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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 more than 5 or 25% have appeared in a report, authors are considered to be working within that field. 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 Aldrich, Eric Mark Aouadi, Amal
Aerts, Diederik Alexeev, Vitali ap Gwilym, Owain
Afonso, Gara M. Allen, David Edmund Arik, Evren
Aggarwal, Nidhi ? Andersen, Torben G. Artiach, Miguel
Agudelo, Diego Alonso Andreev, Nikolay Asai, Manabu
Aitken, Michael James Andrikopoulos, Andreas Audrino, Francesco
Ait-Sahalia, Yacine Anolli, Mario Avdulaj, Krenar
B
Baglioni, Angelo Bernales, Alejandro Braun-Munzinger, Karen Anna Clara ?
Banti, Chiara Biais, Bruno R Breckenfelder, Johannes
Banulescu-Radu, Denisa ? Bicchetti, David Breedon, Francis
Barndorff-Nielsen, Ole E. Bien-Barkowska, Katarzyna Brooks, Chris
Baruník, Jozef Blanchard, Michel Brüggemann, Ulf
Beaupain, Renaud Blawat, Boguslaw Brünner, Tobias
Benos, Evangelos Bollerslev, Tim Bubak, Vit
Ben Slimane, Faten Boulatov, Alexei Busch, Thomas
Benzoni, Luca Brandi, Vinicius Ratton
C
Caporale, Guglielmo Maria Cerigioni, Francesco Colliard, Jean-Edouard
Caporin, Massimiliano Ceylan, Ozcan Conlon, Christopher T.
Cappellini, Alessandro N. Chen, Wei Copeland, Laurence
Carey, Alexander Chia, Ricky Chee-Jiun Cordier, Jean
Cartea, Álvaro Christensen, Kim Corsi, Fulvio
Carter, Colin Coleman, Les Cotter, John
Carvalho, Marcelo ? Colla, Paolo Cristelli, Matthieu
D
Daniëls, Tijmen Diebold, Francis X. Du, Songzi
Darolles, Serge Di Maggio, Marco Dufays, Arnaud
Declerck, Fany Dionne, Georges Dufour, Alfonso
De Luca, Giovanni Dorn, Daniel Dugast, Jérôme
Demers, Elizabeth Anne Dowd, Kevin Dungey, Mardi
de Roure, Calebe Draus, Sarah Dunne, Peter Gerard
Deville, Laurent D'Souza, Chris
E
Efthymiou, Vassilis A. Eraslan, Veysel Erturk, Mutahhar
Egorova, Lyudmila Erdem, Orhan Evans, Martin
El Ouadghiri, Imane Erdemlioglu, Deniz
F
Fagan, Stephen Fleming, Michael J. Frank, Nathaniel ?
Fagiolo, Giorgio Flepp, Raphael Fricke, Christoph
Fan, Jianqing Fohlin, Caroline Frijns, Bart
Farmer, J. Doyne Fontana, Alessandro Frömmel, Michael
Farrell, Greg Foroni, Claudia Fuentes, Miguel
Fatum, Rasmus Foucault, Thierry
Ferretti, Riccardo Frank, Julieta
G
Gallo, Giampiero M. Gerig, Austin Gray, Wesley R.
Garcia-Verdu, Santiago Gil-Alana, Luis Alberiko Guérin, Pierre
Gavazzoni, Federico Girardi, Alessandro Gündüz, Yalin
Gebka, Bartosz T. Glode, Vincent Guo, Biao
Gehrig, Thomas P. Godinho, Pedro Cortesão Guven, Serhat
Gencay, Ramazan Gradojevic, Nikola Gyomai, Gyorgy
H
Halbleib, Roxana Hautsch, Nikolaus Hu, Yujia
Hanousek, Jan Havran, Dániel Huang, Jennifer Chunyan
Hansen, Peter Reinhard Hirayama, Kenjiro Huang, Ruihong
Härdle, Wolfgang Karl Hoffmann, Marc Huang, Zhuo
Harrathi, Nizar Horst, Ulrich Hurvich, Clifford M.
I
Idier, Julien Isakov, Dusan Iwatsubo, Kentaro
Ikeda, Shin Suke Ishida, Isao
Irek, Fabian Ito, Takatoshi
J
Jiao, Peiran Joyeux, Roselyne Jurkatis, Simon
Jørgensen, Kjell Jung, Robert C.
K
Kalnina, Ilze Kirilenko, Andrei Korczak, Adriana
Kanatani, Taro Kiss M., Norbert Korczak, Piotr
Karnaukh, Nina Kitamura, Yoshihiro Kouki, Imen
Kawakami, Kei Kocenda, Evzen Krehlik, Tomas
Kawanishi, Satoshi Koeppl, Thorsten V. Kuang, Pei
Kellard, Neil Michael Kokoszczynski, Ryszard Kurov, Alexander
Kelly, Patrick Joseph Kopriva, Frantisek
Kim, Tae Bong Korajczyk, Robert
L
Laakkonen, Helinä Lehalle, Charles-Albert Lin, Shengle
Ladley, Daniel Leledakis, George N. Linton, Oliver Bruce
Lagos, Ricardo Lento, Camillo Liu, Chun ?
Laib, Fodil Lescourret, Laurence Liu, Hong
Langedijk, Sven Lespagnol, Vivien Liu, Tao
Large, Jeremy Houston Leung, Tim Lo, Ingrid Ka Man
Larson, Nathan Lewis, Matthew S. Lönnbark, Carl
Lasfer, Meziane Li, Tao Loretan, Mico
Laurent, Sébastien Li, Zhiyong Lu, Wenna
Lazarczyk, Ewa Liao, Yin Lublóy, Ágnes
Leaño, Jose Miguel ? Lightfoot, Geoffrey Lunde, Asger
Le Fol, Gaelle Lin, Hai
M
Maheu, John M. McAleer, Michael Mizrach, Bruce
Makarenko, Inna McCulloch, James Moinas, Sophie
Malec, Peter Jacek McCurdy, Tom Monticini, Andrea
Malhotra, Madhuri Satsangi Medeiros, Marcelo C. Moravcova, Michala
Malinova, Katya Mende, Alexander Moreno, Ramon
Mancino, Maria Elvira Menkhoff, Lukas Morimoto, Takayki
Mantegna, Rosario Nunzio Menkveld, Albert J. Müller, Benjamin
Marcellino, Massimiliano Mestel, Roland Muramiya, Katsuhiko
Marchesi, Michele Michayluk, David Murgia, Maurizio
Martelin, Nicolas ? Mihoci, Andrija Muzzioli, Silvia
Martin, Gael Margaret Milone, Lucia
Massaro, Domenico Minozzo, Marco
N
Nabe, Christian Neuhoff, Karsten Nolte, Ingmar
Næs, Randi Nguyen, Viet Hoang Nolte (Lechner), Sandra
Nagakura, Daisuke Nielsson, Ulf Noureldin, Diaa
Napoletano, Mauro Ning, Cathy Novotny, Jan
Nautz, Dieter Nishide, Katsumasa
Neely, Christopher J. Nishimura, Yusaku
O
Obizhaeva, Anna A. Opp, Christian Carsten Otsubo, Yoichi
Ødegaard, Bernt Arne Oriol, Nathalie Ozsoylev, Han Nazmi
Oliveira, Fernando S. ? Osler, Carol Ozturk, Sait R.
Oomen, Roel C.A. Ostrovsky, Michael
P
Paddrik, Mark Endel Peress, Joel Pinter, Klara
Pagano, Marco ? Perlin, Marcelo Pinto-Gutierrez, Cristian A
Paiardini, Paola Petroni, Filippo Plastun, Alex
Papanagiotou, Evangelia Pham, Thu Phuong Podolskij, Mark
Park, Andreas Phélippé-Guinvarc'h, Martial Pohlmeier, Winfried
Pasquariello, Paolo Phillips, Peter C. B. Pojarliev, Momtchil T
Payne, Richard Phylaktis, Kate Poon, Ser-Huang
Pedersen, Lasse Heje Piccillo, Giulia Potiron, Yoann
Pellizzari, Paolo Pinna, Andrea
Q
Quaedvlieg, Rogier
R
Radi, Davide Rime, Dagfinn Rossi, Giambattista
Ranaldo, Angelo Rindi, Barbara Rotfuß, Waldemar
Rangel, Jose Gonzalo Riva, Fabrice Rousseau, Fabrice
Reitz, Stefan Jr. Rocheteau, Guillaume Roventini, Andrea
Renò, Roberto Romano, Maria Grazia Rufini, Alexandra
Rigoni, Ugo Rosenthal, Dale W.R.
S
Sanctuary, Mark Shah, Akash Sojli, Elvira
Sander, Priit Shah, Mohamed Eskandar Song, Zhaogang
Santos, Antonio Alberto Shen, Dehua ? Sousa, Rita
Sarno, Lucio Shephard, Neil Stacey, Derek
Savaser, Tanseli Sheppard, Kevin Keith Stenfors, Alexis
Scharth, Marcel Shi, Lei Stenzel, Andre
Schaumburg, Ernst Siu, Tak Kuen Strasser, Georg
Schöneborn, Torsten Skjeltorp, Johannes Atle Su, Yongyang
Sebastião, Helder Miguel Correia Virtuoso Slepaczuk, Robert Sun, David S.
Sévi, Benoît Smajlbegovic, Esad ? Sun, Edward Wei
Shaar, Karam Adib Snaith, Stuart Sureda-Gomila, Antoni
Shachar, Or Sobaci, Cihat
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
U
Ülkü, Numan
V
Vacha, Lukas Vargas Sanchez, Alejandro Vives, Xavier
Valseth, Siri Vasios, Michalis Vo, Long Hai
Vander Elst, Harry Vega, Clara Voev, Valeri
van der Wel, Michel Veraart, Almut E. D. Vogt, Erik
van Dijk, Dick Vergote, Olivier Vortelinos, Dimitrios
Van Gysegem, Frederick Verschoor, Willem Vuorenmaa, Tommi A.
Váradi, Kata Visser, Marcel P. ?
Vargas, Gregorio A. Vitale, Paolo
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 Yilmaz, Mustafa Kemal ? Yu, Philip L.H.
Yao, Wenying Yoon, Kyung Hwan Yu, Wei-Choun
Yaya, Olaoluwa Simon Yoon, Young-Ro Yuan, Chunming
Yergeau, Gabriel Yu, Jun
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.