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Top 10% Institutions and Economists in the Field of Market Microstructure, as of April 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 232 authors affiliated with 565 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
11.4Cowles Foundation for Research in Economics, Yale University, New Haven
23.08Economics Department, Yale University, New Haven
33.18Kellogg Graduate School of Management, Northwestern University, Evanston
(4)4.65Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(4)4.76Department of Economics, Business School, University of Auckland, Auckland
44.76Business School, University of Auckland, Auckland
56.5Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
68.68Department of Economics, Duke University, Durham
79.15Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
810.92Tinbergen Instituut, Amsterdam
911.13Department of Economics, European University Institute, Firenze
(10)11.24Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
1011.24Institut for Økonomi, Aarhus Universitet, Aarhus
1112.27Warwick Business School, University of Warwick, Coventry
(12)13.1Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
1213.2Stern School of Business, New York University (NYU), New York City
1315.88Department of Economics, New York University (NYU), New York City
1416.5Economics Division, University of Southampton, Southampton
1516.7Federal Reserve Bank of New York, New York City
1619.49Department of Economics, Princeton University, Princeton
(17)19.73ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
1719.73Henley Business School, University of Reading, Reading
(18)20.54Research and Statistics Group, Federal Reserve Bank of New York, New York City
(18)21.08Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
1822.46Cass Business School, City University, London
1924.47William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(20)24.7Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(20)27.44Finance Department, Stern School of Business, New York University (NYU), New York City
2028.14Faculty of Economic and Management Sciences, University of Pretoria, Pretoria
(20)28.14Department of Economics, Faculty of Economic and Management Sciences, University of Pretoria, Pretoria
2128.29Department of Economics, International Business School, Brandeis University, Waltham
(22)30.09Volatility Institute, Stern School of Business, New York University (NYU), New York City
(22)34.22Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2235.36Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
2337.83Argyros School of Business and Economics, Chapman University, Orange
(23)37.83Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University, Orange
2439.1Warrington College of Business, University of Florida, Gainesville
(25)40.38Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(25)42.31Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
2542.31Toulouse School of Economics (TSE), Toulouse
2642.33Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
2742.68Department of Economics, University of Toronto, Toronto
2843.31Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
2943.76Department of Economics, Johns Hopkins University, Baltimore
3045.46Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
3149.17Economics Department, Michigan State University, East Lansing
3251.41Department of Economics, University of Pennsylvania, Philadelphia
3353.81London School of Economics (LSE), London
3455.16Department of Economics, Hebrew University of Jerusalem, Jerusalem
(35)55.75Finance & Economics Department, Graduate School of Business, Columbia University, New York City
3555.75Graduate School of Business, Columbia University, New York City
3655.96Ross School of Business, University of Michigan, Ann Arbor
3756.13Department of Economics, Rutgers University-New Brunswick, New Brunswick
(38)56.18Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
3856.18HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
3957.25Department of Economics, University of California-Irvine, Irvine
4057.27Centre for Economic Policy Research (CEPR), London
4157.86National Bureau of Economic Research (NBER), Cambridge
(42)58.22Research Division, Federal Reserve Bank of St. Louis, St. Louis
4258.22Federal Reserve Bank of St. Louis, St. Louis
4359.14IESE Business School, Universidad de Navarra, Pamplona
4459.19Department of Economics, Northwestern University, Evanston
4560.37Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
(46)61.66Finance Discipline Group, Business School, University of Technology Sydney, Sydney
4661.66Business School, University of Technology Sydney, Sydney
4762.14Booth School of Business, University of Chicago, Chicago
(48)62.92Faculty of Finance, Cass Business School, City University, London
4863.7Norges Bank, Oslo
4965.44Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich
5067.19Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
5170.07School of Business and Economics, Maastricht University, Maastricht
5270.92Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
5371.62Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
5473.33Faculty of Economics, University of Tokyo, Tokyo
5574.45Walter A. Haas School of Business, University of California-Berkeley, Berkeley
(55)74.45Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley, Berkeley
5674.47Department of Economics, Harvard University, Cambridge

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
2.2.09Tim Bollerslev
3.3.09Wolfgang Karl Härdle
4.3.36Mark P. Taylor
5.4.21Robert Korajczyk
6.6.18Torben G. Andersen
7.6.62Chris Brooks
8.7.75Carol Osler
9.10.38Ricardo Lagos
10.11.49Neil Shephard
11.14.52Bruno R Biais
12.16.63Ole E. Barndorff-Nielsen
13.16.69Guillaume Rocheteau
14.16.91Thierry Foucault
15.17.3Paolo Pasquariello
16.17.97Nikolaus Hautsch
17.19.72Pierre-Olivier Weill
18.20.01Mark Podolskij
19.21.19Hans Degryse
20.22.96Winfried Pohlmeier
21.23.1Clara Vega
22.23.24Ramazan Gencay
23.23.81Kate Phylaktis

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.