Top 10% Institutions and Economists in the Field of Market Microstructure, as of August 2019

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Only authors registered with the RePEc Author Service are considered.
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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 institution according to the weights they have set to each in their profile, or by default according to a formula described here.
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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.
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There are 7898 institutions with 56748 registered authors evaluated for all the rankings.

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The rankings

Top 10% institutions in the field of Market Microstructure

For Market Microstructure, these are 287 authors affiliated with 933 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.56	45	0.85
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	2.78	17	1.01
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	2.78	48	1.01
3	Cass Business School, City University London, United Kingdom	4.5	38	4.19
4	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	6.29	422	0.83
5	Federal Reserve Bank of New York New York City, New York (USA)	7.32	81	3.12
6	Toulouse School of Economics (TSE) Toulouse, France	9.67	160	2.44
7	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	10.71	114	3.27
8	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	12.15	77	0.41
9	Graduate School of Business, Stanford University Stanford, California (USA)	12.6	36	0.59
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.96	48	2.95
10	Department of Economics, New York University (NYU) New York City, New York (USA)	14.97	52	0.39
11	Department of Economics, Princeton University Princeton, New Jersey (USA)	15.56	54	0.43
12	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	15.76	21	0.25
13	Business School, University of Technology Sydney Sydney, Australia	16.99	89	3.85
14	IESE Business School, Universidad de Navarra Barcelona, Spain	17.3	15	0.23
15	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	19.66	30	0.89
16	European Central Bank Frankfurt am Main, Germany	19.98	221	3.38
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	21.23	6	0.38
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	21.32	39	3.75
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	21.72	8	0.84
17	Stern School of Business, New York University (NYU) New York City, New York (USA)	24.12	51	0.33
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	24.87	20	1.29
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	26.4	59	1.18
18	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	27.34	64	1.38
19	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	28.9	10	0.45
20	Booth School of Business, University of Chicago Chicago, Illinois (USA)	29.14	62	2.53
21	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	29.94	56	0.78
22	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	31.45	31	2.66
23	Università Commerciale Luigi Bocconi Milano, Italy	32.91	168	1.23
24	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	40.18	38	0.12
---	Faculty of Finance, Cass Business School, City University London, United Kingdom	40.27	14	1.12
25	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	42.01	16	1
26	London School of Economics (LSE) London, United Kingdom	42.65	293	0.43
27	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	42.66	25	1
28	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	42.68	17	0.66
29	Université Paris-Dauphine (Paris IX) Paris, France	43.04	128	3.85
30	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	43.37	30	2.68
31	Economics Department, Georgetown University Washington, District of Columbia (USA)	45.93	48	0.22
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	47.1	19	1.62
32	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	50.39	20	0.26
33	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	50.85	80	2.55
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	51.96	55	0.27
34	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	51.96	66	0.27
35	Bank for International Settlements (BIS) Basel, Switzerland	53.05	74	0.83
36	International Monetary Fund (IMF) Washington, District of Columbia (USA)	54.49	424	1.36
37	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	55.22	32	0.88
38	Department of Economics, University of Chicago Chicago, Illinois (USA)	55.96	71	0.11
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	56.2	7	0.56
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	57.09	13	0.05
39	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	59.18	73	1
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	59.69	33	2.35
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	60	14	0.66
40	Marshall School of Business, University of Southern California Los Angeles, California (USA)	60	22	0.66
41	Business School, Imperial College London, United Kingdom	60.3	41	0.8
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	61.45	27	2.5
42	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	61.5	183	2.01
43	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	61.99	37	0.61
44	Department of Economics, University of California-Irvine Irvine, California (USA)	62.76	47	0.34
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	63.54	26	0.19
45	Graduate School of Business, Columbia University New York City, New York (USA)	63.54	44	0.19
46	Bank of Canada Ottawa, Canada	63.74	151	3.38
47	School of Economics and Finance, Queen Mary University of London London, United Kingdom	63.79	42	1.59
48	Argyros School of Business and Economics, Chapman University Orange, California (USA)	64.97	49	0.58
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	64.97	40	0.58
49	Centre for Economic Policy Research (CEPR) London, United Kingdom	68.38	312	0.3
50	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	71.08	117	1.47
51	Bangor Business School, Bangor University Bangor, United Kingdom	74.65	35	1
52	Department of Economics, Northwestern University Evanston, Illinois (USA)	75.3	40	0.1
53	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	75.45	99	0.47
54	Rotman School of Management, University of Toronto Toronto, Canada	75.47	43	0.97
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	75.47	10	0.97
55	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	75.63	89	1.74
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	78.04	3	0.02
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	78.26	12	1.14
56	Henley Business School, University of Reading Reading, United Kingdom	78.26	28	1.14
57	Business School, Deakin University Melbourne, Australia	79.3	80	0.91
58	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	82.76	52	0.56
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	83.56	13	1
59	Warwick Business School, University of Warwick Coventry, United Kingdom	83.56	27	1
60	Tinbergen Instituut Amsterdam, Netherlands	84.3	125	0.67
61	School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom	89.59	58	2.37
62	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	91.2	36	0.22
63	Kelley School of Business, Indiana University Bloomington, Indiana (USA)	94.08	25	0.3
64	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	94.58	24	0.09
65	Bank of England London, United Kingdom	95.11	202	3.22
66	Department of Economics, McGill University Montréal, Canada	96.34	35	0.4
---	Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway	98.97	21	1.48
67	BI Handelshøyskolen Oslo, Norway	98.97	50	1.48
68	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	101.2	84	1.83
69	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	101.66	145	0.32
70	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	101.74	146	0.64
71	New Economic School (NES) Moscow, Russia	102.03	46	1.03
---	School of Economics and Finance, Victoria Business School, Victoria University of Wellington Wellington, New Zealand	103.06	38	2.11
72	Victoria Business School, Victoria University of Wellington Wellington, New Zealand	103.06	45	2.11
73	Handelshögskolan i Stockholm Stockholm, Sweden	104.07	64	1.28
74	Department of Economics, University of California-Berkeley Berkeley, California (USA)	105.1	56	0.15
75	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	105.84	49	0.21
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	106.65	26	0.65
76	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	107.93	60	0.34
---	Department of Finance, Handelshögskolan i Stockholm Stockholm, Sweden	110.31	10	1.12
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	110.45	23	0.96
77	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	112.89	17	0.12
---	Finance Department, London School of Economics (LSE) London, United Kingdom	113.02	12	0.15
78	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	114.21	83	0.98
79	PBC School of Finance, Tsinghua University Beijing, China	114.5	8	0.19
80	Graduate School of Management, Macquarie University Sydney, Australia	117.16	4	1
81	School of Business, East China University of Science and Technology Shanghai, China	118.44	5	0.35
82	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	118.49	48	0.9
83	Facultad de Ciencia Económicas y Administrativas, Pontificia Universidad Católica de Chile Santiago, Chile	120.6	52	1.19
84	Norges Bank Oslo, Norway	122.71	29	0.9
85	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	123.01	44	0.15
86	Swiss Finance Institute Genève/Zürich, Switzerland	123.05	21	0.33
---	Escuela de Administración, Facultad de Ciencia Económicas y Administrativas, Pontificia Universidad Católica de Chile Santiago, Chile	123.24	14	1.18
---	Department of Finance, Kelley School of Business, Indiana University Bloomington, Indiana (USA)	124.48	6	0.25
87	Økonomisk Institut, Københavns Universitet København, Denmark	125.27	73	0.55
88	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	125.4	102	1.68
89	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	127.63	108	0.62
---	Quantitative Finance Research Centre, Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	128.01	10	0.95
90	Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany	128.8	9	0.25
91	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	130.23	30	1.04
92	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	132.99	54	0.4
93	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	139.55	24	0.68

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 287 authors affiliated with 933 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	2.19
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	2.62
3	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	4.25
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.42
5	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.43
6	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	5.98
7	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	9.71
8	Lasse Heje Pedersen	11.72
9	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	12.76
10	Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France	12.85
11	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.01
12	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	15.05
13	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	16.22
14	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)	17.64
15	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	18.41
16	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	20.92
17	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	21.99
18	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	22.25
19	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	22.57
20	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	22.91
21	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	26.63
22	Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA)	27.55
23	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	28.15
24	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	28.5
25	Angelo Ranaldo Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	28.53
26	Rosario Nunzio Mantegna	28.97
27	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)	29.11
28	Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA) School of Economics, Singapore Management University, Singapore, Singapore	30.55

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.

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Top 10% Institutions and Economists in the Field of Market Microstructure, as of August 2019

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