Top 10% Institutions and Economists in the Field of Market Microstructure, as of August 2021

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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.
To be classified, an author needs to have five or more working papers announced in the NEP report for this field. For authors whose first paper is less that 10 years old, having 25% of the papers in the NEP report is sufficient.
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There are 8398 institutions with 62687 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 276 authors affiliated with 1003 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.33	49	0.98
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.94	20	1.03
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.94	53	1.03
3	Federal Reserve Bank of New York New York City, New York (USA)	5.03	87	3.46
4	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	5.74	450	0.97
5	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.99	35	1.32
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.49	13	1.28
6	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.7	17	1.12
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.7	10	1.12
7	Cass Business School, City University London, United Kingdom	8.51	37	4.11
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.7	41	0.74
9	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.08	119	3.13
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	15.49	48	2.78
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	17	72	0.39
11	IESE Business School, Universidad de Navarra Barcelona, Spain	17.27	15	0.22
12	Business School, University of Technology Sydney Sydney, Australia	18.25	92	4.64
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	19.94	63	1.23
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	21.4	38	4.55
13	Department of Economics, New York University (NYU) New York City, New York (USA)	21.43	60	0.34
14	Department of Economics, Princeton University Princeton, New Jersey (USA)	22.01	54	0.36
15	European Central Bank Frankfurt am Main, Germany	23.02	244	2.56
16	Stern School of Business, New York University (NYU) New York City, New York (USA)	26.62	54	0.34
17	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	30.46	65	1.32
18	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	30.83	86	1.87
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	30.92	6	0.32
19	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	32.31	36	2.66
20	Booth School of Business, University of Chicago Chicago, Illinois (USA)	33.3	60	1.59
21	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	33.39	12	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	33.39	8	1
22	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	34.14	28	1.11
23	Toulouse School of Economics (TSE) Toulouse, France	34.58	157	2
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	35.16	31	1.83
24	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	35.21	58	0.74
25	Università Commerciale Luigi Bocconi Milano, Italy	38.9	170	1.23
26	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	39.3	10	0.56
27	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	39.88	80	1.77
28	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	41.53	29	0.18
29	London School of Economics (LSE) London, United Kingdom	41.54	314	0.8
30	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	42.61	33	2.6
---	Faculty of Finance, Cass Business School, City University London, United Kingdom	43.97	15	1.11
31	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	46.76	47	0.46
32	Bank for International Settlements (BIS) Basel, Switzerland	47.06	84	1.34
33	Rotman School of Management, University of Toronto Toronto, Canada	47.5	49	1.37
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	47.5	12	1.37
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	48	22	1.56
34	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	48.31	20	0.37
35	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	50.57	46	0.11
36	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	50.61	202	2.74
37	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	52.15	15	1
38	International Monetary Fund (IMF) Washington, District of Columbia (USA)	52.48	460	0.87
39	Henley Business School, University of Reading Reading, United Kingdom	56.31	32	2.08
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	57.42	7	0.55
40	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	60.82	39	0.66
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	62.56	14	1.93
41	Bank of Canada Ottawa, Canada	64.14	173	3.74
42	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	64.26	109	2.07
43	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	64.51	4	1
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	64.74	52	0.24
44	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	64.74	58	0.24
45	INSEAD Fontainebleau, France	65.73	22	0.61
46	Université Paris-Dauphine (Paris IX) Paris, France	66.81	135	4.28
47	Business School, Imperial College London, United Kingdom	66.9	45	0.97
48	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	68	26	0.1
49	Economics Department, Georgetown University Washington, District of Columbia (USA)	68.14	46	0.2
50	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	68.87	25	1.58
51	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	69.63	9	0.19
52	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	70.03	109	0.56
53	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	72.04	36	0.84
54	School of Economics and Finance, Queen Mary University of London London, United Kingdom	72.65	62	1.63
55	Department of Economics, University of California-Irvine Irvine, California (USA)	73.11	47	0.35
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	73.74	16	0.04
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	76.16	13	1.34
56	Warwick Business School, University of Warwick Coventry, United Kingdom	76.16	26	1.34
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	78.25	27	0.17
57	Graduate School of Business, Columbia University New York City, New York (USA)	78.25	49	0.17
58	School of Economics, University of Bristol Bristol, United Kingdom	78.98	59	3.37
59	Monash Business School, Monash University Melbourne, Australia	79.42	165	0.54
60	Department of Economics, Northwestern University Evanston, Illinois (USA)	80.49	40	0.09
61	Bank of England London, United Kingdom	82.44	206	3.42
62	Department of Economics, University of Chicago Chicago, Illinois (USA)	82.48	76	0.09
63	Bangor Business School, Bangor University Bangor, United Kingdom	84.23	37	1
64	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	84.27	50	0.95
---	Finance Department, London School of Economics (LSE) London, United Kingdom	84.51	12	0.44
65	Centre for Economic Policy Research (CEPR) London, United Kingdom	86.71	339	0.3
66	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	89.11	19	0.19
67	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	90.47	116	1.28
68	Swiss Finance Institute Genève/Zürich, Switzerland	90.51	25	0.39
69	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	96.37	19	0.97
70	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	96.9	48	0.36
71	Tinbergen Instituut Amsterdam, Netherlands	99.99	125	0.56
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	100.89	36	2.11
72	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	100.89	45	2.11
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	102.01	2	0.02
73	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	102.15	101	2.08
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	102.32	2	0.02
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	103.62	35	2.75
74	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	108.13	52	1.21
75	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	108.77	138	0.63
76	Argyros School of Business and Economics, Chapman University Orange, California (USA)	109.2	54	0.7
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	109.2	45	0.7
77	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	111.02	35	0.9
78	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	111.35	36	0.22
79	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	111.42	59	0.89
80	Barcelona School of Economics (BSE) Barcelona, Spain	113.03	165	1.71
81	Department of Economics, McGill University Montréal, Canada	114.14	34	0.37
82	Stockholm School of Economics Stockholm, Sweden	116.94	62	1.28
83	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	117.04	150	0.34
84	New Economic School (NES) Moscow, Russia	118.15	44	1.04
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	119.03	22	1.47
85	BI Handelshøyskolen Oslo, Norway	119.03	56	1.47
86	Judge Business School, University of Cambridge Cambridge, United Kingdom	120.42	42	0.1
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	120.83	17	1.01
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	123.13	28	0.66
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	123.22	9	1.12
87	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	125.45	25	0.68
88	School of Business, East China University of Science and Technology Shanghai, China	126.3	7	0.32
89	School of Management, Yale University New Haven, Connecticut (USA)	129.37	35	0.49
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	129.53	97	1.56
90	Deutsche Bundesbank Frankfurt, Germany	130.04	168	3.62
91	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	131.9	55	1
92	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	132	16	0.1
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	133.02	21	0.94
93	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	135.33	102	1.59
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	136.13	2	0.66
94	Kogod School of Business, American University Washington, District of Columbia (USA)	136.68	2	0.4
95	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	137.72	109	0.65
96	Økonomisk Institut, Københavns Universitet København, Denmark	139.49	77	0.5
97	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	139.53	109	1.65
98	Norges Bank Oslo, Norway	140.03	27	0.89
---	Economics Subject Group, Business School, Newcastle University Newcastle upon Tyne, United Kingdom	142.25	19	1
99	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	142.25	30	1
100	Department of Economics, University of California-Berkeley Berkeley, California (USA)	144.53	57	0.16

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 276 authors affiliated with 1003 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.95
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.07
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	3.85
4	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.93
5	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.47
6	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	7.95
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.03
8	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	10.12
9	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)	10.63
10	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	10.95
11	Lasse Heje Pedersen	13.16
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.69
13	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15
14	Bruno R Biais Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	15.12
15	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	16.08
16	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	18.65
17	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	22.79
18	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	23.4
19	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	24.92
20	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	25.97
21	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	25.99
22	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	26.09
23	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	26.49
24	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	26.91
25	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.9
26	Angelo Ranaldo Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	29.31
27	Rosario Nunzio Mantegna	29.62

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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