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Top 10% Institutions and Economists in the Field of Market Microstructure, as of April 2014

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 319 authors affiliated with 689 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)

1.483631.59
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

2.671210.37
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

2.965044.61
3Department of Economics, Duke University

Durham, North Carolina (USA)

3.134435.11
4Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.0911883.54
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.195930.1
5Federal Reserve Bank of New York

New York City, New York (USA)

7.277469.27
6Department of Economics, Princeton University

Princeton, New Jersey (USA)

8.245137.5
7Cass Business School, City University

London, United Kingdom

8.663731.1
8Henley Business School, University of Reading

Reading, United Kingdom

8.862724.96
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

8.8699
9Warwick Business School, University of Warwick

Coventry, United Kingdom

11.082119.47
10Department of Economics, New York University (NYU)

New York City, New York (USA)

11.635441.65
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.6310.71
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.036653.59
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

13.375752.08
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.54139.79
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

14.9453.51
12Toulouse School of Economics (TSE)

Toulouse, France

15.96149126.04
13William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

17.541412.82
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

18.253926.47
14Booth School of Business, University of Chicago

Chicago, Illinois (USA)

22.455348.59
15IESE Business School, Universidad de Navarra

Barcelona, Spain

24.221812.69
16Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

24.664035.63
17National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

25.6348074.56
18Business School, University of Technology Sydney

Sydney, Australia

26.247873.02
19Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

26.333025.54
20Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

28.292421.14
21Warrington College of Business, University of Florida

Gainesville, Florida (USA)

32.511312.5
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

33.8633
22HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

33.861311.52
23Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

34.214640.32
24Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

34.582824.19
25Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

34.7110269.78
26Argyros School of Business and Economics, Chapman University

Orange, California (USA)

35.154227.85
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

35.624538.3
27Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

35.625345.59
28Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

36.763635.3
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

36.854240.35
29Department of Economics, University of California-Irvine

Irvine, California (USA)

38.512825.54
30Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

39.91914.98
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

42.2254.9
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

42.633721.17
---Finance & Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

44.442721.54
31Graduate School of Business, Columbia University

New York City, New York (USA)

44.444332.46
32School of Economics and Finance, Queen Mary

London, United Kingdom

47.774234.78
33Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

49.5432.45
34Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

49.787962.56
35Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

50.615650.77
36Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

51.92418.97
37Graduate School of Business, Stanford University

Stanford, California (USA)

52.163229.29
38Department of Economics, Northwestern University

Evanston, Illinois (USA)

52.723330
39Bank of Canada

Ottawa, Canada

54.057774.16
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

54.2362.51
40Department of Economics, University of Toronto

Toronto, Canada

56.055850.84
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

57.426554.89
41European Central Bank

Frankfurt am Main, Germany

57.54153132.92
42Department of Agricultural and Resource Economics, University of California-Davis

Davis, California (USA)

60.631815.97
43London School of Economics (LSE)

London, United Kingdom

60.86258180.02
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

61.02109.69
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

6254.75
44Rotman School of Management, University of Toronto

Toronto, Canada

623428.3
45Centre for Economic Policy Research (CEPR)

London, United Kingdom

63.7427930.04
46Faculty of Economics, University of Tokyo

Tokyo, Japan

66.242724.45
---Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

66.721612.06
47Economics Department, Georgetown University

Washington, District of Columbia (USA)

67.854334.92
48School of Economics and Political Science, Universität St. Gallen

Sankt Gallen, Switzerland

68.536251.55
49Department of Economics, Simon Fraser University

Burnaby, Canada

69.433936.61
50Université Paris-Dauphine (Paris IX)

Paris, France

69.8110783.17
51Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

69.856653.1
52Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)

Praha, Czech Republic

70.238155.54
53PBC School of Finance, Tsinghua University

Beijing, China

70.8111
54Fachbereich Wirtschaftswissenschaften, Universität Konstanz

Konstanz, Germany

71.114240.83
55Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

71.352115.72
56Saïd Business School, Oxford University

Oxford, United Kingdom

71.492918.52
57Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

72.27121115.17
58Department of Economics, Central European University

Budapest, Hungary

72.333119.15
59Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

72.476854.02
60BI Handelshøyskolen

Oslo, Norway

73.033025.03
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

74.5388
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

75.0986.8
61Bangor Business School, Bangor University

Bangor, United Kingdom

75.573531.49
62Schulich School of Business, York University

Toronto, Canada

76.5487.27
63Department of Economics, European University Institute

Firenze, Italy

77.823725
64Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover

Hannover, Germany

77.873834.15
65Department of Economics and Related Studies, University of York

York, United Kingdom

78.457970.37
66Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

78.735341.75
67Faculty of Business and Economics, Monash University

Melbourne, Australia

80.07108102.66
68Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

81.6254.25

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)

1.56
2Robert Korajczyk

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

2.82
3Mark P. Taylor

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

3.89
4Torben G. Andersen

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

4.38
5Chris Brooks

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

6.06
6Xavier Vives

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

8.09
7Neil Shephard

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

8.74
8Ricardo Lagos

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

10.23
9Peter C. B. Phillips

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

11.43
10Carol Osler

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

11.66
11Francis X. Diebold

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

12.64
12Bruno R Biais

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

13.3
13Lasse Heje Pedersen

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

13.53
14Nikolaus Hautsch

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

14.07
15Takatoshi Ito

Faculty of Economics, University of Tokyo, Tokyo, Japan

14.12
16Paolo Pasquariello

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

14.82
17Thierry Foucault

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

15.64
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)

18.09
19Guillaume Rocheteau

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

18.76
20Lajos Horvath

20.62
21Christopher J. Neely

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

21.79
22Ole E. Barndorff-Nielsen

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

23.06
23Mark Podolskij

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

24.58
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)

24.67
25Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

24.96
26Meziane Lasfer

Cass Business School, City University, London, United Kingdom

25.14
27Lucio Sarno

Cass Business School, City University, London, United Kingdom

25.26
28Colin Carter

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

27.14
29Asger Lunde

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

27.17
30Bruce Mizrach

Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)

28.66
31Jianqing Fan

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

28.89

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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