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 January 2011

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 188 authors affiliated with 453 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	1.44	Cowles Foundation for Research in Economics, Yale University, New Haven
(2)	2.7	Department of Economics, Business School, University of Auckland, Auckland
2	2.7	Business School, University of Auckland, Auckland
3	3.89	Kellogg Graduate School of Management, Northwestern University, Evanston
4	4.91	Economics Department, Yale University, New Haven
5	5.05	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(6)	5.5	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(6)	6.77	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
6	7.63	Department of Economics, Duke University, Durham
7	7.64	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
8	10.18	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
9	10.96	Stern School of Business, New York University, New York City
(10)	15.72	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
10	16.16	Department of Economics, Princeton University, Princeton
11	16.26	Department of Economics, New York University, New York City
(12)	17.33	ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
12	17.33	Henley Business School, University of Reading, Reading
13	17.78	Department of Economics, University of Warwick, Coventry
14	19.37	Department of Economics and Related Studies, University of York, York
(15)	20.27	Finance Department, Stern School of Business, New York University, New York City
(15)	20.27	Volatility Institute, Stern School of Business, New York University, New York City
15	20.41	Federal Reserve Bank of New York, New York City
(15)	20.41	Research and Statistics Group, Federal Reserve Bank of New York, New York City
16	20.76	Cass Business School, City University, London
(17)	21.76	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(17)	25.61	Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
17	25.61	IESE Business School, Universidad de Navarra, Pamplona
(18)	27.08	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(18)	30.25	Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
18	30.34	Department of Economics, University of Toronto, Toronto
19	36.3	Tinbergen Instituut, Amsterdam
20	36.49	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
21	37.32	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
22	38.59	Department of Economics, Rutgers University-New Brunswick, New Brunswick
23	39.42	Economics Department, Michigan State University, East Lansing
24	39.74	Department of Economics, University of Pennsylvania, Philadelphia
25	41.36	Department of Economics, Northwestern University, Evanston
26	41.78	Department of Economics, University of California-Irvine, Irvine
27	42.17	Ross School of Business, University of Michigan, Ann Arbor
(28)	43.52	Research Division, Federal Reserve Bank of St. Louis, St. Louis
28	43.52	Federal Reserve Bank of St. Louis, St. Louis
29	43.6	Department of Economics, Johns Hopkins University, Baltimore
(30)	43.9	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
30	43.9	Toulouse School of Economics (TSE), Toulouse
31	43.93	School of Finance and Economics, University of Technology, Sydney
32	44.89	Booth School of Business, University of Chicago, Chicago
33	48.49	Department of Economics, Hebrew University of Jerusalem, Jerusalem
34	48.63	Warwick Business School, University of Warwick, Coventry
35	49.47	London School of Economics (LSE), London
36	49.77	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
37	51.55	Department of Economics, Harvard University, Cambridge
38	52.69	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
(39)	53.18	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
39	53.18	HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
(40)	53.96	Faculty of Finance, Cass Business School, City University, London
40	55.53	Faculty of Economics, University of Tokyo, Tokyo
(41)	57.63	Finance Group, Warwick Business School, University of Warwick, Coventry
41	58.83	Gerald R. Ford School of Public Policy, University of Michigan, Ann Arbor
42	62.92	Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
43	63.11	Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
(44)	63.74	Quantitative Finance Research Centre, School of Finance and Economics, University of Technology, Sydney
44	64.76	Department of Economics, Simon Fraser University, Burnaby
(45)	65.29	Finance, Rotman School of Management, University of Toronto, Toronto
45	65.29	Rotman School of Management, University of Toronto, Toronto

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.	1.86	Michael McAleer
2.	1.88	Tim Bollerslev
3.	2.88	Wolfgang Karl Härdle
4.	3.23	Mark P. Taylor
5.	3.84	Robert Korajczyk
6.	5.57	Torben G. Andersen
7.	7.24	Chris Brooks
8.	8.62	Ricardo Lagos
9.	9.86	Neil Shephard
10.	13.08	Kathryn M. E. Dominguez
11.	13.18	Ole E. Barndorff-Nielsen
12.	13.49	Guillaume Rocheteau
13.	15.2	Paolo Pasquariello
14.	17.37	Pierre-Olivier Weill
15.	17.6	Thierry Foucault
16.	17.8	Ramazan Gencay
17.	18.08	Nikolaus Hautsch
18.	18.1	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.