
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	3.01	46	0.89
3	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	6.28	393	0.64
4	Federal Reserve Bank of New York New York City, New York (USA)	6.41	77	2.61
5	Cass Business School, City University London, United Kingdom	7.21	37	3.22
6	Toulouse School of Economics (TSE) Toulouse, France	7.23	159	2.46
7	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	10.25	111	2.87
8	Department of Economics, Princeton University Princeton, New Jersey (USA)	11.68	57	0.48
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	11.72	48	2.83
9	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	13.7	20	0.24
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	14	78	0.28
11	Stern School of Business, New York University (NYU) New York City, New York (USA)	14.06	53	0.41
12	Department of Economics, New York University (NYU) New York City, New York (USA)	15.87	49	0.38
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	16.54	8	0.87
13	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	16.54	29	0.87
14	IESE Business School, Universidad de Navarra Barcelona, Spain	17.17	12	0.21
15	Graduate School of Business, Stanford University Stanford, California (USA)	17.75	36	0.52
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	17.97	6	0.41
16	European Central Bank Frankfurt am Main, Germany	20.93	208	2.8
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	23.91	22	1.27
17	Business School, University of Technology Sydney Sydney, Australia	26.26	89	3.13
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	27.21	57	0.86
18	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	27.84	32	2.66
19	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	30.51	57	0.74
20	Università Commerciale Luigi Bocconi Milano, Italy	31.49	167	1.18
21	Booth School of Business, University of Chicago Chicago, Illinois (USA)	31.98	57	1.97
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	32.22	14	0.14
22	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	33.77	66	1.2
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	34.57	39	3.02
23	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	35.82	24	1
24	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	35.92	34	0.12
25	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	38.46	11	0.33
26	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	38.95	16	0.66
27	London School of Economics (LSE) London, United Kingdom	41.02	293	0.45
---	Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain	43.29	4	0.1
28	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	45.37	28	0.87
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	45.39	12	1.47
29	Henley Business School, University of Reading Reading, United Kingdom	45.39	26	1.47
30	Université Paris-Dauphine (Paris IX) Paris, France	46.63	129	3.8
31	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	47.05	29	1.64
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	47.44	55	0.27
32	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	47.44	66	0.27
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	50.61	19	1.59
33	Department of Economics, University of California-Irvine Irvine, California (USA)	52.08	44	0.36
34	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	52.23	19	0.23
35	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	52.48	117	1.99
36	Economics Department, Georgetown University Washington, District of Columbia (USA)	55.88	47	0.17
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	56.37	7	0.54
37	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	57.03	100	2.64
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	57.22	26	0.2
38	Graduate School of Business, Columbia University New York City, New York (USA)	57.22	42	0.2
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	57.72	34	3.05
39	Argyros School of Business and Economics, Chapman University Orange, California (USA)	58.8	44	0.51
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	58.8	35	0.51
40	International Monetary Fund (IMF) Washington, District of Columbia (USA)	58.92	419	0.7
41	Tinbergen Instituut Amsterdam, Netherlands	59.32	124	0.76
42	Bank for International Settlements (BIS) Basel, Switzerland	59.81	69	0.73
43	Rotman School of Management, University of Toronto Toronto, Canada	61.27	41	0.73
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	61.27	8	0.73
44	School of Economics and Finance, Queen Mary University of London London, United Kingdom	61.46	43	1.61
45	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	63.01	72	0.86
46	Bank of Canada Ottawa, Canada	63.16	146	3.15
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	64.49	3	0.02
47	Business School, Imperial College London, United Kingdom	68.55	42	0.66
48	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	69.49	92	1.67
49	Department of Economics, Northwestern University Evanston, Illinois (USA)	69.84	42	0.1
50	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	71.57	96	0.47
51	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	72.62	178	0.67
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	72.84	14	1
52	Warwick Business School, University of Warwick Coventry, United Kingdom	72.84	28	1
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	73.11	23	1.41
53	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	74.47	38	0.49
54	Business School, Deakin University Melbourne, Australia	75.76	78	0.89
55	Economics Department, University of Michigan Ann Arbor, Michigan (USA)	76.31	63	0.13
56	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	77.93	87	1.18
---	Faculty of Finance, Cass Business School, City University London, United Kingdom	78	13	0.61
57	Department of Economics, University of Chicago Chicago, Illinois (USA)	82.12	57	0.07
58	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	83.6	22	0.09
59	Department of Economics, McGill University Montréal, Canada	90.09	35	0.37
---	Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway	90.37	20	1.48
60	BI Handelshøyskolen Oslo, Norway	90.37	49	1.48
61	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	93.65	47	0.45
62	School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom	94.37	57	2.27
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	95.98	26	0.63
63	Centre for Economic Policy Research (CEPR) London, United Kingdom	96.16	292	0.23
64	PBC School of Finance, Tsinghua University Beijing, China	96.44	8	0.2
65	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	96.9	88	1.81
66	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	97.05	43	0.28
67	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	97.33	59	0.29
68	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	97.97	78	1.72
69	Department of Economics, University of California-Berkeley Berkeley, California (USA)	98.2	54	0.15
70	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	99.7	148	0.28
71	Bank of England London, United Kingdom	100.95	197	2.53
72	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	101.98	34	0.18
73	Graduate School of Management, Macquarie University Sydney, Australia	102.86	4	1
74	New Economic School (NES) Moscow, Russia	104.4	48	0.93
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	115.31	14	0.33
75	Marshall School of Business, University of Southern California Los Angeles, California (USA)	115.31	21	0.33
76	Norges Bank Oslo, Norway	117.87	29	0.82
77	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	118.16	107	0.4
78	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	118.3	18	0.11
79	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	120.48	40	0.12
---	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University Pittsburgh, Pennsylvania (USA)	120.84	20	0.53
80	Tepper School of Business Administration, Carnegie Mellon University Pittsburgh, Pennsylvania (USA)	120.84	26	0.53
81	College of Business and Economics, Dankook University Yongin, South Korea	121.56	2	1
---	Department of Economics, College of Business and Economics, Dankook University Yongin, South Korea	121.56	2	1
82	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	122.92	49	0.85
83	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	124.13	24	0.68
84	Økonomisk Institut, Københavns Universitet København, Denmark	124.83	71	0.48
85	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	125.86	146	0.46
---	Department of Finance, Faculty of Business and Economics, University of Melbourne Melbourne, Australia	126.26	2	1
86	Schulich School of Business, York University Toronto, Canada	126.49	7	0.14
87	INSEAD Fontainebleau, France	127.78	18	0.48
88	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	128	29	1.03
89	Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany	128.2	9	0.22
90	Department of Economics and Related Studies, University of York York, United Kingdom	128.26	88	0.07

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 265 authors affiliated with 902 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	2.04
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	2.7
3	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	4.03
4	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.4
5	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona, Spain	4.74
6	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	5.03
7	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	8.68
8	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	12.18
9	Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France	13.33
10	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	13.89
11	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	14.41
12	Lasse Heje Pedersen	14.84
13	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	17.03
14	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	17.18
15	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	18.28
16	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	18.3
17	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	20.05
18	Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA)	22.36
19	Michael 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)	22.44
20	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	22.8
21	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	23.51
22	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	25.07
23	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	26.54
24	Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA) School of Economics, Singapore Management University, Singapore, Singapore	28.07
25	Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland	28.35
26	Angelo Ranaldo Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	28.69

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:

Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Instituto Valenciano de Investigaciones Económicas (IVIE), Valencia, Spain.
Abstract views and downloads statistics from LogEc project by Sune Karlsson, Örebro University, Sweden.
Author registration by Ivan Kumanov, Minsk, Belarus.
Institutions database and ranking computations by Christian Zimmermann, Federal Reserve Bank of St. Louis.
RePEc has been initiated by Thomas Krichel.

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Top 10% Institutions and Economists in the Field of Market Microstructure, as of February 2019

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