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Top 5% Institutions and Economists in the Field of Market Microstructure, as of October 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 128 authors affiliated with 350 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
11.69Department of Economics, Duke University, Durham
22.21Kellogg Graduate School of Management, Northwestern University, Evanston
32.88Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
(4)3.67Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
44.48Stern School of Business, New York University, New York City
57.04Department of Economics, University of Warwick, Coventry
67.76Department of Economics, New York University, New York City
77.9Department of Economics, Princeton University, Princeton
(8)9.15Volatility Institute, Stern School of Business, New York University, New York City
(8)10.92Finance Department, Stern School of Business, New York University, New York City
812.1Federal Reserve Bank of New York, New York City
(8)12.1Research and Statistics Group, Federal Reserve Bank of New York, New York City
(9)12.88Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
916.73Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1017.65Department of Economics, University of Toronto, Toronto
(11)17.72Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
1117.72IESE Business School, Universidad de Navarra, Pamplona
1219.16Booth School of Business, University of Chicago, Chicago
1320.51School of Finance and Economics, University of Technology, Sydney
1423.82Faculty of Economics, University of Tokyo, Tokyo
1523.9Ross School of Business, University of Michigan, Ann Arbor
1624.04Economics Department, Michigan State University, East Lansing
1725.09Department of Economics, University of Pennsylvania, Philadelphia

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
1.1.23Tim Bollerslev
2.1.67Mark P. Taylor
3.3.66Torben G. Andersen
4.5.6Ricardo Lagos
5.6.54Neil Shephard
6.8.79Tom McCurdy

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.