Top 10% Institutions and Economists in the Field of Market Microstructure, as of May 2020

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Only authors registered with the RePEc Author Service are considered.
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A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
Authors with multiple affiliations are attributed to each institution according to the weights they have set to each in their profile, or by default according to a formula described here.
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The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
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There are 8068 institutions with 58635 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 277 authors affiliated with 942 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.37	48	0.86
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	3.32	17	1.06
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	3.32	50	1.06
3	Cass Business School, City University London, United Kingdom	5.6	39	4.29
4	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	7.49	429	0.83
5	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.89	14	1.02
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.89	8	1.02
6	Toulouse School of Economics (TSE) Toulouse, France	9.16	159	2.45
7	Graduate School of Business, Stanford University Stanford, California (USA)	9.96	37	0.7
8	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.55	115	3.01
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	13.86	49	2.97
9	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	14.23	72	0.41
10	Business School, University of Technology Sydney Sydney, Australia	15.84	89	3.84
11	IESE Business School, Universidad de Navarra Barcelona, Spain	15.89	14	0.23
12	Federal Reserve Bank of New York New York City, New York (USA)	16.73	80	2.84
13	Department of Economics, Princeton University Princeton, New Jersey (USA)	17.75	55	0.42
14	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	17.91	32	0.89
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	19.66	37	3.75
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	20.48	9	0.84
15	European Central Bank Frankfurt am Main, Germany	20.49	233	3.26
16	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	20.84	23	0.24
17	Department of Economics, New York University (NYU) New York City, New York (USA)	21.69	54	0.36
18	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	23.37	85	2.37
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	23.86	6	0.38
19	Stern School of Business, New York University (NYU) New York City, New York (USA)	25.23	50	0.28
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	25.62	19	1.28
20	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	26.61	11	0.95
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	26.66	29	2.33
21	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	30.85	66	1.35
22	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	32.75	34	2.66
23	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	34.5	26	1
---	Faculty of Finance, Cass Business School, City University London, United Kingdom	35.39	16	1.32
24	Università Commerciale Luigi Bocconi Milano, Italy	36.24	170	1.23
25	Booth School of Business, University of Chicago Chicago, Illinois (USA)	37.39	62	1.96
26	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	39.14	15	1
27	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	40.44	33	2.64
28	London School of Economics (LSE) London, United Kingdom	41.77	293	0.53
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	43.84	22	1.6
29	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	44.24	20	0.45
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	44.64	58	1.04
30	International Monetary Fund (IMF) Washington, District of Columbia (USA)	46.66	443	1.53
31	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	47.19	39	0.11
32	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	47.86	11	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	47.86	8	1
33	Bank for International Settlements (BIS) Basel, Switzerland	54.86	80	0.8
34	School of Economics and Finance, Queen Mary University of London London, United Kingdom	55.79	52	1.72
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	55.8	58	0.26
35	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	55.8	68	0.26
36	Bank of Canada Ottawa, Canada	56.19	161	4.23
37	Université Paris-Dauphine (Paris IX) Paris, France	56.39	131	4.59
38	Economics Department, Georgetown University Washington, District of Columbia (USA)	57.57	46	0.22
39	Henley Business School, University of Reading Reading, United Kingdom	58.88	31	1.95
40	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	59.46	39	0.64
41	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	60.48	188	2
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	61.26	15	0.66
42	Marshall School of Business, University of Southern California Los Angeles, California (USA)	61.26	23	0.66
43	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	61.83	93	2.06
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	61.84	13	0.05
44	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	62.5	74	1.95
45	Business School, Imperial College London, United Kingdom	63.77	43	0.8
46	Bank of England London, United Kingdom	63.86	205	3.69
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	65.46	13	1.81
47	Department of Economics, University of California-Irvine Irvine, California (USA)	65.71	47	0.35
48	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	66.85	32	0.83
49	Department of Economics, University of Chicago Chicago, Illinois (USA)	67.2	78	0.1
50	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	67.69	7	0.1
51	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	69.24	19	0.48
52	Business School, Deakin University Melbourne, Australia	70.5	74	0.91
53	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	71.05	114	1.47
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	72.59	27	0.18
54	Graduate School of Business, Columbia University New York City, New York (USA)	72.59	46	0.18
55	Bangor Business School, Bangor University Bangor, United Kingdom	73.64	33	1
56	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	73.87	103	0.47
57	Centre for Economic Policy Research (CEPR) London, United Kingdom	74.63	324	0.33
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	75.38	13	1.18
58	Warwick Business School, University of Warwick Coventry, United Kingdom	75.38	26	1.18
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	81.91	33	3.1
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	82.83	2	0.02
59	Tinbergen Instituut Amsterdam, Netherlands	85.26	122	0.66
60	Rotman School of Management, University of Toronto Toronto, Canada	85.5	44	0.92
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	85.5	10	0.92
61	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	88.35	51	0.56
---	Finance Department, London School of Economics (LSE) London, United Kingdom	94.26	11	0.2
62	Department of Economics, McGill University Montréal, Canada	96.07	33	0.4
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	96.35	2	0.02
63	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	97.53	145	0.66
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	98.06	38	2.11
64	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	98.06	46	2.11
65	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	98.21	36	0.22
66	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	98.58	18	0.2
67	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	102.6	26	0.09
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	103.13	22	1.48
68	BI Handelshøyskolen Oslo, Norway	103.13	51	1.48
69	Judge Business School, University of Cambridge Cambridge, United Kingdom	105.35	40	0.11
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	106.18	21	0.98
70	New Economic School (NES) Moscow, Russia	106.62	46	1.04
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	111.18	26	0.65
71	Kelley School of Business, Indiana University Bloomington, Indiana (USA)	111.74	25	0.3
72	Argyros School of Business and Economics, Chapman University Orange, California (USA)	112.03	54	0.5
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	112.03	44	0.5
73	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	112.87	17	0.12
74	Handelshögskolan i Stockholm Stockholm, Sweden	114.05	66	1.28
75	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	116.56	52	0.2
76	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	118.09	150	0.3
---	Department of Finance, Handelshögskolan i Stockholm Stockholm, Sweden	119.11	10	1.12
77	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	119.69	87	1.82
78	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	122.13	95	1.78
79	Swiss Finance Institute Genève/Zürich, Switzerland	122.54	23	0.33
80	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	123.19	54	0.9
81	School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom	123.82	59	2.37
82	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	124.49	97	1.68
83	Norges Bank Oslo, Norway	125.11	28	0.9
84	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	126.38	46	0.14
85	School of Business, East China University of Science and Technology Shanghai, China	128.04	5	0.32
86	Department of Economics, University of California-Berkeley Berkeley, California (USA)	128.15	55	0.13
87	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	128.4	154	1.96
88	Økonomisk Institut, Københavns Universitet København, Denmark	128.41	73	0.55
89	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	128.49	61	0.33
90	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	130.48	109	0.55
91	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	130.54	44	0.13
92	PBC School of Finance, Tsinghua University Beijing, China	131.85	8	0.18
93	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	133.08	54	0.38
94	Handelshøgskolen, Universitetet i Stavanger Stavanger, Norway	134.57	12	1.61

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 277 authors affiliated with 942 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.87
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	2.79
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.14
4	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.92
5	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	5.34
6	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	5.83
7	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	7.21
8	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	12.14
9	Lasse Heje Pedersen	12.25
10	Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France	13.01
11	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	13.53
12	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	14.31
13	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	16.06
14	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	21.03
15	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	21.32
16	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	21.36
17	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	23.06
18	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	23.42
19	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	24.55
20	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	25.04
21	Angelo Ranaldo Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	25.57
22	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	25.67
23	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	25.8
24	Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA)	26.45
25	Rosario Nunzio Mantegna	26.64
26	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.06
27	Dagfinn Rime Institutt for finans, BI Handelshøyskolen, Oslo, Norway	29.65

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 May 2020

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