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Top 10% Institutions and Economists in the Field of Market Microstructure, as of October 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 297 authors affiliated with 652 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)

1.454035.21
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

2.611513.06
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

3.034742.35
3Department of Economics, Duke University

Durham, North Carolina (USA)

3.284334.68
4Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.7211784.57
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.775628.99
5Federal Reserve Bank of New York

New York City, New York (USA)

7.387468.69
6Cass Business School, City University

London, United Kingdom

8.353730.98
7Department of Economics, Princeton University

Princeton, New Jersey (USA)

9.734833.86
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

10.02109.5
8Henley Business School, University of Reading

Reading, United Kingdom

10.022825.44
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.8910.71
9Department of Economics, New York University (NYU)

New York City, New York (USA)

11.025439.94
10Warwick Business School, University of Warwick

Coventry, United Kingdom

11.252118.2
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.596450.49
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.181310.37
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

13.335752.49
12Toulouse School of Economics (TSE)

Toulouse, France

15.55149123.75
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

16.0653.51
13William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

17.541311.66
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

17.723925.05
14IESE Business School, Universidad de Navarra

Pamplona, Spain

23.621811.54
15Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

24.22924.34
16Booth School of Business, University of Chicago

Chicago, Illinois (USA)

24.915247.68
17Business School, University of Technology Sydney

Sydney, Australia

25.797873.63
18Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

28.123933.62
19Warrington College of Business, University of Florida

Gainesville, Florida (USA)

31.481111
20Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

32.052219.6
21Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

32.914539.01
22National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

33.3847963.14
23Norges Bank

Oslo, Norway

33.632922.18
24Argyros School of Business and Economics, Chapman University

Orange, California (USA)

34.334127.8
25Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

34.492723.14
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

35.274536.62
26Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

35.275040.92
27Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

37.033533.86
28HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

38.341311.31
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

38.3443.79
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

38.674442.31
29Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

38.781814.57
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

40.033621.32
30Department of Economics, University of California-Irvine

Irvine, California (USA)

40.132926.54
31Economics Department, Michigan State University

East Lansing, Michigan (USA)

40.593832.85
32Graduate School of Business, Columbia University

New York City, New York (USA)

40.964132.1
---Finance & Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

40.962520.52
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

42.7543
33Bangor Business School, Bangor University

Bangor, United Kingdom

44.63330.15
34Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

46.5332.46
35Université Paris-Dauphine (Paris IX)

Paris, France

46.779979.88
36Department of Economics, Northwestern University

Evanston, Illinois (USA)

48.173530.55
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

50.6362.53
37Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

50.982921.3
38Graduate School of Business, Stanford University

Stanford, California (USA)

51.253229.3
39Department of Economics, University of Toronto

Toronto, Canada

51.865951.85
40Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

52.34151113.56
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

55.99109.58
41Bank for International Settlements (BIS)

Basel, Switzerland

56.474538.76
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

59.256446.83
42Department of Agricultural and Resource Economics, University of California-Davis

Davis, California (USA)

59.451715
43Faculty of Economics, University of Tokyo

Tokyo, Japan

61.312825.41
44School of Business and Economics, Maastricht University

Maastricht, Netherlands

62.2110676.96
45London School of Economics (LSE)

London, United Kingdom

62.4250175.16
46Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

62.997057.2
---Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

63.041511.58
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

63.593231.16
47Economics Department, Georgetown University

Washington, District of Columbia (USA)

63.984435.1
48Department of Economics, Simon Fraser University

Burnaby, Canada

65.313836.14
49Fachbereich Wirtschaftswissenschaften, Universität Konstanz

Konstanz, Germany

65.344038.79
50Rotman School of Management, University of Toronto

Toronto, Canada

65.883126.15
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

65.8854.71
51Saïd Business School, Oxford University

Oxford, United Kingdom

65.962919
52Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

67.215240.47
53PBC School of Finance, Tsinghua University

Beijing, China

67.7111
54School of Economics and Political Science, Universität St. Gallen

Sankt Gallen, Switzerland

68.346148.55
55Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover

Hannover, Germany

69.743733.37
---Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

70.976.15
56Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

70.93832.89
57Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

71.021913.86
58Bank of Canada

Ottawa, Canada

71.37570.71
59Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

71.42209.5
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

71.4286.8
60Department of Economics, Central European University

Budapest, Hungary

72.963018.84
61Department of Economics and Related Studies, University of York

York, United Kingdom

73.088172.21
62Department of Economics, European University Institute

Firenze, Italy

73.33624.2
63Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)

Praha, Czech Republic

77.646644.7
64Faculteit Economie en Bedrijfswetenschappen, KU Leuven

Leuven, Belgium

79.3711376.77
65European Central Bank

Frankfurt am Main, Germany

79.38151129.95

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)

1.53
2Robert Korajczyk

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

2.85
3Mark P. Taylor

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

4
4Torben G. Andersen

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

4.79
5Chris Brooks

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

6.08
6Xavier Vives

IESE Business School, Universidad de Navarra, Pamplona, Spain
Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona, Spain

8.27
7Neil Shephard

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

8.59
8Carol Osler

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

9.66
9Peter C. B. Phillips

Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)

10.01
10Ricardo Lagos

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

10.13
11Lasse Heje Pedersen

Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)

12.73
12Bruno R Biais

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

13.17
13Takatoshi Ito

Faculty of Economics, University of Tokyo, Tokyo, Japan

13.5
14Nikolaus Hautsch

Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

13.99
15Michael 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)

16.06
16Paolo Pasquariello

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

16.61
17Thierry Foucault

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

17.92
18Jianqing Fan

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

19.55
19Lajos Horvath

20.23
20Guillaume Rocheteau

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

20.74
21Christopher J. Neely

Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)

20.9
22Ole E. Barndorff-Nielsen

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

21.06
23Mark Podolskij

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

22.52
24Pierre-Olivier Weill

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

22.84
25Owain ap Gwilym

Bangor Business School, Bangor University, Bangor, United Kingdom

22.89
26Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

24.16
27Colin Carter

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

25.67
28Marco Pagano

Centro Studi di Economia e Finanza (CSEF), Napoli, Italy
Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy

26.5
29Asger Lunde

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

27.73

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.