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Authors in Market Microstructure

This list attempts to categories authors by fields. The procedure is to look at all their papers announced in a NEP report. If 5 or more have appeared in a report, authors are considered to be working within that field. For authors whose first paper is less than 10 years old, having 25% of the papers announced in NEP be announced in this report is sufficient. Note that a paper may appear in several reports.

Below are authors identified to be in the following field: NEP-MST (Market Microstructure). See the top institutions and authors in this field. ? signals authors with whom we have lost contact and are seeking a current email address.


A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z

A
Abdi, Farshid Alexeev, Vitali Arik, Evren
Aerts, Diederik Allen, David Edmund Artiach, Miguel
Afonso, Gara M. Andersen, Torben G. Asai, Manabu
Aggarwal, Nidhi ? Andreev, Nikolay Audrino, Francesco
Aitken, Michael James Andrikopoulos, Andreas Avdulaj, Krenar
Ait-Sahalia, Yacine Anolli, Mario
Aldrich, Eric Mark Aouadi, Amal
B
Baglioni, Angelo Biais, Bruno R Breckenfelder, Johannes
Banti, Chiara Bicchetti, David Breedon, Francis
Banulescu-Radu, Denisa ? Bien-Barkowska, Katarzyna Brooks, Chris
Barndorff-Nielsen, Ole E. Blanchard, Michel Brüggemann, Ulf
Baruník, Jozef Blawat, Boguslaw Brünner, Tobias
Beaupain, Renaud Bollerslev, Tim Bubak, Vit
Benos, Evangelos Boulatov, Alexei Busch, Thomas
Benzoni, Luca Brandi, Vinicius Ratton
Bernales, Alejandro Braun-Munzinger, Karen Anna Clara ?
C
Caporale, Guglielmo Maria Ceylan, Ozcan Conlon, Christopher T.
Caporin, Massimiliano Chen, Wei Cordier, Jean
Cappellini, Alessandro N. Chia, Ricky Chee-Jiun Corsi, Fulvio
Carey, Alexander Christensen, Kim Cotter, John
Cartea, Álvaro Coleman, Les Cristelli, Matthieu
Carvalho, Marcelo ? Colla, Paolo
Cerigioni, Francesco Colliard, Jean-Edouard
D
Daniëls, Tijmen Diebold, Francis X. D'Souza, Chris
Darolles, Serge Di Maggio, Marco Du, Songzi
Declerck, Fany Dionne, Georges Dufays, Arnaud
De Luca, Giovanni Dorn, Daniel Dugast, Jérôme
Demers, Elizabeth Anne Dowd, Kevin Dungey, Mardi
de Roure, Calebe Draus, Sarah Dunne, Peter Gerard
E
Efthymiou, Vassilis A. Eraslan, Veysel Evans, Martin
Egorova, Lyudmila Erdemlioglu, Deniz
El Ouadghiri, Imane Erturk, Mutahhar
F
Fagan, Stephen Fleming, Michael J. Frank, Julieta
Fagiolo, Giorgio Flepp, Raphael Frank, Nathaniel ?
Fan, Jianqing Fohlin, Caroline Fricke, Christoph
Farmer, J. Doyne Fontana, Alessandro Frijns, Bart
Farrell, Greg Foroni, Claudia Frömmel, Michael
Fatum, Rasmus Foucault, Thierry Fuentes, Miguel
G
Gallo, Giampiero M. Gil-Alana, Luis Alberiko Gray, Wesley R.
Garcia-Verdu, Santiago Girardi, Alessandro Guérin, Pierre
Gavazzoni, Federico Glode, Vincent Gündüz, Yalin
Gehrig, Thomas P. Godinho, Pedro Cortesão Guo, Biao
Gencay, Ramazan Goncalves, Silvia Guven, Serhat
Gerig, Austin Gradojevic, Nikola Gyomai, Gyorgy
H
Halbleib, Roxana Havran, Dániel Huang, Jennifer Chunyan
Hanousek, Jan Hirayama, Kenjiro ? Huang, Ruihong
Hansen, Peter Reinhard Hoffmann, Marc Huang, Zhuo
Härdle, Wolfgang Karl Hoffmann, Peter Hurvich, Clifford M.
Harrathi, Nizar Horst, Ulrich
Hautsch, Nikolaus Hu, Yujia
I
Idier, Julien Irek, Fabian Ishida, Isao
Ikeda, Shin Suke Isakov, Dusan Ito, Takatoshi
J
Jiao, Peiran Joyeux, Roselyne Jurkatis, Simon
Jørgensen, Kjell Jung, Robert C.
K
Kanatani, Taro Kirilenko, Andrei Korczak, Adriana
Karnaukh, Nina Kiss M., Norbert Korczak, Piotr
Kawakami, Kei Kitamura, Yoshihiro Kouki, Imen
Kawanishi, Satoshi Kocenda, Evzen Krehlik, Tomas
Kellard, Neil Michael Koeppl, Thorsten V. Kuang, Pei
Kelly, Patrick Joseph Kopriva, Frantisek Kurov, Alexander
Kim, Tae Bong Korajczyk, Robert
L
Laakkonen, Helinä Lento, Camillo Liu, Chun ?
Lagos, Ricardo Lescourret (Daures), Laurence Liu, Hong
Laib, Fodil Lespagnol, Vivien Liu, Lily Y.
Langedijk, Sven Leung, Tim Liu, Tao
Large, Jeremy Houston Lewis, Matthew S. Lo, Ingrid Ka Man
Larson, Nathan Li, Tao Lönnbark, Carl
Lasfer, Meziane Li, Zhiyong Loretan, Mico
Laurent, Sébastien Liao, Yin Lu, Wenna
Leaño, Jose Miguel ? Lightfoot, Geoffrey Lublóy, Ágnes
Le Fol, Gaelle Lin, Hai Lunde, Asger
Lehalle, Charles-Albert Lin, Shengle
Leledakis, George N. Linton, Oliver Bruce
M
Maheu, John M. Massaro, Domenico Minozzo, Marco
Makarenko, Inna McAleer, Michael Mizrach, Bruce
Malec, Peter Jacek McCulloch, James Moinas, Sophie
Malhotra, Madhuri Satsangi McCurdy, Tom Moravcova, Michala
Malinova, Katya Medeiros, Marcelo C. Moreno, Ramon
Mancino, Maria Elvira Mende, Alexander Morimoto, Takayki
Mantegna, Rosario Nunzio Menkhoff, Lukas Müller, Benjamin
Marcellino, Massimiliano Menkveld, Albert J. Muramiya, Katsuhiko
Marchesi, Michele Michayluk, David Murgia, Maurizio
Martelin, Nicolas ? Mihoci, Andrija Muzzioli, Silvia
Martin, Gael Margaret Milone, Lucia
N
Nabe, Christian Neuhoff, Karsten Nishimura, Yusaku
Næs, Randi Neumann, Michael Nolte, Ingmar
Nagakura, Daisuke Nguyen, Viet Hoang Nolte (Lechner), Sandra
Napoletano, Mauro Nielsson, Ulf Noureldin, Diaa
Nautz, Dieter Ning, Cathy Novotny, Jan
Neely, Christopher J. Nishide, Katsumasa
O
Obizhaeva, Anna A. Oriol, Nathalie Ozsoylev, Han Nazmi
Ødegaard, Bernt Arne Osler, Carol Ozturk, Sait R.
Oomen, Roel C.A. Ostrovsky, Michael
Opp, Christian Carsten Otsubo, Yoichi
P
Paddrik, Mark Endel Pellizzari, Paolo Pinna, Andrea
Pagano, Marco Peress, Joel Pinter, Klara
Paiardini, Paola Perlin, Marcelo Pinto-Gutierrez, Cristian A
Papanagiotou, Evangelia Petroni, Filippo Plastun, Alex
Park, Andreas Pham, Thu Phuong Podolskij, Mark
Pasquariello, Paolo Phélippé-Guinvarc'h, Martial Pojarliev, Momtchil T
Payne, Richard Phillips, Peter C. B. Poon, Ser-Huang
Pedersen, Lasse Heje Piccillo, Giulia Potiron, Yoann
Q
Quaedvlieg, Rogier
R
Radi, Davide Rime, Dagfinn Rotfuß, Waldemar
Ranaldo, Angelo Rindi, Barbara Rousseau, Fabrice
Rangel, Jose Gonzalo Riva, Fabrice Roventini, Andrea
Reitz, Stefan Jr. Rocheteau, Guillaume Rufini, Alexandra
Renò, Roberto Rosenthal, Dale W.R.
Rigoni, Ugo Rossi, Giambattista
S
Sander, Priit Shah, Mohamed Eskandar Sousa, Rita
Santos, Antonio Alberto Shen, Dehua Stacey, Derek
Sarno, Lucio Shephard, Neil Stenfors, Alexis
Scharth, Marcel Sheppard, Kevin Keith Stenzel, Andre
Schaumburg, Ernst Shi, Lei Strasser, Georg
Schöneborn, Torsten Siu, Tak Kuen Su, Yongyang
Sebastião, Helder Miguel Correia Virtuoso Skjeltorp, Johannes Atle Sun, David S.
Sévi, Benoît Smajlbegovic, Esad ? Sun, Edward Wei
Shaar, Karam Adib Sobaci, Cihat Sureda-Gomila, Antoni
Shachar, Or Sojli, Elvira
Shah, Akash Song, Zhaogang
T
Tang, Yuehua Taufemback, Cleiton Guollo Thuraisamy, Kannan S
Tapon, Francis Taylor, Mark P. Tsoy, Anton
Tatu, Lucian Theissen, Erik Tsutsui, Yoshiro
Tauchen, George Thomas, Susan Turrell, Arthur Edward
V
Vacha, Lukas Vargas Sanchez, Alejandro Vitale, Paolo
Valseth, Siri Vasios, Michalis Vives, Xavier
Vander Elst, Harry Vega, Clara Vo, Long Hai
van der Wel, Michel Veraart, Almut E. D. Voev, Valeri
van Dijk, Dick Vergote, Olivier Vogt, Erik
Van Gysegem, Frederick Verschoor, Willem Vortelinos, Dimitrios
Váradi, Kata Visser, Marcel P. ? Vuorenmaa, Tommi A.
W
Walton, Adrian Wei, Lijian Westerholm, P. Joakim
Wang, Jianxin Wei, Wei Wolfe, Marketa Halova
Wang, Qingwei Weill, Pierre-Olivier Wong, Woon K.
Wang, Shilei Westerhoff, Frank Wrampelmeyer, Jan
X
Xiu, Dacheng Xu, Dinghai Xue, Yi
Y
Yang, Fuyu Yoon, Kyung Hwan Yu, Wei-Choun
Yao, Wenying Yoon, Young-Ro Yuan, Chunming
Yaya, Olaoluwa Simon Yu, Jun
Yergeau, Gabriel Yu, Philip L.H.
Z
Zagaglia, Paolo Zhang, Zhichao Zoican, Marius Andrei
Zhang, Shengxing Zhou, Hao Zwinkels, Remco
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.