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 |
| 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 |
| 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 |
| 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 |
| 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 |
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