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Top 10% Institutions and Economists in the Field of Market Microstructure, as of February 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 226 authors affiliated with 550 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
11.34Cowles Foundation for Research in Economics, Yale University, New Haven
22.92Economics Department, Yale University, New Haven
33.3Kellogg Graduate School of Management, Northwestern University, Evanston
(4)4.54Department of Economics, Business School, University of Auckland, Auckland
44.54Business School, University of Auckland, Auckland
(5)4.67Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
56.72Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
68.99Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
79.69Department of Economics, Duke University, Durham
810.52Tinbergen Instituut, Amsterdam
910.54Institut for Økonomi, Aarhus Universitet, Aarhus
1011.1Department of Economics, European University Institute, Firenze
1111.53Warwick Business School, University of Warwick, Coventry
1212.25Stern School of Business, New York University (NYU), New York City
(13)12.26Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
(13)12.89Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
1315.8Economics Division, University of Southampton, Southampton
1416.78Federal Reserve Bank of New York, New York City
1518.19Department of Economics, Princeton University, Princeton
(16)19.18ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
1619.18Henley Business School, University of Reading, Reading
1719.78Department of Economics, New York University (NYU), New York City
1819.95Cass Business School, City University, London
(19)20.1Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(19)21.72Research and Statistics Group, Federal Reserve Bank of New York, New York City
(19)24Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
1924.09William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
2026.8IESE Business School, Universidad de Navarra, Pamplona
(20)26.8Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona
(21)27.93Finance Department, Stern School of Business, New York University (NYU), New York City
2128.3Department of Economics, International Business School, Brandeis University, Waltham
(22)29.77Volatility Institute, Stern School of Business, New York University (NYU), New York City
(22)34.82Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2236.48Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(23)38.31Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2341.42Warrington College of Business, University of Florida, Gainesville
2443.32Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
2543.38Department of Economics, University of Toronto, Toronto
(26)43.39Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
2643.39Toulouse School of Economics (TSE), Toulouse
2744.06Argyros School of Business and Economics, Chapman University, Orange
2844.58Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
2945.01Department of Economics, Johns Hopkins University, Baltimore
3047.29Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(31)47.37Faculty of Finance, Cass Business School, City University, London
3149.36London School of Economics (LSE), London
3249.71Economics Department, Michigan State University, East Lansing
3352.27Department of Economics, University of Pennsylvania, Philadelphia
3455.12Ross School of Business, University of Michigan, Ann Arbor
3555.44Department of Economics, Hebrew University of Jerusalem, Jerusalem
3655.53Department of Economics, University of California-Irvine, Irvine
3755.66Department of Economics, Rutgers University-New Brunswick, New Brunswick
(38)56.14Finance & Economics Department, Graduate School of Business, Columbia University, New York City
3856.14Graduate School of Business, Columbia University, New York City
(39)56.9Finance Discipline Group, Business School, University of Technology Sydney, Sydney
3956.9Business School, University of Technology Sydney, Sydney
4057.7Norges Bank, Oslo
4158.03Department of Economics, Northwestern University, Evanston
(42)58.26Research Division, Federal Reserve Bank of St. Louis, St. Louis
4258.26Federal Reserve Bank of St. Louis, St. Louis
4358.53Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
(44)59.52Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4459.52HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4560.98Booth School of Business, University of Chicago, Chicago
4663.43Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
4764.37Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich
(48)66.3Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University, Orange
4867.23Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
4969.91Walter A. Haas School of Business, University of California-Berkeley, Berkeley
(49)69.91Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley, Berkeley
5070.49Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
(51)71.12Finance Group, Warwick Business School, University of Warwick, Coventry
5171.49Faculty of Economics, University of Tokyo, Tokyo
5273.12Department of Economics, Harvard University, Cambridge
5374.56Economics Department, Georgetown University, Washington
(54)76.79Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
5478.66Gerald R. Ford School of Public Policy, University of Michigan, Ann Arbor
5580.29Rotman School of Management, University of Toronto, Toronto
(55)80.29Finance, 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.
RankScoreAuthor
1.1.62Michael McAleer
2.1.98Tim Bollerslev
3.2.77Mark P. Taylor
4.3.67Robert Korajczyk
5.5.32Torben G. Andersen
6.5.41Chris Brooks
7.6.29Carol Osler
8.8.74Ricardo Lagos
9.10.44Neil Shephard
10.13.95Bruno R Biais
11.14.93Paolo Pasquariello
12.15.18Ole E. Barndorff-Nielsen
13.15.44Guillaume Rocheteau
14.16.94Thierry Foucault
15.17.33Nikolaus Hautsch
16.18.32Mark Podolskij
17.18.77Pierre-Olivier Weill
18.20.35Asger Lunde
19.21.28Clara Vega
20.21.67Hao Zhou
21.21.78Kate Phylaktis
22.22.1Ramazan Gencay

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.