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Top 10% Institutions and Economists in the Field of Market Microstructure, as of January 2012

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 223 authors affiliated with 538 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
11.38Cowles Foundation for Research in Economics, Yale University, New Haven
23Economics Department, Yale University, New Haven
33.26Kellogg Graduate School of Management, Northwestern University, Evanston
44.26Economia, Universidade Católica de Brasilia, Brasilia
(5)4.58Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(5)4.59Department of Economics, Business School, University of Auckland, Auckland
54.59Business School, University of Auckland, Auckland
66.89Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
79.13Department of Economics, Duke University, Durham
810.19Warwick Business School, University of Warwick, Coventry
910.2Institut for Økonomi, Aarhus Universitet, Aarhus
(10)11.81Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
1012.43Stern School of Business, New York University (NYU), New York City
1114.87Economics Division, University of Southampton, Southampton
1215.79Federal Reserve Bank of New York, New York City
1316.87Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
1417.13Department of Economics, Princeton University, Princeton
1517.6Cass Business School, City University, London
(16)18.28Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(16)18.47ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
1618.47Henley Business School, University of Reading, Reading
1719.24Department of Economics, New York University (NYU), New York City
(18)20.14Research and Statistics Group, Federal Reserve Bank of New York, New York City
(18)22.69Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
1823.05William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
1923.99Department of Economics, European University Institute, Firenze
2026.7Department of Economics, International Business School, Brandeis University, Waltham
(21)26.92Finance Department, Stern School of Business, New York University (NYU), New York City
2127.71IESE Business School, Universidad de Navarra, Pamplona
(21)27.71Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
(22)28.52Volatility Institute, Stern School of Business, New York University (NYU), New York City
2232Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
(23)32.02Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(23)37.03Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2339.59Warrington College of Business, University of Florida, Gainesville
2441.39Department of Economics, University of Toronto, Toronto
2541.53Argyros School of Business and Economics, Chapman University, Orange
2641.82Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
2743.05Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
2843.19Department of Economics, Johns Hopkins University, Baltimore
(29)44.94Faculty of Finance, Cass Business School, City University, London
(29)45.29Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
2945.29Toulouse School of Economics (TSE), Toulouse
3045.81Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
3146.7London School of Economics (LSE), London
3248.87Economics Department, Michigan State University, East Lansing
3350.07Ross School of Business, University of Michigan, Ann Arbor
3450.56Department of Economics, Rutgers University-New Brunswick, New Brunswick
3551.84Department of Economics, University of Pennsylvania, Philadelphia
3653.77School of Finance and Economics, University of Technology, Sydney
(37)54.24Finance & Economics Department, Graduate School of Business, Columbia University, New York City
3754.24Graduate School of Business, Columbia University, New York City
3854.65Department of Economics, University of California-Irvine, Irvine
3955.73Department of Economics, Hebrew University of Jerusalem, Jerusalem
(40)56.28Research Division, Federal Reserve Bank of St. Louis, St. Louis
4056.28Federal Reserve Bank of St. Louis, St. Louis
4157.01Department of Economics, Northwestern University, Evanston
4259.04Booth School of Business, University of Chicago, Chicago
(43)60.02Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4360.02HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
(44)62.63Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University, Orange
4462.99Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
4563.32Norges Bank, Oslo
4664.4Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich
4765.24Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
4867.79Walter A. Haas School of Business, University of California-Berkeley, Berkeley
(48)67.79Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley, Berkeley
4968.57Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
(50)68.87Finance Group, Warwick Business School, University of Warwick, Coventry
5070.01Faculty of Economics, University of Tokyo, Tokyo
5170.48Department of Economics, Harvard University, Cambridge
(52)70.79Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
5272.04Economics Department, Georgetown University, Washington
5374.92Gerald R. Ford School of Public Policy, University of Michigan, Ann Arbor

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
1.1.62Michael McAleer
2.2.01Tim Bollerslev
3.2.71Mark P. Taylor
4.3.56Robert Korajczyk
5.5.34Chris Brooks
6.5.66Torben G. Andersen
7.6.24Carol Osler
8.8.68Ricardo Lagos
9.10.18Neil Shephard
10.14.19Paolo Pasquariello
11.14.8Ole E. Barndorff-Nielsen
12.14.99Guillaume Rocheteau
13.16.6Nikolaus Hautsch
14.17.11Thierry Foucault
15.18.63Mark Podolskij
16.18.82Pierre-Olivier Weill
17.19.79Hao Zhou
18.20.48Ramazan Gencay
19.20.62Clara Vega
20.20.66Kate Phylaktis
21.20.92Winfried Pohlmeier
22.21.39Asger 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.

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We do our best, but we cannot exclude errors.