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 June 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 151 authors affiliated with 394 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	2.3	Department of Economics, Duke University, Durham
2	2.45	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
3	3.75	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
4	3.85	Kellogg Graduate School of Management, Northwestern University, Evanston
(5)	4	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
5	4.49	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
6	5.35	Stern School of Business, New York University, New York City
(7)	5.4	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(7)	7.81	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
7	10.71	Department of Economics, Princeton University, Princeton
8	11.54	Department of Economics, University of Warwick, Coventry
9	11.75	Department of Economics, New York University, New York City
(10)	13.37	Volatility Institute, Stern School of Business, New York University, New York City
(10)	14.42	Finance Department, Stern School of Business, New York University, New York City
(10)	15.48	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
10	17.06	Federal Reserve Bank of New York, New York City
(10)	17.06	Research and Statistics Group, Federal Reserve Bank of New York, New York City
(11)	17.15	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
11	17.18	Cass Business School, City University, London
(12)	17.42	Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
12	17.42	IESE Business School, Universidad de Navarra, Pamplona
13	21.6	Department of Economics, University of Toronto, Toronto
14	25.28	Booth School of Business, University of Chicago, Chicago
15	25.45	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
16	30.68	Economics Department, Michigan State University, East Lansing
(17)	30.77	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
17	30.77	Toulouse School of Economics (TSE), Toulouse
18	30.78	Tinbergen Instituut, Amsterdam
19	31.99	Ross School of Business, University of Michigan, Ann Arbor
20	32.16	Department of Economics, University of Pennsylvania, Philadelphia
21	32.22	Department of Economics, Northwestern University, Evanston
22	33.02	Department of Economics, Oxford University, Oxford
23	33.49	Department of Economics, University of California-Irvine, Irvine
24	33.84	Department of Economics, Rutgers University-New Brunswick, New Brunswick
25	34.62	Warwick Business School, University of Warwick, Coventry
26	34.7	Department of Economics, Johns Hopkins University, Baltimore
27	37.9	School of Finance and Economics, University of Technology, Sydney
(28)	41.07	Research Division, Federal Reserve Bank of St. Louis, St. Louis
28	41.07	Federal Reserve Bank of St. Louis, St. Louis
(29)	41.96	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
29	42.13	Department of Economics, Harvard University, Cambridge
(30)	42.36	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
30	42.36	HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
31	42.38	London School of Economics (LSE), London
32	43.3	Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
33	43.69	Cowles Foundation for Research in Economics, Yale University, New Haven
34	45.95	Faculty of Economics, University of Tokyo, Tokyo
(35)	50.15	Finance Group, Warwick Business School, University of Warwick, Coventry
35	52.22	Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
36	52.42	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
37	53.45	Economics Department, Yale University, New Haven
(38)	54.45	Finance, Rotman School of Management, University of Toronto, Toronto
38	54.45	Rotman School of Management, University of Toronto, Toronto
39	56.57	Department of Economics, Simon Fraser University, Burnaby

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.	1.56	Tim Bollerslev
2.	1.66	Michael McAleer
3.	2.41	Mark P. Taylor
4.	4.13	Torben G. Andersen
5.	6.6	Ricardo Lagos
6.	6.96	Neil Shephard
7.	9.92	Guillaume Rocheteau
8.	10.21	Ole E. Barndorff-Nielsen
9.	10.34	Paolo Pasquariello
10.	12.42	Thierry Foucault
11.	12.7	Nikolaus Hautsch
12.	13.42	Clara Vega
13.	13.97	Asger Lunde
14.	14.19	Kevin Dowd
15.	14.39	Ramazan Gencay

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.