Top 10% Institutions and Economists in the Field of Market Microstructure, as of January 2018

What this page is about

This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

• 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.
• 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.
• There are 52073 registered authors evaluated for all the rankings.
• Authors with multiple affiliations are attributed to each institution according to the weights they have set to each in their profile, or by default according to a formula described here.
• Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
• Only institutions listed in EDIRC are counted.
• 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 8618 institutions with 52073 registered authors evaluated for all the rankings.

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 247 authors affiliated with 868 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev	1.79
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.21
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	3.77
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona, Spain	3.82
5	Mark P. Taylor	3.87
6	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	7.9
7	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	9.86
8	Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France	12.55
9	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	12.68
10	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.17
11	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14.61
12	Lasse Heje Pedersen	14.91
13	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	15.56
14	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	16.14
15	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	18.24
16	Michael 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)	19.19
17	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	21
18	Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA)	21.64
19	Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA) School of Economics, Singapore Management University, Singapore, Singapore	23.15
20	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	23.62
21	Pierre-Olivier Weill Department of Economics, University of California-Los Angeles (UCLA), Los Angeles, California (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	24.23
22	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	24.66
23	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	25.62
24	Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	26.19

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:

• Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Instituto Valenciano de Investigaciones Económicas (IVIE), Valencia, Spain.
• Abstract views and downloads statistics from LogEc project by Sune Karlsson, Örebro University, Sweden.
• Author registration by Ivan Kumanov, Minsk, Belarus.
• Institutions database and ranking computations by Christian Zimmermann, Federal Reserve Bank of St. Louis.
• RePEc has been initiated by Thomas Krichel.