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 November 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 181 authors affiliated with 438 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	1.46	Cowles Foundation for Research in Economics, Yale University, New Haven
(2)	2.63	Department of Economics, Business School, University of Auckland, Auckland
2	2.63	Business School, University of Auckland, Auckland
3	3.95	Kellogg Graduate School of Management, Northwestern University, Evanston
4	4.85	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
5	4.99	Economics Department, Yale University, New Haven
(6)	5.36	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(6)	6.56	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
6	7.91	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
7	8.43	Department of Economics, Duke University, Durham
8	10.36	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
9	10.64	Stern School of Business, New York University, New York City
(10)	14.79	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
10	15.77	Department of Economics, Princeton University, Princeton
11	17.11	Department of Economics, New York University, New York City
12	17.62	Department of Economics, University of Warwick, Coventry
(13)	17.75	ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
13	17.75	Henley Business School, University of Reading, Reading
(14)	19.67	Finance Department, Stern School of Business, New York University, New York City
14	19.85	Department of Economics and Related Studies, University of York, York
15	20.3	Federal Reserve Bank of New York, New York City
(15)	20.3	Research and Statistics Group, Federal Reserve Bank of New York, New York City
16	20.41	Cass Business School, City University, London
(17)	20.67	Volatility Institute, Stern School of Business, New York University, New York City
(17)	21.13	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(17)	24.13	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(17)	26.2	Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
17	26.2	IESE Business School, Universidad de Navarra, Pamplona
18	30.17	Department of Economics, University of Toronto, Toronto
19	35.18	Tinbergen Instituut, Amsterdam
20	35.41	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
21	36.8	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
22	37.38	Department of Economics, Rutgers University-New Brunswick, New Brunswick
(23)	38.07	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
23	38.07	Toulouse School of Economics (TSE), Toulouse
24	39.46	Department of Economics, University of Pennsylvania, Philadelphia
25	40.37	Economics Department, Michigan State University, East Lansing
26	40.59	Department of Economics, Northwestern University, Evanston
27	41.23	Ross School of Business, University of Michigan, Ann Arbor
28	42.03	School of Finance and Economics, University of Technology, Sydney
29	42.05	Department of Economics, University of California-Irvine, Irvine
30	42.27	Warwick Business School, University of Warwick, Coventry
31	42.67	Department of Economics, Johns Hopkins University, Baltimore
32	44.47	Booth School of Business, University of Chicago, Chicago
33	47.01	Department of Economics, Hebrew University of Jerusalem, Jerusalem
34	48.92	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
35	48.96	Department of Economics, Harvard University, Cambridge
36	50.68	London School of Economics (LSE), London
37	51.53	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
(38)	51.68	Research Division, Federal Reserve Bank of St. Louis, St. Louis
38	51.68	Federal Reserve Bank of St. Louis, St. Louis
(39)	53.11	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
39	53.11	HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
40	53.85	Faculty of Economics, University of Tokyo, Tokyo
(41)	53.99	Finance Group, Warwick Business School, University of Warwick, Coventry
(41)	54.3	Faculty of Finance, Cass Business School, City University, LondonLondon
41	56.23	Gerald R. Ford School of Public Policy, University of Michigan, Ann Arbor
(42)	62.02	Quantitative Finance Research Centre, School of Finance and Economics, University of Technology, Sydney
42	62.78	Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
43	64.17	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.	1.71	Michael McAleer
2.	1.73	Tim Bollerslev
3.	2.73	Mark P. Taylor
4.	3.5	Robert Korajczyk
5.	4.94	Torben G. Andersen
6.	6.13	Chris Brooks
7.	7.9	Ricardo Lagos
8.	8.49	Neil Shephard
9.	11.96	Kathryn M. E. Dominguez
10.	12.41	Guillaume Rocheteau
11.	12.68	Ole E. Barndorff-Nielsen
12.	13.59	Paolo Pasquariello
13.	15.96	Nikolaus Hautsch
14.	16.06	Pierre-Olivier Weill
15.	16.53	Thierry Foucault
16.	16.63	Clara Vega
17.	17.35	Ramazan Gencay
18.	18.21	Asger Lunde

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.