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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 Ait-Sahalia, Yacine Aouadi, Amal
Adrian, Tobias Alexeev, Vitali Artiach, Miguel
Aerts, Diederik Allen, David Edmund Asai, Manabu
Aggarwal, Nidhi Andersen, Torben G. Audrino, Francesco
Ahern, Kenneth R. Andreev, Nikolay Avdulaj, Krenar
B
Banti, Chiara Biais, Bruno R Braun-Munzinger, Karen Anna Clara
Banulescu-Radu, Denisa Bicchetti, David Breckenfelder, Johannes
Barndorff-Nielsen, Ole E. Blawat, Boguslaw Breedon, Francis
Baruník, Jozef Bollerslev, Tim Brüggemann, Ulf
Bernales, Alejandro Bommarito, Michael J. II Buehlmaier, Matthias M. M.
C
Caporale, Guglielmo Maria Ceylan, Ozcan Colliard, Jean-Edouard
Caporin, Massimiliano Chen, Wei Corsi, Fulvio
Cartea, Álvaro Cimon, David A. Cotter, John
Cerigioni, Francesco Clinet, Simon
D
Diebold, Francis X. Draus, Sarah Dumitru, Ana-Maria H.
Di Maggio, Marco Du, Songzi Dungey, Mardi
Dionne, Georges Dugast, Jérôme
E
Efthymiou, Vassilis A. El Ouadghiri, Imane Evans, Martin
Egorova, Lyudmila Erdemlioglu, Deniz
F
Fagiolo, Giorgio Ferriani, Fabrizio Foucault, Thierry
Farmer, J. Doyne Fleming, Michael J. Fricke, Christoph
Fatum, Rasmus Flepp, Raphael Frömmel, Michael
Fei, Chengcheng J. Fontana, Alessandro Fuhrer, Lucas Marc
G
Gallo, Giampiero M. Gil-Alana, Luis Alberiko Guérin, Pierre
Gao, Chen Girardi, Alessandro Gündüz, Yalin
Garcia-Verdu, Santiago Glode, Vincent Guo, Biao
Gehrig, Thomas P. Goncalves, Silvia Guven, Serhat
Gerig, Austin Gross, Christian
H
Han, Song He, Xuezhong Hou, Yang Greg
Hanousek, Jan Heimer, Rawley Z. Hu, Yujia
Hansen, Peter Reinhard Hirayama, Kenjiro ? Huang, Ruihong
Härdle, Wolfgang Karl Hoffmann, Peter Huang, Zhuo
Hautsch, Nikolaus Horst, Ulrich
I
Ikeda, Shin Suke Ito, Takatoshi
Irek, Fabian Iwatsubo, Kentaro
J
Jiao, Peiran Jin, Lawrence Jurkatis, Simon
K
Karnaukh, Nina Kim, Tae Bong Korczak, Adriana
Karpf, Andreas ? Kocenda, Evzen Krehlik, Tomas
Kelly, Patrick Joseph Koeppl, Thorsten V. Kuang, Pei
L
Lagos, Ricardo Lester, Benjamin R. Liu, Hong
Landier, Augustin Leung, Tim Liu, Lily Y.
Laurent, Sébastien Li, Zhiyong Liu, Tao
Leaño, Jose Miguel ? Liao, Yin Liu, Zijun
Lehalle, Charles-Albert Lin, Hai Lo, Ingrid Ka Man
Lescourret (Daures), Laurence Lin, Shengle Lu, Wenna
Lespagnol, Vivien Linton, Oliver Bruce Lunde, Asger
M
Maheu, John M. Martelin, Nicolas ? Mihoci, Andrija
Makarenko, Inna Martin, Gael Margaret Mizrach, Bruce
Malec, Peter Jacek McAleer, Michael Moinas, Sophie
Malhotra, Madhuri Satsangi Medeiros, Marcelo C. Moravcova, Michala
Malinova, Katya Menkhoff, Lukas Müller, Benjamin
Mantegna, Rosario Nunzio Menkveld, Albert J.
Marcellino, Massimiliano Mero, Gulten
N
Næs, Randi Neuhoff, Karsten Michael Noureldin, Diaa
Napoletano, Mauro Neumann, Michael Novotny, Jan
Nautz, Dieter Nguyen, Viet Hoang
Neely, Christopher J. Nishimura, Yusaku
O
Obizhaeva, Anna A. Oriol, Nathalie Otsubo, Yoichi
Ødegaard, Bernt Arne Ortega, Fabio Ozturk, Sait R.
Opp, Christian Carsten Osler, Carol
P
Paddrik, Mark Endel Pelizzon, Loriana Pinto-Gutierrez, Cristian A
Pagano, Marco Pellizzari, Paolo Podolskij, Mark
Paiardini, Paola Pérez, Carlos J. Potiron, Yoann
Park, Andreas Phillips, Peter C. B.
Pedersen, Lasse Heje Pinna, Andrea
Q
Quaedvlieg, Rogier
R
Radi, Davide Rindi, Barbara Rossi, Giambattista
Ranaldo, Angelo Ripamonti, Alexandre Roventini, Andrea
Reitz, Stefan Jr. Rocheteau, Guillaume Russo, Marianna
Rime, Dagfinn Rosokha, Yaroslav
S
Sarno, Lucio Shachar, Or Smajlbegovic, Esad
Scharth, Marcel Shah, Akash Sojli, Elvira
Schasfoort, Joeri Shen, Dehua Song, Zhaogang
Schaumburg, Ernst Shephard, Neil Stenzel, Andre
Serbera, Jean-Philippe Sheppard, Kevin Keith Su, Yongyang
Sévi, Benoît Skjeltorp, Johannes Atle
T
Tang, Yuehua Theissen, Erik Tsoy, Anton
Tauchen, George Thesmar, David Tsutsui, Yoshiro
Taufemback, Cleiton Guollo Thomas, Susan Turrell, Arthur Edward
Taylor, Mark P. Timmer, Yannick
V
Vacha, Lukas Van Gysegem, Frederick Vives, Xavier
Valseth, Siri Váradi, Kata Vo, Long Hai
Vander Elst, Harry Vargas Sanchez, Alejandro Voev, Valeri
van der Wel, Michel Vasios, Michalis Vogt, Erik
van Dijk, Dick Vega, Clara Vortelinos, Dimitrios
W
Walton, Adrian Wei, Wei Wrampelmeyer, Jan
Wang, Gang-Jin Weill, Pierre-Olivier Wulandari, Febi
Wang, Shilei Westerhoff, Frank
Wei, Lijian Wolfe, Marketa Halova
X
Xiu, Dacheng Xu, Dinghai Xue, Yi
Y
Yang, Fuyu Yaya, Olaoluwa Simon Yoon, Kyung Hwan
Yao, Wenying Yergeau, Gabriel Yu, Jun
Z
Zagaglia, Paolo Zhang, S. Sarah Zhou, Hao
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