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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 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
Diebold, Francis X. Draus, Sarah Dugast, Jérôme
Di Maggio, Marco Du, Songzi Dumitru, Ana-Maria H.
Dionne, Georges Dubovik, Andrei Dungey, Mardi
Dovonon, Prosper Dufays, Arnaud
E
Efthymiou, Vassilis A. El Ouadghiri, Imane Evans, Martin
Egorova, Lyudmila Erdemlioglu, Deniz
F
Fagan, Stephen Fleming, Michael J. Fricke, Christoph
Fagiolo, Giorgio Flepp, Raphael Frömmel, Michael
Farmer, J. Doyne Fontana, Alessandro Fuhrer, Lucas Marc
Fatum, Rasmus Foucault, Thierry
Ferriani, Fabrizio Frank, Nathaniel ?
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 Hou, Yang Greg
Hanousek, Jan He, Xuezhong Hu, Yujia
Hansen, Peter Reinhard Hirayama, Kenjiro ? Huang, Ruihong
Härdle, Wolfgang Karl Hoffmann, Peter Huang, Zhuo
I
Ikeda, Shin Suke Irek, Fabian Ito, Takatoshi
J
Jiao, Peiran Jørgensen, Kjell
Jin, Lawrence Jurkatis, Simon
K
Karnaukh, Nina Kim, Tae Bong Korczak, Adriana
Karpf, Andreas ? Kocenda, Evzen Krehlik, Tomas
Kawakami, Kei Koeppl, Thorsten V. Kuang, Pei
Kelly, Patrick Joseph Kopriva, Frantisek
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 ? Mizrach, Bruce
Makarenko, Inna Martin, Gael Margaret Moinas, Sophie
Malec, Peter Jacek McAleer, Michael Moravcova, Michala
Malhotra, Madhuri Satsangi Medeiros, Marcelo C. Müller, Benjamin
Malinova, Katya Menkhoff, Lukas Muramiya, Katsuhiko
Mantegna, Rosario Nunzio Mihoci, Andrija
Marcellino, Massimiliano Milone, Lucia
N
Nabe, Christian Neely, Christopher J. Ning, Cathy
Næs, Randi Neuhoff, Karsten Nishimura, Yusaku
Napoletano, Mauro Neumann, Michael Noureldin, Diaa
Nautz, Dieter Nguyen, Viet Hoang Novotny, Jan
O
Obizhaeva, Anna A. Oriol, Nathalie Otsubo, Yoichi
Ødegaard, Bernt Arne Öry, Aniko Ozturk, Sait R.
Opp, Christian Carsten Osler, Carol
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
Q
Quaedvlieg, Rogier
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 Shah, Akash Song, Zhaogang
Scharth, Marcel Shen, Dehua ? Sousa, Rita
Schasfoort, Joeri Shephard, Neil Stacey, Derek
Schaumburg, Ernst Sheppard, Kevin Keith Stenzel, Andre
Sebastião, Helder Miguel Correia Virtuoso Shi, Lei Strasser, Georg
Sévi, Benoît Skjeltorp, Johannes Atle Su, Yongyang
Shaar, Karam Adib Smajlbegovic, Esad
Shachar, Or Sojli, Elvira
T
Tang, Yuehua Theissen, Erik Tsutsui, Yoshiro
Tauchen, George Thesmar, David Turrell, Arthur Edward
Taufemback, Cleiton Guollo Thomas, Susan
Taylor, Mark P. Tsoy, Anton
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
W
Walton, Adrian Wei, Wei Wolfe, Marketa Halova
Wang, Shilei Weill, Pierre-Olivier Wrampelmeyer, Jan
Wei, Lijian Westerhoff, Frank
X
Xiu, Dacheng Xu, Dinghai Xue, Yi
Y
Yang, Fuyu Yergeau, Gabriel Yu, Jun
Yao, Wenying Yoon, Kyung Hwan Yu, Wei-Choun
Yaya, Olaoluwa Simon Yoon, Young-Ro Yuan, Chunming
Z
Zagaglia, Paolo Zhou, Hao Zwinkels, Remco ?
Zhang, Shengxing Zoican, Marius Andrei
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.