Field Rankings at IDEAS: Market Microstructure

This file is part of IDEAS, which uses RePEc data

Top 10% Institutions and Economists in the Field of Market Microstructure, as of May 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 144 authors affiliated with 391 institutions.
All authors classified in this field.

Top 10% 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).

Rank	Score	Institution
1	2.09	Department of Economics, Duke University, Durham
2	2.22	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
3	3.37	Kellogg Graduate School of Management, Northwestern University, Evanston
(4)	3.6	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
4	4.1	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
5	4.68	Stern School of Business, New York University, New York City
(6)	4.79	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
6	9.44	Department of Economics, University of Warwick, Coventry
7	9.65	Department of Economics, New York University, New York City
8	10.72	Department of Economics, Princeton University, Princeton
(9)	11.62	Volatility Institute, Stern School of Business, New York University, New York City
(9)	12.31	Finance Department, Stern School of Business, New York University, New York City
9	14.21	Cass Business School, City University, London
10	14.71	Federal Reserve Bank of New York, New York City
(10)	14.71	Research and Statistics Group, Federal Reserve Bank of New York, New York City
(11)	15.65	Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
11	15.65	IESE Business School, Universidad de Navarra, Pamplona
(12)	16.44	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
12	18.48	Department of Economics, University of Toronto, Toronto
13	22.84	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
14	23.33	Booth School of Business, University of Chicago, Chicago
15	28.3	Economics Department, Michigan State University, East Lansing
16	28.69	Tinbergen Instituut, Amsterdam
17	28.81	Department of Economics, Northwestern University, Evanston
(18)	29.05	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
18	29.05	Toulouse School of Economics (TSE), Toulouse
19	29.22	Department of Economics, University of Pennsylvania, Philadelphia
20	29.69	Ross School of Business, University of Michigan, Ann Arbor
21	30.33	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
22	30.77	Department of Economics, Oxford University, Oxford
23	31.17	Department of Economics, Rutgers University-New Brunswick, New Brunswick
24	31.29	Department of Economics, University of California-Irvine, Irvine
25	31.77	Warwick Business School, University of Warwick, Coventry
26	31.98	Department of Economics, Johns Hopkins University, Baltimore
27	33.59	School of Finance and Economics, University of Technology, Sydney
(28)	34.63	Finance, Rotman School of Management, University of Toronto, Toronto
28	34.63	Rotman School of Management, University of Toronto, Toronto
(29)	38.62	Research Division, Federal Reserve Bank of St. Louis, St. Louis
29	38.62	Federal Reserve Bank of St. Louis, St. Louis
(30)	39.44	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
30	39.68	Department of Economics, Harvard University, Cambridge
31	39.77	Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
(32)	40.88	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
32	40.88	HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
33	41.5	Cowles Foundation for Research in Economics, Yale University, New Haven
34	41.55	London School of Economics (LSE), London
35	43.74	Faculty of Economics, University of Tokyo, Tokyo
(36)	47.34	Finance Group, Warwick Business School, University of Warwick, Coventry
36	48.75	Department of Economics, Simon Fraser University, Burnaby
37	49.7	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
38	51	Economics Department, Yale University, New Haven
39	53.24	Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover

Top 10% 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.

Rank	Score	Author
1.	1.61	Tim Bollerslev
2.	1.67	Michael McAleer
3.	2.31	Mark P. Taylor
4.	4.11	Torben G. Andersen
5.	6.64	Ricardo Lagos
6.	6.98	Neil Shephard
7.	10.27	Guillaume Rocheteau
8.	10.48	Ole E. Barndorff-Nielsen
9.	10.55	Paolo Pasquariello
10.	10.57	Tom McCurdy
11.	13	Nikolaus Hautsch
12.	13.08	Thierry Foucault
13.	13.35	Ramazan Gencay
14.	13.79	Clara Vega

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:

Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Instituto Valenciano de Investigaciones Económicas (IVIE), Valencia, Spain.
Abstract views and downloads statistics from LogEc project by Sune Karlsson, Örebro University, Sweden.
Author registration by Ivan Kumanov, Minsk, Belarus.
Institutions database and ranking computations by Christian Zimmermann, University of Connecticut.
RePEc has been initiated by Thomas Krichel, Long Island University.

We do our best, but we cannot exclude errors.