RePEc Click here to visit UConn Economics IDEAS

This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Top 5% Institutions and Economists in the Field of Market Microstructure, as of January 2010

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 134 authors affiliated with 368 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
12.14Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
22.23Department of Economics, Duke University, Durham
33.49Kellogg Graduate School of Management, Northwestern University, Evanston
(3)3.49Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
44.02Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
54.06Stern School of Business, New York University, New York City
(6)4.93Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
69.02Department of Economics, University of Warwick, Coventry
(7)9.74Volatility Institute, Stern School of Business, New York University, New York City
79.83Department of Economics, New York University, New York City
810.61Department of Economics, Princeton University, Princeton
(9)12.74Finance Department, Stern School of Business, New York University, New York City
914.41Federal Reserve Bank of New York, New York City
(9)14.41Research and Statistics Group, Federal Reserve Bank of New York, New York City
(10)16.21Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
1019.39Department of Economics, University of Toronto, Toronto
1119.48Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(12)21.74Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
1221.74IESE Business School, Universidad de Navarra, Pamplona
1322.15Booth School of Business, University of Chicago, Chicago
(14)26.66Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
1426.66Toulouse School of Economics (TSE), Toulouse
1526.82Economics Department, Michigan State University, East Lansing
1627.15Tinbergen Instituut, Amsterdam
1727.34Ross School of Business, University of Michigan, Ann Arbor
1827.43Department of Economics, Rutgers University-New Brunswick, New Brunswick

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
1.1.62Tim Bollerslev
2.1.65Michael McAleer
3.2.25Mark P. Taylor
4.4.28Torben G. Andersen
5.6.64Ricardo Lagos
6.7.66Neil Shephard

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.