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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
Aase, Knut Kristian Allen, David Edmund Asai, Manabu
Abdi, Farshid Andersen, Torben G. Audrino, Francesco
Adrian, Tobias Andreev, Nikolay
Ait-Sahalia, Yacine Aouadi, Amal
B
Banti, Chiara Benamar, Hedi Boyarchenko, Nina
Banulescu-Radu, Denisa Bernales, Alejandro Braun-Munzinger, Karen Anna Clara
Barndorff-Nielsen, Ole E. Bethune, Zachary Breckenfelder, Johannes
Barunik, Jozef Biais, Bruno R Breedon, Francis
Battiston, Stefano Bicchetti, David Brito, Rui Pedro
Baumgaertner, Martin Blawat, Boguslaw Brogaard, Jonathan
Bellia, Mario Bollerslev, Tim Buehlmaier, Matthias M. M.
C
Caginalp, Carey Allen Challet, Damien Clinet, Simon
Caporale, Guglielmo Maria Chawla, Yash Cocquemas, Francois
Caporin, Massimiliano Chen, Fei Colliard, Jean-Edouard
Cartea, Alvaro Chichaibelu, Bezawit Beyene Corsi, Fulvio
Cerigioni, Francesco Chouliaras, Andreas Cotter, John
Cespa, Giovanni Cimon, David A. Czech, Robert
D
Daures Lescourret, Laurence D'Hondt, Catherine Dionne, Georges
Degryse, Hans Diebold, Francis X. Du, Songzi
de Roure, Calebe Di Maggio, Marco Dugast, Jerome
Desagre, Christophe Dimpfl, Thomas Dungey, Mardi
E
Egorova, Lyudmila Erdemlioglu, Deniz
El Ouadghiri, Imane Evans, Martin
F
Fagiolo, Giorgio Fei, Chengcheng J. Flepp, Raphael
Farmer, J. Doyne Ferrari, Massimo Foucault, Thierry
Fatum, Rasmus Fleming, Michael J. Froemmel, Michael
G
Gallo, Giampiero M. Gerig, Austin Goncalves, Silvia
Gao, Chen Ghosh, Priyanta Gross, Christian
Garcia, Philip Gianfagna, Laura Guerin, Pierre
Garriott, Corey Gil-Alana, Luis Alberiko Gunduz, Yalin
Gehrig, Thomas P. Girardi, Alessandro Guo, Biao
H
Haerdle, Wolfgang Karl He, Xuezhong Hoffmann, Peter
Han, Song Heimer, Rawley Z. Horst, Ulrich
Hanousek, Jan Hirayama, Kenjiro Hou, Yang Greg
Hansen, Peter Reinhard Hizmeri, Rodrigo Hu, Zhepeng
Hau, Harald Hjalmarsson, Erik Huang, Wenqian
Hautsch, Nikolaus Hofer, Heiko Huang, Zhuo
I
Ikeda, Shin Suke Irek, Fabian Iwatsubo, Kentaro
Iori, Giulia Ito, Takatoshi
J
Jagannathan, Ravi Jensen, Febi Caesara Jin, Lawrence
Jansen, David-Jan Jiao, Peiran Jurkatis, Simon
K
Kahn, Robert Jay Kearney, Fearghal Koeppl, Thorsten V.
Karnaukh, Nina Kim, Sehoon Kondor, Peter
Karpf, Andreas Kocenda, Evzen Krehlik, Tomas
L
Ladley, Daniel Lehalle, Charles-Albert Liu, Lily Y.
Lafarguette, Romain Lespagnol, Vivien Liu, Tao
Lagos, Ricardo Lester, Benjamin R. Lo, Ingrid Ka Man ?
Landier, Augustin Leung, Tim Lu, Wenna
Laurent, Sebastien Li, Youwei Lu, Ye
Leano, Jose Miguel ? Li, Zhiyong Lunde, Asger
Lee, Kyungsub 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
Malhotra, Madhuri Satsangi Martin, Gael Margaret Moravcova, Michala
Malyshkin, Vladislav Massacci, Daniele M'Saddek, Oussama
Mandel, Antoine McAleer, Michael Mueller, Benjamin
Mantegna, Rosario Nunzio Medeiros, Marcelo C.
Mantilla Garcia, Daniel Menkhoff, Lukas
N
Napoletano, Mauro Neely, Christopher J. Neumann, Michael
Nautz, Dieter Neuhoff, Karsten Michael
O
Odegaard, Bernt Arne Oriol, Nathalie Ozkan, Harun
Oechssler, Joerg Osler, Carol
P
Pagano, Marco Pellizzari, Paolo Pinto-Gutierrez, Cristian A
Papadimitriou, Dimitris Pereira, Ana Elisa Plastun, Alex
Park, Andreas Phan, Dinh Hoang Bach Podolskij, Mark
Patel, Vinay Phillips, Peter C. B. Potiron, Yoann
Pedersen, Lasse Heje Pinna, Andrea Puglia, Michael
Pelizzon, Loriana Pinter, Gabor
Q
Quaedvlieg, Rogier
R
Rambaccussing, Dooruj Reitz, Stefan Jr. Ripamonti, Alexandre
Ranaldo, Angelo Reule, Raphael Constantin Georg Rosokha, Yaroslav
Reade, J James Rime, Dagfinn Rossi, Giambattista
Rehse, Dominik Rindi, Barbara Roventini, Andrea
S
Santagiustina, Carlo Romano Marcello Alessandro Schneider, Michael Shourideh, Ali
Sarkar, Asani Schuerhoff, Norman Shreyas, Ujwal Parswanath
Sarno, Lucio Sevi, Benoit Skjeltorp, Johannes Atle
Scharth, Marcel Shachar, Or Smajlbegovic, Esad
Schasfoort, Joeri Shen, Dehua Sojli, Elvira
Schaub, Nic Shephard, Neil Somogyi, Fabricius
Schaumburg, Ernst Sheppard, Kevin Keith Stenfors, Alexis
T
Tauchen, George Thesmar, David Tran, Vu
Taylor, Mark P. Thomas, Susan Tsoy, Anton
Theissen, Erik Timmer, Yannick Tsutsui, Yoshiro
U
Uthemann, Andreas
V
Vacha, Lukas Varadi, Kata Venkateswaran, Venky
Vander Elst, Harry Vargas Sanchez, Alejandro Vives, Xavier
van der Wel, Michel Vasios, Michalis Voev, Valeri
van Dijk, Dick Vega, Clara Vogt, Erik
W
Walton, Adrian Wei, Lijian Westerhoff, Frank
Wang, Shilei Wei, Wei Wolfe, Marketa Halova
Wehrli, Alexander Weill, Pierre-Olivier
X
Xu, Dinghai Xu, Jiahua
Y
Yao, Wenying Yergeau, Gabriel Yu, Jun
Z
Zagaglia, Paolo Zhou, Hao Zhu, Haoxiang
Zhang, S. Sarah Zhou, Wei-Xing
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