Advanced Search
MyIDEAS: Login

Top 10% Institutions and Economists in the Field of Market Microstructure, as of March 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 230 authors affiliated with 558 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
11.37Cowles Foundation for Research in Economics, Yale University, New Haven
23.02Economics Department, Yale University, New Haven
33.34Kellogg Graduate School of Management, Northwestern University, Evanston
(4)4.68Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(4)4.69Department of Economics, Business School, University of Auckland, Auckland
44.69Business School, University of Auckland, Auckland
56.37Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
68.89Department of Economics, Duke University, Durham
79.14Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
810.93Tinbergen Instituut, Amsterdam
911.04Department of Economics, European University Institute, Firenze
(10)11.23Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
1011.23Institut for Økonomi, Aarhus Universitet, Aarhus
1112.1Warwick Business School, University of Warwick, Coventry
1213.1Stern School of Business, New York University (NYU), New York City
(12)13.1Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
1316.08Economics Division, University of Southampton, Southampton
1417.03Federal Reserve Bank of New York, New York City
1518.67Department of Economics, Princeton University, Princeton
(16)18.87ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
1618.87Henley Business School, University of Reading, Reading
1719.88Department of Economics, New York University (NYU), New York City
1820.62Cass Business School, City University, London
(19)20.89Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(19)21.47Research and Statistics Group, Federal Reserve Bank of New York, New York City
1924.26William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(20)24.37Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(20)27.52Finance Department, Stern School of Business, New York University (NYU), New York City
2028.4Department of Economics, International Business School, Brandeis University, Waltham
(21)29.05Volatility Institute, Stern School of Business, New York University (NYU), New York City
2129.8Faculty of Economic and Management Sciences, University of Pretoria, Pretoria
(21)29.8Department of Economics, Faculty of Economic and Management Sciences, University of Pretoria, Pretoria
(22)34.58Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2234.83Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(23)38.07Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2339.45Warrington College of Business, University of Florida, Gainesville
2440.05Argyros School of Business and Economics, Chapman University, Orange
(24)40.05Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University, Orange
2541.4Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
(26)42.18Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
2642.18Toulouse School of Economics (TSE), Toulouse
2743.29Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
2843.43Department of Economics, University of Toronto, Toronto
2944.38Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
3045.35Department of Economics, Johns Hopkins University, Baltimore
(31)47.91Faculty of Finance, Cass Business School, City University, London
3149.21Economics Department, Michigan State University, East Lansing
3249.39London School of Economics (LSE), London
3352.62Department of Economics, University of Pennsylvania, Philadelphia
3455.38Department of Economics, University of California-Irvine, Irvine
3555.89Ross School of Business, University of Michigan, Ann Arbor
3656.08Department of Economics, Rutgers University-New Brunswick, New Brunswick
(37)56.46Research Division, Federal Reserve Bank of St. Louis, St. Louis
3756.46Federal Reserve Bank of St. Louis, St. Louis
3856.61Department of Economics, Hebrew University of Jerusalem, Jerusalem
(39)56.86Finance & Economics Department, Graduate School of Business, Columbia University, New York City
3956.86Graduate School of Business, Columbia University, New York City
4058.15Department of Economics, Northwestern University, Evanston
4158.24Centre for Economic Policy Research (CEPR), London
4258.54Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
4358.6National Bureau of Economic Research (NBER), Cambridge
(44)59.27Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4459.27HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
(45)59.6Finance Discipline Group, Business School, University of Technology Sydney, Sydney
4559.6Business School, University of Technology Sydney, Sydney
4660.03IESE Business School, Universidad de Navarra, Pamplona
4762.21Booth School of Business, University of Chicago, Chicago
4866.32Norges Bank, Oslo
4967.56Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich
5067.78Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
5170.23Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
5270.79Economics Department, Georgetown University, Washington
5370.88Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
5473.82Walter A. Haas School of Business, University of California-Berkeley, Berkeley
(54)73.82Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley, Berkeley
5574Faculty of Economics, University of Tokyo, Tokyo

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
1.1.77Michael McAleer
2.2.1Tim Bollerslev
3.3.07Wolfgang Karl Härdle
4.3.31Mark P. Taylor
5.4.25Robert Korajczyk
6.6.29Torben G. Andersen
7.6.69Chris Brooks
8.7.63Carol Osler
9.10.27Ricardo Lagos
10.11.53Neil Shephard
11.14.45Bruno R Biais
12.16.31Guillaume Rocheteau
13.16.5Ole E. Barndorff-Nielsen
14.17.73Paolo Pasquariello
15.17.9Thierry Foucault
16.18.57Nikolaus Hautsch
17.20.37Pierre-Olivier Weill
18.21.04Mark Podolskij
19.22.92Hans Degryse
20.23.02Winfried Pohlmeier
21.23.06Asger Lunde
22.23.18Ramazan Gencay
23.23.25Clara 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:

We do our best, but we cannot exclude errors.