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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 Aldrich, Eric Mark ap Gwilym, Owain
Aerts, Diederik Alexeev, Vitali Arik, Evren
Afonso, Gara M. Allen, David Edmund Artiach, Miguel
Aggarwal, Nidhi Andersen, Torben G. Asai, Manabu
Agudelo, Diego Alonso Andreev, Nikolay Audrino, Francesco
Aitken, Michael James Andrikopoulos, Andreas Avdulaj, Krenar
Ait-Sahalia, Yacine Anolli, Mario
B
Baglioni, Angelo Biais, Bruno R Breckenfelder, Johannes
Banti, Chiara Bicchetti, David Breedon, Francis
Barndorff-Nielsen, Ole E. Bien-Barkowska, Katarzyna Brooks, Chris
Baruník, Jozef Blanchard, Michel Brownlees, Christian T.
Beaupain, Renaud Blawat, Boguslaw Brüggemann, Ulf
Benos, Evangelos Bollerslev, Tim Brünner, Tobias
Ben Slimane, Faten Boulatov, Alexei Bubak, Vit
Benzoni, Luca Brandi, Vinicius Ratton Busch, Thomas
Bernales, Alejandro Braun-Munzinger, Karen Anna Clara ?
C
Caporale, Guglielmo Maria Cerigioni, Francesco Conlon, Christopher T.
Caporin, Massimiliano Ceylan, Ozcan Copeland, Laurence
Cappellini, Alessandro N. Chen, Wei Cordier, Jean
Carey, Alexander Chia, Ricky Chee-Jiun Corsi, Fulvio
Cartea, Álvaro Christensen, Kim Cotter, John
Carter, Colin Coleman, Les Cristelli, Matthieu
Carvalho, Marcelo ? Coleman, Nicholas
Cepeda López, Freddy Colla, Paolo
D
Daniëls, Tijmen Deville, Laurent D'Souza, Chris
Darolles, Serge Diebold, Francis X. Du, Songzi
Declerck, Fany Di Maggio, Marco Dufays, Arnaud
Degryse, Hans Dionne, Georges Dufour, Alfonso
De Luca, Giovanni Dorn, Daniel Dugast, Jérôme
Demers, Elizabeth Anne Dowd, Kevin Dungey, Mardi
de Roure, Calebe Draus, Sarah 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
Gallo, Giampiero M. Gerig, Austin Gray, Wesley R.
Garcia-Verdu, Santiago Gil-Alana, Luis Alberiko Guérin, Pierre
Gavazzoni, Federico Girardi, Alessandro Gündüz, Yalin
Gebka, Bartosz T. Glode, Vincent Guo, Biao
Gehrig, Thomas P. Godinho, Pedro Cortesão Guven, Serhat
Gencay, Ramazan Gradojevic, Nikola Gyomai, Gyorgy
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 Iwatsubo, Kentaro
Ikeda, Shin Suke Ishida, Isao
Irek, Fabian Ito, Takatoshi
J
Jiao, Peiran Joyeux, Roselyne Jurkatis, Simon
Jørgensen, Kjell Jung, Robert C.
K
Kalnina, Ilze Kirilenko, Andrei Korajczyk, Robert
Kanatani, Taro Kiss M., Norbert Korczak, Adriana
Karnaukh, Nina Kitamura, Yoshihiro Korczak, Piotr
Kawanishi, Satoshi Kocenda, Evzen Kouki, Imen
Kellard, Neil Michael Koeppl, Thorsten V. Krehlik, Tomas
Kelly, Patrick Joseph Kokoszczynski, Ryszard Kuang, Pei
Kim, Tae Bong Kopriva, Frantisek Kurov, Alexander
L
Laakkonen, Helinä Lehalle, Charles-Albert Lin, Hai
Ladley, Daniel Leledakis, George N. Lin, Shengle
Lagos, Ricardo Lento, Camillo Linton, Oliver Bruce
Laib, Fodil Lescourret, Laurence Liu, Chun ?
Langedijk, Sven Lespagnol, Vivien Liu, Hong
Large, Jeremy Houston Leung, Tim Liu, Tao
Larson, Nathan Lewis, Matthew S. Lo, Ingrid Ka Man
Lasfer, Meziane Li, Tao Lönnbark, Carl
Laurent, Sébastien Li, Zhiyong Loretan, Mico
Lazarczyk, Ewa Liao, Yin Lu, Wenna
Leaño, Jose Miguel Lichard, Tomas Lublóy, Ágnes
Le Fol, Gaelle Lightfoot, Geoffrey Lunde, Asger
M
Maheu, John M. McAleer, Michael Mizrach, Bruce
Makarenko, Inna McCulloch, James Moinas, Sophie
Malec, Peter Jacek McCurdy, Tom Monticini, Andrea
Malhotra, Madhuri Satsangi Medeiros, Marcelo C. Moravcova, Michala
Malinova, Katya Mende, Alexander Moreno, Ramon
Mancino, Maria Elvira Menkhoff, Lukas Morimoto, Takayki
Mantegna, Rosario Nunzio Menkveld, Albert J. Müller, Benjamin
Marcellino, Massimiliano Mestel, Roland Muramiya, Katsuhiko
Marchesi, Michele Michayluk, David Murgia, Maurizio
Martelin, Nicolas ? Mihoci, Andrija Muzzioli, Silvia
Martin, Gael Margaret Milone, Lucia
Massaro, Domenico Minozzo, Marco
N
Nabe, Christian Neely, Christopher J. Nishide, Katsumasa
Næs, Randi Neuhoff, Karsten Nishimura, Yusaku
Nagakura, Daisuke Nguyen, Viet Hoang Nolte, Ingmar
Napoletano, Mauro Nielsson, Ulf Nolte (Lechner), Sandra
Nautz, Dieter Ning, Cathy Novotny, Jan
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
Paddrik, Mark Endel Peress, Joel Pinter, Klara
Pagano, Marco Perlin, Marcelo Pinto-Gutierrez, Cristian A
Paiardini, Paola Petroni, Filippo Plastun, Alex
Papanagiotou, Evangelia Pham, Thu Phuong Podolskij, Mark
Park, Andreas Phélippé-Guinvarc'h, Martial Pohlmeier, Winfried
Pasquariello, Paolo Phillips, Peter C. B. Pojarliev, Momtchil T
Payne, Richard Phylaktis, Kate Poon, Ser-Huang
Pedersen, Lasse Heje Piccillo, Giulia Potiron, Yoann
Pellizzari, Paolo Pinna, Andrea
Q
Quaedvlieg, Rogier
R
Radi, Davide Rime, Dagfinn Rossi, Giambattista
Ranaldo, Angelo Rindi, Barbara Rotfuß, Waldemar
Rangel, Jose Gonzalo Riva, Fabrice Rousseau, Fabrice
Reitz, Stefan Jr. Rocheteau, Guillaume Roventini, Andrea
Renò, Roberto Romano, Maria Grazia Rufini, Alexandra
Rigoni, Ugo Rosenthal, Dale W.R.
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 Miguel Correia Virtuoso Slepaczuk, Robert Sun, David S.
Sévi, Benoît Smajlbegovic, Esad Sun, Edward Wei
Shachar, Or Snaith, Stuart Sureda-Gomila, Antoni
T
Tambakis, Demosthenes N. Taufemback, Cleiton Guollo Tsoy, Anton
Tang, Yuehua Taylor, Mark P. Tsutsui, Yoshiro
Tapon, Francis Theissen, Erik Turrell, Arthur Edward
Tatu, Lucian Thomas, Susan
Tauchen, George Thuraisamy, Kannan S
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 Vogt, Erik
Van Gysegem, Frederick Verschoor, Willem Vortelinos, Dimitrios
Váradi, Kata Visser, Marcel P. ? Vuorenmaa, Tommi A.
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
Yang, Fuyu Yilmaz, Mustafa Kemal ? Yu, Philip L.H.
Yao, Wenying Yoon, Kyung Hwan Yu, Wei-Choun
Yaya, Olaoluwa Simon Yoon, Young-Ro Yuan, Chunming
Yergeau, Gabriel Yu, Jun
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.