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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 Aouadi, Amal
Aerts, Diederik Alexeev, Vitali ap Gwilym, Owain
Afonso, Gara M. Allen, David Edmund Arik, Evren
Aggarwal, Nidhi ? Andersen, Torben G. Artiach, Miguel
Agudelo, Diego Alonso Andreev, Nikolay Asai, Manabu
Aitken, Michael James Andrikopoulos, Andreas Audrino, Francesco
Ait-Sahalia, Yacine Anolli, Mario Avdulaj, Krenar
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 Colliard, Jean-Edouard
Caporin, Massimiliano Ceylan, Ozcan Conlon, Christopher T.
Cappellini, Alessandro N. Chen, Wei Copeland, Laurence
Carey, Alexander Chia, Ricky Chee-Jiun Cordier, Jean
Cartea, Álvaro Christensen, Kim Corsi, Fulvio
Carter, Colin Coleman, Les Cotter, John
Carvalho, Marcelo ? Colla, Paolo Cristelli, Matthieu
D
Daniëls, Tijmen Diebold, Francis X. Du, Songzi
Darolles, Serge Di Maggio, Marco Dufays, Arnaud
Declerck, Fany 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
Deville, Laurent D'Souza, Chris
E
Efthymiou, Vassilis A. Eraslan, Veysel Erturk, Mutahhar
Egorova, Lyudmila Erdem, Orhan Evans, Martin
El Ouadghiri, Imane Erdemlioglu, Deniz
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 Korczak, Adriana
Kanatani, Taro Kiss M., Norbert Korczak, Piotr
Karnaukh, Nina Kitamura, Yoshihiro Kouki, Imen
Kawakami, Kei Kocenda, Evzen Krehlik, Tomas
Kawanishi, Satoshi Koeppl, Thorsten V. Kuang, Pei
Kellard, Neil Michael Kokoszczynski, Ryszard Kurov, Alexander
Kelly, Patrick Joseph Kopriva, Frantisek
Kim, Tae Bong Korajczyk, Robert
L
Laakkonen, Helinä Lehalle, Charles-Albert Lin, Shengle
Ladley, Daniel Leledakis, George N. Linton, Oliver Bruce
Lagos, Ricardo Lento, Camillo Liu, Chun ?
Laib, Fodil Lescourret, Laurence Liu, Hong
Langedijk, Sven Lespagnol, Vivien Liu, Tao
Large, Jeremy Houston Leung, Tim Lo, Ingrid Ka Man
Larson, Nathan Lewis, Matthew S. Lönnbark, Carl
Lasfer, Meziane Li, Tao Loretan, Mico
Laurent, Sébastien Li, Zhiyong Lu, Wenna
Lazarczyk, Ewa Liao, Yin Lublóy, Ágnes
Leaño, Jose Miguel Lightfoot, Geoffrey Lunde, Asger
Le Fol, Gaelle Lin, Hai
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 Otsubo, Yoichi
Ødegaard, Bernt Arne Oriol, Nathalie Ozsoylev, Han Nazmi
Oliveira, Fernando S. ? Osler, Carol Ozturk, Sait R.
Oomen, Roel C.A. Ostrovsky, Michael
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 Sojli, Elvira
Sander, Priit Shah, Mohamed Eskandar Song, Zhaogang
Santos, Antonio Alberto Shen, Dehua ? Sousa, Rita
Sarno, Lucio Shephard, Neil Stacey, Derek
Savaser, Tanseli Sheppard, Kevin Keith Stenzel, Andre
Scharth, Marcel Shi, Lei Strasser, Georg
Schaumburg, Ernst Siu, Tak Kuen Su, Yongyang
Schöneborn, Torsten Skjeltorp, Johannes Atle Sun, David S.
Sebastião, Helder Miguel Correia Virtuoso Slepaczuk, Robert Sun, Edward Wei
Sensoy, Ahmet Smajlbegovic, Esad Sureda-Gomila, Antoni
Sévi, Benoît Snaith, Stuart
Shachar, Or Sobaci, Cihat
T
Tang, Yuehua Taufemback, Cleiton Guollo Thuraisamy, Kannan S
Tapon, Francis Taylor, Mark P. Tsoy, Anton
Tatu, Lucian Theissen, Erik Tsutsui, Yoshiro
Tauchen, George Thomas, Susan Turrell, Arthur Edward
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.