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Top 10% Institutions and Economists in the Field of Market Microstructure, as of November 2017

What this page is about

This page is part of a larger set of rankings for research items, serial, individuals and institutions made available on this site. A FAQ is available. Additional detail specific to this particular ranking are:

  • Only authors registered with the RePEc Author Service are considered.
  • Only works listed on RePEc and claimed as theirs by registered authors are counted.
  • A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
  • Authors with multiple affiliations are attributed to each according to the weights they have set to each in their profile, or by default according to a formula described here.
  • Only institutions listed in EDIRC are counted.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
  • The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
  • Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
  • There are 7545 institutions with 51591 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Market Microstructure, these are 271 authors affiliated with 866 institutions.
All authors classified in this field.

Top 10% institutions in the field of Market Microstructure

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

1.17430.94
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

3.42580.6
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.81163.53
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6553.49
4Cass Business School, City University

London, United Kingdom

6.66413.35
5Federal Reserve Bank of New York

New York City, New York (USA)

6.88792.99
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

6.98180.77
6Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

6.98460.77
7Toulouse School of Economics (TSE)

Toulouse, France

7.21612.56
8National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

8.534930.47
9Warwick Business School, University of Warwick

Coventry, United Kingdom

9.16291.26
10Department of Economics, Princeton University

Princeton, New Jersey (USA)

13.69500.51
11Department of Economics, New York University (NYU)

New York City, New York (USA)

13.82520.4
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

16.48170.24
12William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

17.42130.59
13Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

17.51740.28
14IESE Business School, Universidad de Navarra

Barcelona, Spain

18.29150.21
15Bank for International Settlements (BIS)

Basel, Switzerland

19.59721.18
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

21.0360.44
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

21.3730.07
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

21.96601.08
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

23.29261.31
16Graduate School of Business, Stanford University

Stanford, California (USA)

24.19350.55
17Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

24.32600.77
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

24.9780.83
18HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

24.97290.83
19Università Commerciale Luigi Bocconi

Milano, Italy

25.341701.56
20Booth School of Business, University of Chicago

Chicago, Illinois (USA)

28.58552.05
21Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

31.62321.16
22Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

32.5200.67
23Business School, University of Technology Sydney

Sydney, Australia

33.33833.54
24London School of Economics (LSE)

London, United Kingdom

35.253090.56
25Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

36.39360.11
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

36.75433.51
26Université Paris-Dauphine (Paris IX)

Paris, France

38.031323.75
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

40.0850.1
27European Central Bank

Frankfurt am Main, Germany

40.561942.16
28Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

43.09290.85
29Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

43.35231
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

43.69510.29
30Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

43.69620.29
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

45.88363
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

45.92121.47
31Henley Business School, University of Reading

Reading, United Kingdom

45.92281.47
32Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

47.58701.15
33School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

48.31271.62
34Argyros School of Business and Economics, Chapman University

Orange, California (USA)

48.35510.51
35Department of Economics, University of California-Irvine

Irvine, California (USA)

48.85370.36
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

50.0760.57
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

51.55140.74
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

52.01181.56
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

52.94410.46
36Economics Department, Georgetown University

Washington, District of Columbia (USA)

53.91440.17
37Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

58.88992.74
38Department of Economics, Northwestern University

Evanston, Illinois (USA)

60.49350.11
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

61.04170.19
40Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

61.52791.74
41School of Economics and Finance, Queen Mary University of London

London, United Kingdom

63.27441.54
42Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

64.11730.82
43Centre for Economic Policy Research (CEPR)

London, United Kingdom

64.313160.17
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

66.67131
---Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

67.94260.89
44Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

69.47911.88
45Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

69.54360.49
46Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

71.46620.13
47Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

72.79430.32
48Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

72.931690.7
49Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

73.7730.67
50Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

74.08530.34
51School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

74.36220.09
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

74.86310.15
52Graduate School of Business, Columbia University

New York City, New York (USA)

74.86470.15
53Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

78.57801.21
54Tinbergen Instituut

Amsterdam, Netherlands

78.721400.75
55Business School, Deakin University

Melbourne, Australia

79.24560.87
56Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

81.421171.47
57Rotman School of Management, University of Toronto

Toronto, Canada

82.09410.32
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

82.0980.32
58Department of Economics, University of Toronto

Toronto, Canada

83.13611.57
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

83.53201.47
59BI Handelshøyskolen

Oslo, Norway

83.53451.47
60International Monetary Fund (IMF)

Washington, District of Columbia (USA)

83.824110.67
61Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

84.71640.33
62Department of Economics, McGill University

Montréal, Canada

85.76350.36
63Department of Economics, Simon Fraser University

Burnaby, Canada

87.85431.43
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

89.441021.42
64Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

89.7300.71
65DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

90.61500.34
66PBC School of Finance, Tsinghua University

Beijing, China

90.7870.21
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

90.81281.68
67Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

91.45952.27
68Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

91.84330.18
69Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

97.11141.9
70Graduate School of Management, Macquarie University

Sydney, Australia

97.4951
71School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

100.29980.45
72New Economic School (NES)

Moscow, Russia

103.82460.92
73Norges Bank

Oslo, Norway

107.28330.82
74School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

107.65542.23
75Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

108.65500.87
76Sloan School of Management, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

111.21400.13
77Schulich School of Business, York University

Toronto, Canada

114.5170.15
78Singapore Management University

Singapore, Singapore

115.57400.09
79Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

116.1280.25
80Bangor Business School, Bangor University

Bangor, United Kingdom

116.35350.66
81London Business School (LBS)

London, United Kingdom

116.72330.07
82Monash Business School, Monash University

Melbourne, Australia

117.381520.56
---School of Economics, Singapore Management University

Singapore, Singapore

117.52320.09
83Institut Européen d'Administration (INSEAD)

Fontainebleau, France

120.14191.64
84Department of Economics and Related Studies, University of York

York, United Kingdom

121.37840.07
85College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

122.84240.68
86Cardiff Business School, Cardiff University

Cardiff, United Kingdom

122.98562.31

Top 10% authors in the field of Market Microstructure

Ranking of institutions
Ranking of authors
Details

RankAuthorScore
1Tim Bollerslev

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

1.86
2George Tauchen

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

2.48
3Mark P. Taylor

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

3.78
4Xavier Vives

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

4.06
5Torben G. Andersen

National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)

4.17
6Thierry Foucault

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

7.44
7Yacine Ait-Sahalia

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

8.96
8Ricardo Lagos

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

11.39
9Bruno R Biais

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

11.59
10Nikolaus Hautsch

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

12.01
11Neil Shephard

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

13.41
12Lasse Heje Pedersen

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

14.28
13Carol Osler

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

14.68
14Takatoshi Ito

School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)

17.41
15Francis X. Diebold

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

17.67
16Guillaume Rocheteau

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

19.97
17Martin Evans

Economics Department, Georgetown University, Washington, District of Columbia (USA)

20.31
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)

20.5
19Peter Reinhard Hansen

Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)

22.43
20Peter C. B. Phillips

Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore

23.14
21Pierre-Olivier Weill

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

23.69
22Ole E. Barndorff-Nielsen

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

23.78
23Oliver Bruce Linton

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

24.14
24Thomas P. Gehrig

Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

24.72
25Asger Lunde

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

25.19
26Dagfinn Rime

Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway

25.7
27Mark Podolskij

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

26.51

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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IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.