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Top 10% Institutions and Economists in the Field of Market Microstructure, as of July 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 269 authors affiliated with 633 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)

1.44035.2
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

2.51513.06
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

2.524641.44
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.711684.47
4Department of Economics, Duke University

Durham, North Carolina (USA)

4.714333.97
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.85629.16
5Cass Business School, City University

London, United Kingdom

7.813629.4
6Federal Reserve Bank of New York

New York City, New York (USA)

7.827468.69
7Department of Economics, Princeton University

Princeton, New Jersey (USA)

9.634833.78
8Warwick Business School, University of Warwick

Coventry, United Kingdom

101915.58
9Department of Economics, New York University (NYU)

New York City, New York (USA)

10.015642.82
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

10.0798.5
10Henley Business School, University of Reading

Reading, United Kingdom

10.072723.89
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.8410.71
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

11.6754.26
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.411310.37
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

13.485752.49
11William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

15.931311.66
12Toulouse School of Economics (TSE)

Toulouse, France

17.4146120.37
13Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

19.492721.87
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

19.893924.95
14Department of Economics, Oxford University

Oxford, United Kingdom

20.73159124.53
15IESE Business School, Universidad de Navarra

Pamplona, Spain

22.571810.93
16Booth School of Business, University of Chicago

Chicago, Illinois (USA)

27.925248.13
17Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

28.832118.6
18Business School, University of Technology Sydney

Sydney, Australia

29.027571.21
19National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

30.0947157.76
20Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

30.246147.81
21Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

30.72621.64
22Warrington College of Business, University of Florida

Gainesville, Florida (USA)

31.161111
23Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

31.437554.99
24Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

32.914034.55
25Norges Bank

Oslo, Norway

33.252821.17
26Argyros School of Business and Economics, Chapman University

Orange, California (USA)

33.444027.42
27School of Business and Economics, Maastricht University

Maastricht, Netherlands

37.210678.69
28Economics Department, Michigan State University

East Lansing, Michigan (USA)

37.383833.17
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

37.6333
29HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

37.631210.52
30Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

37.791714.5
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

39.33520.64
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

39.794638.54
31Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

39.795041.83
32Department of Economics, University of California-Irvine

Irvine, California (USA)

41.073027.53
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

42.174341.41
33Université Paris-Dauphine (Paris IX)

Paris, France

44.539677.88
34Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

45.723533.86
35Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

45.8421.46
---Finance & Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

47.522419.98
36Graduate School of Business, Columbia University

New York City, New York (USA)

47.524031.96
37Department of Economics, Northwestern University

Evanston, Illinois (USA)

47.833631.53
38Department of Economics, University of Toronto

Toronto, Canada

49.395345.8
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

49.5852.46
39Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

50.253022.17
40London School of Economics (LSE)

London, United Kingdom

54.8246170.78
41Bank for International Settlements (BIS)

Basel, Switzerland

55.334337.27
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

56.06109.59
42Department of Agricultural and Resource Economics, University of California-Davis

Davis, California (USA)

57.431614.05
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

57.5597.39
43Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

57.58145106.95
44Department of Economics, Simon Fraser University

Burnaby, Canada

58.683835.16
---Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

59.221511.57
---Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

59.442414.91
45Department of Economics, European University Institute

Firenze, Italy

60.053423.38
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

60.293130.88
46Faculty of Economics, University of Tokyo

Tokyo, Japan

60.992825.41
47European Central Bank

Frankfurt am Main, Germany

61.26149126.23
48Fachbereich Wirtschaftswissenschaften, Universität Konstanz

Konstanz, Germany

61.483331.4
49Saïd Business School, Oxford University

Oxford, United Kingdom

62.273120.13
50Rotman School of Management, University of Toronto

Toronto, Canada

64.43227.04
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

64.454.7
51PBC School of Finance, Tsinghua University

Beijing, China

64.8411
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

65.895841.43
52Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover

Hannover, Germany

66.353531.37
53School of Economics and Political Science, Universität St. Gallen

Sankt Gallen, Switzerland

66.485744.95
54Faculteit Economie en Bedrijfswetenschappen, Katholieke Universiteit Leuven

Leuven, Belgium

67.8911278.63
55Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

68.71913.84
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

68.9986.8
56Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

69.86198.95
57Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

70.173933.41
---Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

70.1776.13
58Department of Economics and Related Studies, University of York

York, United Kingdom

72.588171.95
59Faculty of Business and Economics, Monash University

Melbourne, Australia

77.32134129.11
---Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften, Universität Konstanz

Konstanz, Germany

78.1154.35
60Economics Department, Yale University

New Haven, Connecticut (USA)

79.265331.35
---Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

79.454520.48
61International Monetary Fund (IMF)

Washington, District of Columbia (USA)

79.73319272.43
62Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)

Praha, Czech Republic

80.466544.91
63Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

81.176752.03

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)

2.64
3Mark P. Taylor

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

3.78
4Torben G. Andersen

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

4.52
5Chris Brooks

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

5.93
6Carol Osler

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

6.18
7Neil Shephard

Department of Economics, Oxford University, Oxford, United Kingdom

8.01
8Ricardo Lagos

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

8.47
9Nikolaus Hautsch

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

11.47
10Paolo Pasquariello

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

12.8
11Bruno R Biais

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

12.95
12Thierry Foucault

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

13.61
13Jianqing Fan

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

15.71
14Guillaume Rocheteau

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

15.77
15Ole E. Barndorff-Nielsen

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

16.92
16Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

17.58
17Mark Podolskij

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

17.65
18Michael 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)

19.07
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)

20.48
20Asger Lunde

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

20.71
21Colin Carter

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

20.96
22Hans Degryse

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

21.13
23Lajos Horvath

21.3
24Meziane Lasfer

Cass Business School, City University, London, United Kingdom

22.25
25Peter Reinhard Hansen

Department of Economics, European University Institute, Firenze, Italy

24.34
26Clara Vega

Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA)

25.54

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:

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