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.

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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