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Top 5% Institutions and Economists in the Field of Market Microstructure, as of April 2009

This page shows one of the many rankings computed with RePEc data. They are based on data about authors who have registered with the RePEc Author Service, institutions listed on EDIRC, bibliographic data collected by RePEc, citation analysis performed by CitEc and popularity data compiled by LogEc. To find more rankings, historical data and detailed methodology, click here. Or see the ranking FAQ. For Market Microstructure, these are 113 authors affiliated with 326 institutions.
All authors classified in this field.

Top 5% institutions in the field of Market Microstructure

The scores of institutions in each field are determined by a weighted sum of all authors affiliated with the respective institutions. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in NEP-MST (Market Microstructure).
RankScoreInstitution
11.76Department of Economics, Duke University, Durham
21.84Kellogg Graduate School of Management, Northwestern University, Evanston
(3)3.14Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
33.16Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
46.14Stern School of Business, New York University, New York City
56.27Department of Economics, New York University, New York City
(6)7.37Finance Department, Stern School of Business, New York University, New York City
67.68Department of Economics, University of Warwick, Coventry
(7)10.81Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
610.81Department of Economics, Princeton University, Princeton
814.01Booth School of Business, University of Chicago, Chicago
915.11Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(10)16.03Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
916.03IESE Business School, Universidad de Navarra, Pamplona
1116.87Department of Economics, University of Toronto, Toronto
1217.82Federal Reserve Bank of New York, New York City
(12)17.82Research and Statistics Group, Federal Reserve Bank of New York, New York City
1318.54Economics Department, Michigan State University, East Lansing
(14)20.32Economic Research, Federal Reserve Bank of St. Louis, St. Louis
1320.32Federal Reserve Bank of St. Louis, St. Louis
1521.1Department of Economics, Northwestern University, Evanston
1621.67Ross School of Business, University of Michigan, Ann Arbor

Top 5% authors in the field of Market Microstructure

This ranking is based on registered authors only, and only those who are classified within
this field. Authors can register at the RePEc Author Service.
RankScoreAuthor
1.1.04Tim Bollerslev
2.2.55Torben G. Andersen
3.3.82Ricardo Lagos
4.5.16Neil Shephard
5.6.83Paolo Pasquariello

The data presented here is experimental. It is based on a limited sample of the research output in Economics and Finance. Only material catalogued in RePEc is considered. For any citation based criterion, only works that could be parsed by the CitEc project are considered. For any ranking of people, only those registered with the RePEc Author Service can be taken into account. And for rankings of institutions, only those listed in EDIRC and claimed as affiliation by the respective, registered authors can be measured. Thus, this list is by no means based on a complete sample. You can help making this more comprehensive by encouraging more publications to be listed (instructions) and more authors to register (form). For more details on the various rankings that are available as well for documentation, follow this link.

Credits:

We do our best, but we cannot exclude errors.