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Top 10% Institutions and Economists in the Field of Market Microstructure, as of June 2013

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 263 authors affiliated with 628 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).
RankInstitutionScoreAuthorsAuthor shares
1Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

1.364136.19
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

2.51513.05
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

2.664540.91
3Department of Economics, Duke University

Durham, North Carolina (USA)

4.614333.97
4Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.6911784.54
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.825629.16
5Federal Reserve Bank of New York

New York City, New York (USA)

7.37468.67
6Cass Business School, City University

London, United Kingdom

8.053629.4
7Warwick Business School, University of Warwick

Coventry, United Kingdom

8.771814.74
8Department of Economics, New York University (NYU)

New York City, New York (USA)

9.895642.82
9Department of Economics, Princeton University

Princeton, New Jersey (USA)

10.084733.18
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

10.1698.5
10Henley Business School, University of Reading

Reading, United Kingdom

10.162622.9
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.0210.71
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

12.354.26
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.121310.86
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

13.195752.49
11William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

15.561311.65
12Toulouse School of Economics (TSE)

Toulouse, France

18.52146120.79
13Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

18.942722.34
14Department of Economics, Oxford University

Oxford, United Kingdom

20.37158125.1
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

21.083924.95
15IESE Business School, Universidad de Navarra

Pamplona, Spain

21.951810.88
16Booth School of Business, University of Chicago

Chicago, Illinois (USA)

28.265146.85
17National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

29.8146956.58
18Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

30.442520.66
19Business School, University of Technology Sydney

Sydney, Australia

30.627672.16
20Warrington College of Business, University of Florida

Gainesville, Florida (USA)

30.951111
21Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

31.176146.99
22Argyros School of Business and Economics, Chapman University

Orange, California (USA)

31.83926.38
23Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

32.044034.55
24Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

33.237554.98
25Norges Bank

Oslo, Norway

33.812821.17
26Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

34.772018.3
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

36.2433
27HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

36.241210.52
28School of Business and Economics, Maastricht University

Maastricht, Netherlands

37.8210780.65
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

37.853419.6
29Economics Department, Michigan State University

East Lansing, Michigan (USA)

38.123833.41
30Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

38.341714.51
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

40.184739.52
31Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

40.185142.78
32Department of Economics, University of California-Irvine

Irvine, California (USA)

41.793128.52
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

44.644341.37
---Finance & Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

45.532419.97
33Graduate School of Business, Columbia University

New York City, New York (USA)

45.534031.95
34Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

46.093331.86
35Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

46.1821.46
36Department of Economics, Northwestern University

Evanston, Illinois (USA)

48.483631.58
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

48.5152.46
37Department of Economics, University of Toronto

Toronto, Canada

49.25345.8
38Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

49.283022.6
39Bank for International Settlements (BIS)

Basel, Switzerland

52.064337.27
40London School of Economics (LSE)

London, United Kingdom

53.31246170.4
41Université Paris-Dauphine (Paris IX)

Paris, France

54.099677.88
42Department of Agricultural and Resource Economics, University of California-Davis

Davis, California (USA)

54.621412.72
43Faculty of Economics, University of Tokyo

Tokyo, Japan

56.492825.41
44Department of Economics, European University Institute

Firenze, Italy

573423.72
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

57109.59
45Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

57.78145106.8
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

58.0997.39
46Fachbereich Wirtschaftswissenschaften, Universität Konstanz

Konstanz, Germany

59.723331.39
47Department of Economics, Simon Fraser University

Burnaby, Canada

59.93734.17
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

60.0386.68
---Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

60.821511.57
48European Central Bank

Frankfurt am Main, Germany

60.94146123.75
---Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

61.432414.91
49PBC School of Finance, Tsinghua University

Beijing, China

62.6111
50Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

64.959965.38
51Rotman School of Management, University of Toronto

Toronto, Canada

65.513328.03
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

65.5154.7
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

65.565740.25
52School of Economics and Political Science, Universität St. Gallen

Sankt Gallen, Switzerland

65.585744.95
53Saïd Business School, Oxford University

Oxford, United Kingdom

66.763120.13
54Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

67.76198.95
55Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

68.033832.41
---Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

68.0376.13
56Faculteit Economie en Bedrijfswetenschappen, Katholieke Universiteit Leuven

Leuven, Belgium

68.4911278.62
57Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover

Hannover, Germany

69.143531.37
58Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

70.871913.84
59Department of Economics and Related Studies, University of York

York, United Kingdom

71.28171.95
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

71.983130.88
60International Monetary Fund (IMF)

Washington, District of Columbia (USA)

74.47313267
61Economics Department, Yale University

New Haven, Connecticut (USA)

76.295231.45
---Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften, Universität Konstanz

Konstanz, Germany

76.5154.35
62Faculty of Business and Economics, Monash University

Melbourne, Australia

77.78131126.15

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.
RankAuthorScore
1Tim Bollerslev

Department of Economics, Duke University, Durham, North Carolina (USA)

1.61
2Robert Korajczyk

Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)

2.63
3Mark P. Taylor

Warwick Business School, University of Warwick, Coventry, United Kingdom

3.72
4Torben G. Andersen

Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)

4.5
5Carol Osler

Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)

5.85
6Chris Brooks

ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom

5.91
7Neil Shephard

Department of Economics, Oxford University, Oxford, United Kingdom

7.89
8Ricardo Lagos

Department of Economics, New York University (NYU), New York City, New York (USA)

8.37
9Nikolaus Hautsch

Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin, Berlin, Germany

12.19
10Bruno R Biais

Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France

13.27
11Thierry Foucault

Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France

13.35
12Paolo Pasquariello

Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA)

13.52
13Guillaume Rocheteau

Department of Economics, University of California-Irvine, Irvine, California (USA)

15.43
14Jianqing Fan

Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA)

16.48
15Ole E. Barndorff-Nielsen

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

16.66
16Michael J. Fleming

Federal Reserve Bank of New York, New York City, New York (USA)
Research and Statistics Group, Federal Reserve Bank of New York, New York City, New York (USA)

17.73
17Mark Podolskij

Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland

17.93
18Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

17.96
19Pierre-Olivier Weill

Department of Economics, University of California-Los Angeles (UCLA), Los Angeles, California (USA)
National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)

19.13
20Lajos Horvath

20.89
21Asger Lunde

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

21.03
22Hans Degryse

Faculteit Economie en Bedrijfswetenschappen, Katholieke Universiteit Leuven, Leuven, Belgium

21.18
23Colin Carter

Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA)

21.48
24Meziane Lasfer

Cass Business School, City University, London, United Kingdom

22.18
25Michael McAleer

Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Rotterdam, Netherlands

24.22
26Hao Zhou

PBC School of Finance, Tsinghua University, Beijing, China

24.53

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.