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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 more than 5 or 25% have appeared in a report, authors are considered to be working within that field. 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 Artiach, Miguel
Aerts, Diederik Andersen, Torben G. Asai, Manabu
Aggarwal, Nidhi Andreev, Nikolay Asriyan, Vladimir
Aitken, Michael James Andrikopoulos, Andreas Audrino, Francesco
Ait-Sahalia, Yacine Anolli, Mario Avdulaj, Krenar
Aldrich, Eric Mark ap Gwilym, Owain
Alexeev, Vitali Arik, Evren
B
Baglioni, Angelo Bernales, Alejandro Breckenfelder, Johannes
Banti, Chiara Biais, Bruno R Breedon, Francis
Barndorff-Nielsen, Ole E. Bicchetti, David Brooks, Chris
Barsotti, Flavia Bien-Barkowska, Katarzyna Brownlees, Christian T.
Baruník, Jozef Blanchard, Michel Brüggemann, Ulf
Beaupain, Renaud Blawat, Boguslaw Brünner, Tobias
Benos, Evangelos Bollerslev, Tim Bubak, Vit
Ben Slimane, Faten Boulatov, Alexei Busch, Thomas
Benzoni, Luca Brandi, Vinicius Ratton
C
Caporale, Guglielmo Maria Ceylan, Ozcan Conlon, Christopher T. ?
Cappellini, Alessandro N. Chambers, Marcus J. Copeland, Laurence
Carey, Alexander Chen, Wei Cordier, Jean
Cartea, Álvaro Chia, Ricky Chee-Jiun Corsi, Fulvio
Carter, Colin Christensen, Kim Cotter, John
Carvalho, Marcelo Coleman, Les Cristelli, Matthieu
Cepeda López, Freddy Colla, Paolo
D
Daniëls, Tijmen Deville, Laurent Du, Songzi
Darolles, Serge Diebold, Francis X. Dubovik, Andrei
Declerck, Fany Di Maggio, Marco Dufays, Arnaud
Degryse, Hans Dorn, Daniel Dufour, Alfonso
De Luca, Giovanni Dowd, Kevin Dugast, Jérôme
Demers, Elizabeth Anne Draus, Sarah Dungey, Mardi
de Roure, Calebe D'Souza, Chris Dunne, Peter Gerard
E
Efthymiou, Vassilis A. Erdem, Orhan Evans, Martin
Egorova, Lyudmila Erdemlioglu, Deniz
El Ouadghiri, Imane Erturk, Mutahhar
F
Fagan, Stephen Fleming, Michael J. Frank, Nathaniel ?
Fagiolo, Giorgio Flepp, Raphael Fricke, Christoph
Fan, Jianqing Fohlin, Caroline Frijns, Bart
Farmer, J. Doyne Fontana, Alessandro Frömmel, Michael
Farrell, Greg Foroni, Claudia Fuentes, Miguel
Fatum, Rasmus Foucault, Thierry
Ferretti, Riccardo Frank, Julieta
G
Galanti, Sébastien Gerig, Austin Guérin, Pierre
Gallo, Giampiero M. Gil-Alana, Luis Alberiko Gündüz, Yalin
Garcia-Verdu, Santiago Girardi, Alessandro Guo, Biao
Gavazzoni, Federico Glode, Vincent Guven, Serhat
Gebka, Bartosz T. Golosnoy, Vasyl Gyomai, Gyorgy
Gehrig, Thomas P. Gradojevic, Nikola
Gencay, Ramazan Gray, Wesley R.
H
Halbleib, Roxana Havran, Dániel Huang, Jennifer Chunyan
Hanousek, Jan Hirayama, Kenjiro Huang, Ruihong
Hansen, Peter Reinhard Hoffmann, Marc ? Huang, Zhuo
Härdle, Wolfgang Karl Horst, Ulrich Hurvich, Clifford M.
Harrathi, Nizar Horvath, Lajos
Hautsch, Nikolaus Hu, Yujia
I
Idier, Julien Isakov, Dusan Ito, Takatoshi
Irek, Fabian Ishida, Isao Iwatsubo, Kentaro
J
Jørgensen, Kjell Jung, Robert C.
Joyeux, Roselyne Jurkatis, Simon
K
Kalnina, Ilze Kiss M., Norbert Korczak, Piotr
Kanatani, Taro Kitamura, Yoshihiro Kouki, Imen
Karnaukh, Nina Kocenda, Evzen Krehlik, Tomas
Kawanishi, Satoshi Kokoszczynski, Ryszard Kuang, Pei
Kelly, Patrick Joseph Kopriva, Frantisek Kurov, Alexander
Kim, Tae Bong Korajczyk, Robert
Kirilenko, Andrei Korczak, Adriana
L
Laakkonen, Helinä Lehalle, Charles-Albert Linton, Oliver Bruce
Ladley, Daniel Leledakis, George N. Liu, Chun
Lagos, Ricardo Lento, Camillo Liu, Hong
Laib, Fodil Lescourret, Laurence Liu, Tao
Langedijk, Sven Lespagnol, Vivien Lo, Ingrid Ka Man
Large, Jeremy Houston Lewis, Matthew S. Lönnbark, Carl
Larson, Nathan Li, Zhiyong Loretan, Mico
Lasfer, Meziane Liao, Yin Lu, Wenna
Laurent, Sébastien Lichard, Tomas Lublóy, Ágnes
Lazarczyk, Ewa Lightfoot, Geoffrey Lunde, Asger
Leaño, Jose Miguel Lin, Hai
Le Fol, Gaelle Lin, Shengle
M
Maheu, John M. McAleer, Michael Minozzo, Marco
Makarenko, Inna McCulloch, James Mizrach, Bruce
Malec, Peter Jacek McCurdy, Tom Moinas, Sophie
Malhotra, Madhuri Satsangi Medeiros, Marcelo C. Monticini, Andrea
Malinova, Katya Mende, Alexander Moreno, Ramon
Mancino, Maria Elvira Menkhoff, Lukas Morimoto, Takayki
Mantegna, Rosario Nunzio Menkveld, Albert J. Müller, Benjamin
Marcellino, Massimiliano Mercado, Rogelio V. Jr. Muramiya, Katsuhiko
Marchesi, Michele Mestel, Roland Murgia, Maurizio
Martelin, Nicolas ? Michayluk, David Muzzioli, Silvia
Martin, Gael Margaret Mihoci, Andrija
Massaro, Domenico ? Milone, Lucia
N
Nabe, Christian Neely, Christopher J. Nishimura, Yusaku
Næs, Randi Nguyen, Viet Hoang Nolte, Ingmar
Nagakura, Daisuke Nielsson, Ulf Nolte (Lechner), Sandra
Napoletano, Mauro Ning, Cathy Novotny, Jan
Nautz, Dieter Nishide, Katsumasa
O
Obizhaeva, Anna A. Opp, Christian Carsten Ostrovsky, Michael
Ødegaard, Bernt Arne Oriol, Nathalie Otsubo, Yoichi
Oliveira, Fernando S. ? Ormos, Mihály Ozsoylev, Han Nazmi
Oomen, Roel C.A. Osler, Carol Ozturk, Sait R.
P
Pagano, Marco Peress, Joel Piccillo, Giulia
Paiardini, Paola Perez-Laborda, Alejandro Pinna, Andrea
Papanagiotou, Evangelia Perlin, Marcelo Pinter, Klara
Park, Andreas Petroni, Filippo Pinto-Gutierrez, Cristian A
Pasquariello, Paolo Pham, Thu Phuong Plastun, Alex
Payne, Richard Phélippé-Guinvarc'h, Martial Podolskij, Mark
Pedersen, Lasse Heje Phillips, Peter C. B. Pojarliev, Momtchil T
Pellizzari, Paolo Phylaktis, Kate Poon, Ser-Huang
Q
Quaedvlieg, Rogier
R
Radi, Davide Rigoni, Ugo Romano, Maria Grazia
Ranaldo, Angelo Rime, Dagfinn Rosenthal, Dale W.R.
Rangel, Jose Gonzalo Rindi, Barbara Rotfuß, Waldemar
Reitz, Stefan Jr. Riva, Fabrice Roventini, Andrea
Renò, Roberto Rocheteau, Guillaume Rufini, Alexandra
S
Sanctuary, Mark Shah, Akash Sobaci, Cihat
Sander, Priit Shah, Mohamed Eskandar Sojli, Elvira
Santos, Antonio Alberto Shen, Dehua Song, Zhaogang
Sarno, Lucio Shephard, Neil Sousa, Rita
Savaser, Tanseli Sheppard, Kevin Keith Stacey, Derek
Scharth, Marcel Shi, Lei Stenzel, Andre
Schaumburg, Ernst Siu, Tak Kuen Strasser, Georg
Schöneborn, Torsten Skjeltorp, Johannes Atle Su, Yongyang
Sebastião, Helder Slepaczuk, Robert Sun, David S.
Sévi, Benoît Smajlbegovic, Esad Sun, Edward Wei
Shachar, Or Snaith, Stuart Sureda-Gomila, Antoni
T
Tambakis, Demosthenes N. Tauchen, George Thuraisamy, Kannan S
Tang, Yuehua Taufemback, Cleiton Guollo Tsutsui, Yoshiro
Tapon, Francis Taylor, Mark P. Turrell, Arthur Edward
Tatu, Lucian Thomas, Susan
U
Ülkü, Numan
V
Vacha, Lukas Vargas, Gregorio A. 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 Vortelinos, Dimitrios
Van Gysegem, Frederick Verschoor, Willem Vuorenmaa, Tommi A.
Váradi, Kata Visser, Marcel P. ?
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
Yao, Wenying Yoon, Young-Ro Yu, Wei-Choun
Yilmaz, Mustafa Kemal Yu, Jun Yuan, Chunming
Yoon, Kyung Hwan Yu, Philip L.H.
Z
Zagaglia, Paolo Zhang, Zhichao Zoican, Marius Andrei
Zhang, Shengxing Zhou, Hao Zwinkels, Remco
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.