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Top 10% Institutions and Economists in the Field of Market Microstructure, as of May 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 235 authors affiliated with 569 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
11.31Cowles Foundation for Research in Economics, Yale University, New Haven
23.11Economics Department, Yale University, New Haven
33.39Kellogg Graduate School of Management, Northwestern University, Evanston
(4)4.74Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(4)4.82Department of Economics, Business School, University of Auckland, Auckland
44.82Business School, University of Auckland, Auckland
56.96Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
69.13Department of Economics, Duke University, Durham
79.34Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
811.52Department of Economics, European University Institute, Firenze
911.58Tinbergen Instituut, Amsterdam
(10)11.63Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
1011.63Institut for Økonomi, Aarhus Universitet, Aarhus
1111.77Department of Economics, University of Nevada-Las Vegas, Las Vegas
1212.62Warwick Business School, University of Warwick, Coventry
1313.16Stern School of Business, New York University (NYU), New York City
(14)13.75Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
1415.3Federal Reserve Bank of New York, New York City
1515.98Department of Economics, New York University (NYU), New York City
1616.76Economics Division, University of Southampton, Southampton
(17)19.31Research and Statistics Group, Federal Reserve Bank of New York, New York City
1720.93Department of Economics, Princeton University, Princeton
(18)21.66Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(18)21.88ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading
1821.88Henley Business School, University of Reading, Reading
1924.22Cass Business School, City University, London
2025.33William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(21)25.63Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(21)26.65Finance Department, Stern School of Business, New York University (NYU), New York City
2128.4Faculty of Economic and Management Sciences, University of Pretoria, Pretoria
(21)28.4Department of Economics, Faculty of Economic and Management Sciences, University of Pretoria, Pretoria
2229.68Department of Economics, International Business School, Brandeis University, Waltham
(23)31.32Volatility Institute, Stern School of Business, New York University (NYU), New York City
(23)35.08Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2336.59Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
2438.7Argyros School of Business and Economics, Chapman University, Orange
(24)38.7Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University, Orange
(25)41.09Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
2541.28Warrington College of Business, University of Florida, Gainesville
(26)43.93Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
2643.93Toulouse School of Economics (TSE), Toulouse
2744.05Department of Economics, Harvard University, Cambridge
2844.17Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
2944.91Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
3045.46Department of Economics, University of Toronto, Toronto
3146.68Department of Economics, Johns Hopkins University, Baltimore
3247.34Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(33)48.23Research Division, Federal Reserve Bank of St. Louis, St. Louis
3348.23Federal Reserve Bank of St. Louis, St. Louis
3453.14Economics Department, Michigan State University, East Lansing
3554.24Department of Economics, University of Pennsylvania, Philadelphia
3657.56Ross School of Business, University of Michigan, Ann Arbor
3757.76Department of Economics, University of California-Irvine, Irvine
3858.26Department of Economics, Hebrew University of Jerusalem, Jerusalem
3958.65Department of Economics, Rutgers University-New Brunswick, New Brunswick
(40)58.66Finance & Economics Department, Graduate School of Business, Columbia University, New York City
4058.66Graduate School of Business, Columbia University, New York City
(41)60.33Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4160.33HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas
4260.53Centre for Economic Policy Research (CEPR), London
4360.78London School of Economics (LSE), London
4460.88Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
4561Department of Economics, Northwestern University, Evanston
4661.5National Bureau of Economic Research (NBER), Cambridge
(47)62.17Finance Discipline Group, Business School, University of Technology Sydney, Sydney
4762.17Business School, University of Technology Sydney, Sydney
4862.29IESE Business School, Universidad de Navarra, Pamplona
4964.45Norges Bank, Oslo
5065.37School of Business and Economics, Maastricht University, Maastricht
5165.49Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich
(52)65.5Faculty of Finance, Cass Business School, City University, London
5265.7Booth School of Business, University of Chicago, Chicago
5370.04Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz
(54)73.55Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
5473.73Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
5575.39Wirtschaftswissenschaftliche Fakultät, Leibniz Universität, Hannover
5676.19Faculty 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
1.1.63Michael McAleer
2.2.2Tim Bollerslev
3.3.02Wolfgang Karl Härdle
4.3.4Mark P. Taylor
5.4.31Robert Korajczyk
6.6.36Torben G. Andersen
7.6.71Chris Brooks
8.7.9Carol Osler
9.10.09Ricardo Lagos
10.11.31Neil Shephard
11.14.7Bruno R Biais
12.16.57Guillaume Rocheteau
13.17.48Nikolaus Hautsch
14.17.5Ole E. Barndorff-Nielsen
15.17.9Paolo Pasquariello
16.17.93Thierry Foucault
17.19.75Mark Podolskij
18.20.37Pierre-Olivier Weill
19.21.71Michael J. Fleming
20.21.71Hans Degryse
21.23.33Winfried Pohlmeier
22.23.34Clara Vega
23.23.51Ramazan 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.

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We do our best, but we cannot exclude errors.