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 | | |
| Aase, Knut Kristian |
Ait-Sahalia, Yacine |
Artiach, Miguel |
| Abdi, Farshid |
Allen, David Edmund |
Asai, Manabu |
| Adrian, Tobias |
Andersen, Torben G. |
Audrino, Francesco |
| Aerts, Diederik |
Andreev, Nikolay |
Avdulaj, Krenar |
| Aggarwal, Nidhi |
Aouadi, Amal |
| B | | |
| Banti, Chiara |
Bernales, Alejandro |
Boyarchenko, Nina |
| Banulescu-Radu, Denisa |
Bethune, Zachary |
Braun-Munzinger, Karen Anna Clara |
| Barndorff-Nielsen, Ole E. |
Biais, Bruno R |
Breckenfelder, Johannes |
| Barunik, Jozef |
Bicchetti, David |
Breedon, Francis |
| Bellia, Mario |
Blawat, Boguslaw |
Brogaard, Jonathan |
| Benamar, Hedi |
Bollerslev, Tim |
Buehlmaier, Matthias M. M. |
| C | | |
| Caferra, Rocco |
Cespa, Giovanni |
Clinet, Simon |
| Caginalp, Carey Allen |
Challet, Damien |
Colliard, Jean-Edouard |
| Caporale, Guglielmo Maria |
Chen, Wei |
Corsi, Fulvio |
| Caporin, Massimiliano |
Chichaibelu, Bezawit Beyene |
Cotter, John |
| Cartea, Alvaro |
Chouliaras, Andreas |
| Cerigioni, Francesco |
Cimon, David A. |
| D | | |
| Daures Lescourret, Laurence |
Di Maggio, Marco |
Dumitru, Ana-Maria H. |
| DeLisle, Jared |
Dionne, Georges |
Dungey, Mardi † |
| de Roure, Calebe |
Du, Songzi |
| Diebold, Francis X. |
Dugast, Jerome |
| G | | |
| Gabrielsen, Alexandros |
Gerig, Austin |
Gross, Christian |
| Gallo, Giampiero M. |
Ghosh, Priyanta |
Guerin, Pierre |
| Gao, Chen |
Gianfagna, Laura |
Gunduz, Yalin |
| Garcia, Philip |
Gil-Alana, Luis Alberiko |
Guo, Biao |
| Garriott, Corey |
Girardi, Alessandro |
| Gehrig, Thomas P. |
Goncalves, Silvia |
| H | | |
| Han, Song † |
Heimer, Rawley Z. |
Horst, Ulrich |
| Hanousek, Jan |
Hirayama, Kenjiro |
Hou, Yang Greg |
| Hansen, Peter Reinhard |
Hizmeri, Rodrigo |
Hu, Yujia |
| Hau, Harald |
Hofer, Heiko |
Huang, Zhuo |
| He, Xuezhong |
Hoffmann, Peter |
| L | | |
| Ladley, Daniel |
Lehalle, Charles-Albert |
Liu, Hong |
| Lafarguette, Romain |
Lespagnol, Vivien |
Liu, Lily Y. |
| Lagos, Ricardo |
Lester, Benjamin R. |
Liu, Tao |
| Landier, Augustin |
Leung, Tim |
Lo, Ingrid Ka Man ? |
| Laurent, Sebastien |
Li, Youwei |
Lu, Wenna |
| Leano, Jose Miguel ? |
Li, Zhiyong |
Lunde, Asger |
| Lee, Michael Junho |
Linton, Oliver Bruce |
| M | | |
| Maheu, John M. |
Marcellino, Massimiliano |
Menkveld, Albert J. |
| Makarenko, Inna |
Marcjasz, Grzegorz |
Mizrach, Bruce |
| Malec, Peter Jacek |
Martelin, Nicolas ? |
Moinas, Sophie |
| Malenko, Nadya |
Martin, Gael Margaret |
Moravcova, Michala |
| Malhotra, Madhuri Satsangi |
Massacci, Daniele |
M'Saddek, Oussama |
| Malyshkin, Vladislav |
McAleer, Michael |
Muller, Benjamin |
| Mantegna, Rosario Nunzio |
Medeiros, Marcelo C. |
| Mantilla Garcia, Daniel |
Menkhoff, Lukas |
| P | | |
| Paddrik, Mark Endel |
Pelizzon, Loriana |
Pinna, Andrea |
| Pagano, Marco |
Pellizzari, Paolo |
Pinto-Gutierrez, Cristian A |
| Papadimitriou, Dimitris |
Perez, Carlos J. |
Plastun, Alex |
| Park, Andreas |
Phan, Dinh Hoang Bach |
Podolskij, Mark |
| Pedersen, Lasse Heje |
Phillips, Peter C. B. |
Potiron, Yoann |
| R | | |
| Rambaccussing, Dooruj |
Rime, Dagfinn |
Rosokha, Yaroslav |
| Ranaldo, Angelo |
Rindi, Barbara |
Roventini, Andrea |
| Reade, J James |
Ripamonti, Alexandre |
Russo, Marianna |
| Rehse, Dominik |
Rocheteau, Guillaume |
| Reitz, Stefan Jr. |
Roger, Tristan |
| S | | |
| Santagiustina, Carlo Romano Marcello Alessandro |
Serbera, Jean-Philippe |
Skjeltorp, Johannes Atle |
| Sarkar, Asani |
Sevi, Benoit |
Smajlbegovic, Esad |
| Sarno, Lucio |
Shachar, Or |
Sojli, Elvira |
| Scharth, Marcel |
Shah, Akash |
Somogyi, Fabricius |
| Schasfoort, Joeri |
Shen, Dehua |
Song, Zhaogang |
| Schaub, Nic |
Shephard, Neil |
Staccioli, Jacopo |
| Schaumburg, Ernst |
Sheppard, Kevin Keith |
Stenzel, Andre |
| Schneider, Michael |
Shourideh, Ali |
| Schuerhoff, Norman |
Shreyas, Ujwal Parswanath |
| T | | |
| Tang, Yuehua |
Theissen, Erik |
Tran, Vu |
| Tauchen, George |
Thesmar, David |
Tsoy, Anton |
| Taufemback, Cleiton Guollo |
Thomas, Susan |
Tsutsui, Yoshiro |
| Taylor, Mark P. |
Timmer, Yannick |
| V | | |
| Vacha, Lukas |
van Kervel, Vincent |
Venkateswaran, Venky |
| Vander Elst, Harry |
Varadi, Kata |
Vives, Xavier |
| van der Wel, Michel |
Vargas Sanchez, Alejandro |
Voev, Valeri ? |
| van Dijk, Dick |
Vasios, Michalis |
Vogt, Erik |
| Van Gysegem, Frederick |
Vega, Clara |
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