RePEc Click here to visit St. Louis Fed Research IDEAS

This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | Data (FRED) | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Plagiarism | Help! ]

Top 10% Institutions and Economists in the Field of Market Microstructure, as of September 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 211 authors affiliated with 500 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).
RankScoreInstitution
11.33Cowles Foundation for Research in Economics, Yale University, New Haven
22.66Economics Department, Yale University, New Haven
(3)3.81Department of Economics, Business School, University of Auckland, Auckland
33.81Business School, University of Auckland, Auckland
44.24Kellogg Graduate School of Management, Northwestern University, Evanston
55.12Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(6)5.69Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(6)6.96Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
68.57Department of Economics, Duke University, Durham
68.57Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
89.65Warwick Business School, University of Warwick, Coventry
910.25Institut for Økonomi, Aarhus Universitet, Aarhus
(10)12.13Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
1013.23Stern School of Business, New York University (NYU), New York City
1115.6Department of Economics, New York University (NYU), New York City
1216.18Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(13)20.1Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
1320.38William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(14)20.54ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
1420.54Henley Business School, University of Reading, Reading
1520.85Federal Reserve Bank of New York, New York City
(15)20.85Research and Statistics Group, Federal Reserve Bank of New York, New York City
1621.24Department of Economics, Princeton University, Princeton
1722.73Department of Economics, European University Institute, Firenze
(18)24.51Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
1824.51IESE Business School, Universidad de Navarra, Pamplona
1924.83Cass Business School, City University, London
(20)26.24Finance Department, Stern School of Business, New York University (NYU), New York City
(20)26.58Volatility Institute, Stern School of Business, New York University (NYU), New York City
2027.52Department of Economics, International Business School, Brandeis University, Waltham
(21)27.86Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
2130.76Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
(22)32.67Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2234.69Department of Economics and Related Studies, University of York, York
(23)38.58Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2339.14Warrington College of Business, University of Florida, Gainesville
2439.73Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
2540.9Department of Economics, University of Toronto, Toronto
2641.13Department of Economics, Johns Hopkins University, Baltimore
2742.63Tinbergen Instituut, Amsterdam
2843.27Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(29)45.08Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
2945.08Toulouse School of Economics (TSE), Toulouse
3045.56Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
3148.52Department of Economics, Rutgers University-New Brunswick, New Brunswick
3249.34Department of Economics, University of Pennsylvania, Philadelphia
3349.4Economics Department, Michigan State University, East Lansing
3450.49Ross School of Business, University of Michigan, Ann Arbor
3550.53Department of Economics, University of California-Irvine, Irvine
3652.66London School of Economics (LSE), London
3652.66Department of Economics, Northwestern University, Evanston
(38)54.09Finance & Economics Department, Graduate School of Business, Columbia University, New York City
3854.09Graduate School of Business, Columbia University, New York City
(39)54.17Research Division, Federal Reserve Bank of St. Louis, St. Louis
3954.17Federal Reserve Bank of St. Louis, St. Louis
4057.59Booth School of Business, University of Chicago, Chicago
4157.87Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
4260.37School of Finance and Economics, University of Technology, Sydney
(43)60.7Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4360.7HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
(44)60.79Finance Group, Warwick Business School, University of Warwick, Coventry
4461.54Department of Economics, Hebrew University of Jerusalem, Jerusalem
4561.78Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
4662.11Department of Economics, Harvard University, Cambridge
4763.76Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
(48)64.51Faculty of Finance, Cass Business School, City University, London
4868.44Faculty of Economics, University of Tokyo, Tokyo
(49)69.43Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
4970.32Norges Bank, Oslo
5071.61Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich

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.
RankScoreAuthor
1.1.72Michael McAleer
2.1.83Tim Bollerslev
3.2.58Mark P. Taylor
4.3.77Robert Korajczyk
5.5.14Torben G. Andersen
6.6.33Chris Brooks
7.6.67Carol Osler
8.8.05Ricardo Lagos
9.9.2Neil Shephard
10.13Ole E. Barndorff-Nielsen
11.14.1Guillaume Rocheteau
12.14.87Paolo Pasquariello
13.15.55Nikolaus Hautsch
14.16.7Pierre-Olivier Weill
15.17.5Thierry Foucault
16.18.14Asger Lunde
17.19.97Clara Vega
18.20.15Ramazan Gencay
19.20.33Hao Zhou
20.20.65Winfried Pohlmeier
21.21.79Kevin Dowd

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:

We do our best, but we cannot exclude errors.