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 September 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 169 authors affiliated with 412 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	1.91	Kellogg Graduate School of Management, Northwestern University, Evanston
2	2.3	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(3)	3.13	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(3)	3.68	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
3	3.99	Department of Economics, Duke University, Durham
4	5.21	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
5	6.04	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
6	6.18	Stern School of Business, New York University, New York City
(7)	10.1	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
7	11.26	Department of Economics, Princeton University, Princeton
8	12.61	Department of Economics, New York University, New York City
9	12.63	Department of Economics, University of Warwick, Coventry
(10)	14.64	Finance Department, Stern School of Business, New York University, New York City
(10)	14.93	ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
10	14.93	Henley Business School, University of Reading, Reading
(11)	14.98	Volatility Institute, Stern School of Business, New York University, New York City
11	15.42	Cass Business School, City University, London
(12)	15.46	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
12	17.25	Federal Reserve Bank of New York, New York City
(12)	17.25	Research and Statistics Group, Federal Reserve Bank of New York, New York City
(13)	19.4	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(13)	20.15	Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
13	20.15	IESE Business School, Universidad de Navarra, Pamplona
14	23.64	Department of Economics, University of Toronto, Toronto
15	28.94	Tinbergen Instituut, Amsterdam
16	29.26	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
17	31.63	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
18	31.64	Department of Economics, Rutgers University-New Brunswick, New Brunswick
(19)	31.67	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
19	31.67	Toulouse School of Economics (TSE), Toulouse
20	32.75	Department of Economics, Northwestern University, Evanston
21	32.92	Department of Economics, University of Pennsylvania, Philadelphia
22	33.06	Economics Department, Michigan State University, East Lansing
23	34.37	Ross School of Business, University of Michigan, Ann Arbor
24	36.1	Department of Economics, University of California-Irvine, Irvine
25	36.72	Warwick Business School, University of Warwick, Coventry
26	37.14	Department of Economics, Johns Hopkins University, Baltimore
27	38.05	Booth School of Business, University of Chicago, Chicago
28	38.24	School of Finance and Economics, University of Technology, Sydney
29	43.41	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
30	44.04	Department of Economics, Harvard University, Cambridge
31	46.02	London School of Economics (LSE), London
32	46.18	Cowles Foundation for Research in Economics, Yale University, New Haven
(33)	46.61	Research Division, Federal Reserve Bank of St. Louis, St. Louis
33	46.61	Federal Reserve Bank of St. Louis, St. Louis
34	46.76	Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
35	47.2	Gerald R. Ford School of Public Policy, University of Michigan, Ann Arbor
(36)	47.39	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
36	47.39	HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
37	47.98	Economics Department, Yale University, New Haven
(38)	48.35	Faculty of Finance, Cass Business School, City University, LondonLondon
38	48.51	Faculty of Economics, University of Tokyo, Tokyo
(39)	49.15	Finance Group, Warwick Business School, University of Warwick, Coventry
39	49.82	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
40	57.71	Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
(41)	58.75	Quantitative Finance Research Centre, School of Finance and Economics, University of Technology, Sydney
(41)	59.6	Economic Research Department, Federal Reserve Bank of Chicago, Chicago
41	59.6	Federal Reserve Bank of Chicago, Chicago

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.	1.65	Michael McAleer
2.	1.75	Tim Bollerslev
3.	2.67	Mark P. Taylor
4.	3.41	Robert Korajczyk
5.	5.12	Torben G. Andersen
6.	6.22	Chris Brooks
7.	8.22	Ricardo Lagos
8.	8.31	Neil Shephard
9.	11.02	Kathryn M. E. Dominguez
10.	12.29	Guillaume Rocheteau
11.	12.36	Ole E. Barndorff-Nielsen
12.	13.03	Paolo Pasquariello
13.	15.64	Nikolaus Hautsch
14.	16.14	Thierry Foucault
15.	16.45	Clara Vega
16.	17.5	Pierre-Olivier Weill

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.