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

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• Only authors registered with the RePEc Author Service are considered.
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• Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
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• There are 7718 institutions with 54912 registered authors evaluated for all the rankings.

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The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 274 authors affiliated with 899 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	2.03
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	2.63
3	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	4.14
4	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	4.27
5	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.59
6	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	5.81
7	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	8.27
8	Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France	13.24
9	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	13.88
10	Lasse Heje Pedersen	13.9
11	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14.12
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.36
13	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	16.99
14	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	17.94
15	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	19.92
16	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	20.01
17	Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA)	21.76
18	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	22.03
19	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	22.04
20	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)	22.15
21	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	26.33
22	Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA) School of Economics, Singapore Management University, Singapore, Singapore	26.84
23	Kenneth R. Ahern Department of Finance and Business Economics, Marshall School of Business, University of Southern California, Los Angeles, California (USA)	26.88
24	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	27.27
25	Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland	28.99
26	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	29.81
27	Lucio Sarno Cass Business School, City University, London, United Kingdom	30

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.