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 |
Allen, David Edmund |
Asai, Manabu |
| Aerts, Diederik |
Andersen, Torben G. |
Audrino, Francesco |
| Aggarwal, Nidhi |
Andreev, Nikolay |
Avdulaj, Krenar |
| Ait-Sahalia, Yacine |
Aouadi, Amal |
| Alexeev, Vitali |
Artiach, Miguel |
| B | | |
| Banti, Chiara |
Biais, Bruno R |
Brandi, Vinicius Ratton |
| Banulescu-Radu, Denisa ? |
Bicchetti, David |
Braun-Munzinger, Karen Anna Clara |
| Barndorff-Nielsen, Ole E. |
Blawat, Boguslaw |
Breckenfelder, Johannes |
| Baruník, Jozef |
Bollerslev, Tim |
Brüggemann, Ulf |
| Bernales, Alejandro |
Boudt, Kris |
Brünner, Tobias |
| C | | |
| Caporale, Guglielmo Maria |
Ceylan, Ozcan |
Cotter, John |
| Caporin, Massimiliano |
Chen, Wei |
Cristelli, Matthieu |
| Cartea, Álvaro |
Colliard, Jean-Edouard |
| Cerigioni, Francesco |
Corsi, Fulvio |
| D | | |
| de Roure, Calebe |
Draus, Sarah |
Dugast, Jérôme |
| Diebold, Francis X. |
Du, Songzi |
Dumitru, Ana-Maria H. |
| Di Maggio, Marco |
Dubovik, Andrei |
Dungey, Mardi |
| Dionne, Georges |
Dufays, Arnaud |
| F | | |
| Fagan, Stephen |
Fleming, Michael J. |
Frank, Nathaniel ? |
| Fagiolo, Giorgio |
Flepp, Raphael |
Fricke, Christoph |
| Farmer, J. Doyne |
Fontana, Alessandro |
Frömmel, Michael |
| Fatum, Rasmus |
Foroni, Claudia |
Fuhrer, Lucas Marc |
| Ferriani, Fabrizio |
Foucault, Thierry |
| G | | |
| Gallo, Giampiero M. |
Gil-Alana, Luis Alberiko |
Gündüz, Yalin |
| Garcia-Verdu, Santiago |
Girardi, Alessandro |
Guo, Biao |
| Gavazzoni, Federico |
Glode, Vincent |
Guven, Serhat |
| Gehrig, Thomas P. |
Goncalves, Silvia |
| Gerig, Austin |
Guérin, Pierre |
| H | | |
| Halbleib, Roxana |
Hautsch, Nikolaus |
Horst, Ulrich |
| Han, Song † |
Havran, Dániel |
Hu, Yujia |
| Hanousek, Jan |
He, Xuezhong |
Huang, Ruihong |
| Hansen, Peter Reinhard |
Hirayama, Kenjiro ? |
Huang, Zhuo |
| Härdle, Wolfgang Karl |
Hoffmann, Peter |
| K | | |
| Karnaukh, Nina |
Kocenda, Evzen |
Krehlik, Tomas |
| Kawakami, Kei |
Koeppl, Thorsten V. |
Kuang, Pei |
| Kelly, Patrick Joseph |
Kopriva, Frantisek |
| Kim, Tae Bong |
Korczak, Adriana |
| L | | |
| Lagos, Ricardo |
Li, Zhiyong |
Liu, Tao |
| Laurent, Sébastien |
Liao, Yin |
Liu, Zijun |
| Leaño, Jose Miguel ? |
Lin, Hai |
Lo, Ingrid Ka Man |
| Lehalle, Charles-Albert |
Lin, Shengle |
Lu, Wenna |
| Lescourret (Daures), Laurence |
Linton, Oliver Bruce |
Lunde, Asger |
| Lespagnol, Vivien |
Liu, Hong |
| Leung, Tim |
Liu, Lily Y. |
| M | | |
| Maheu, John M. |
Martelin, Nicolas ? |
Milone, Lucia |
| Makarenko, Inna |
Martin, Gael Margaret |
Mizrach, Bruce |
| Malec, Peter Jacek |
Massaro, Domenico |
Moinas, Sophie |
| Malhotra, Madhuri Satsangi |
McAleer, Michael |
Moravcova, Michala |
| Malinova, Katya |
Medeiros, Marcelo C. |
Müller, Benjamin |
| Mantegna, Rosario Nunzio |
Menkhoff, Lukas |
Muramiya, Katsuhiko |
| Marcellino, Massimiliano |
Mihoci, Andrija |
| N | | |
| Nabe, Christian |
Neuhoff, Karsten |
Nolte, Ingmar |
| Næs, Randi |
Neumann, Michael |
Noureldin, Diaa |
| Napoletano, Mauro |
Nguyen, Viet Hoang |
Novotny, Jan |
| Nautz, Dieter |
Ning, Cathy |
| Neely, Christopher J. |
Nishimura, Yusaku |
| P | | |
| Paddrik, Mark Endel |
Pedersen, Lasse Heje |
Pinto-Gutierrez, Cristian A |
| Pagano, Marco |
Pellizzari, Paolo |
Plastun, Alex |
| Paiardini, Paola |
Phillips, Peter C. B. |
Podolskij, Mark |
| Papanagiotou, Evangelia |
Piccillo, Giulia |
Potiron, Yoann |
| Park, Andreas |
Pinna, Andrea |
| R | | |
| Radi, Davide |
Rime, Dagfinn |
Rosenthal, Dale W.R. |
| Ranaldo, Angelo |
Rindi, Barbara |
Rossi, Giambattista |
| Reitz, Stefan Jr. |
Ripamonti, Alexandre |
Roventini, Andrea |
| Rigoni, Ugo |
Rocheteau, Guillaume |
Rufini, Alexandra |
| S | | |
| Sarno, Lucio |
Shen, Dehua ? |
Song, Zhaogang |
| Scharth, Marcel |
Shephard, Neil |
Sousa, Rita |
| Schaumburg, Ernst |
Sheppard, Kevin Keith |
Stacey, Derek |
| Sebastião, Helder Miguel Correia Virtuoso |
Shi, Lei |
Stenzel, Andre |
| Sévi, Benoît |
Skjeltorp, Johannes Atle |
Strasser, Georg |
| Shaar, Karam Adib |
Smajlbegovic, Esad ? |
Su, Yongyang |
| Shachar, Or |
Sobaci, Cihat |
| Shah, Akash |
Sojli, Elvira |
| V | | |
| Vacha, Lukas |
Váradi, Kata |
Voev, Valeri |
| Valseth, Siri |
Vargas Sanchez, Alejandro |
Vogt, Erik |
| Vander Elst, Harry |
Vasios, Michalis |
Vortelinos, Dimitrios |
| van der Wel, Michel |
Vega, Clara |
Vuorenmaa, Tommi A. |
| van Dijk, Dick |
Vives, Xavier |
| Van Gysegem, Frederick |
Vo, Long Hai |
