Top 10% Institutions and Economists in the Field of Market Microstructure, as of October 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 7942 institutions with 57157 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 290 authors affiliated with 942 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.42	45	0.86
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	2.86	17	1.06
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	2.86	49	1.06
3	Cass Business School, City University London, United Kingdom	4.46	38	4.19
4	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	6.5	424	0.83
5	Federal Reserve Bank of New York New York City, New York (USA)	8.51	80	3.06
6	Toulouse School of Economics (TSE) Toulouse, France	9.44	160	2.43
7	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	10.3	114	3.29
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.38	49	2.97
8	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	12.48	76	0.41
9	Graduate School of Business, Stanford University Stanford, California (USA)	12.74	38	0.59
10	Department of Economics, New York University (NYU) New York City, New York (USA)	14.51	53	0.39
11	IESE Business School, Universidad de Navarra Barcelona, Spain	14.98	14	0.23
12	Business School, University of Technology Sydney Sydney, Australia	16.55	89	3.85
13	Department of Economics, Princeton University Princeton, New Jersey (USA)	17.6	56	0.43
14	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	18.54	30	0.89
15	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	18.58	21	0.24
16	European Central Bank Frankfurt am Main, Germany	19.95	222	3.27
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	20.76	8	0.84
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	21.38	38	3.75
17	Stern School of Business, New York University (NYU) New York City, New York (USA)	23.41	51	0.33
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	24.16	6	0.38
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	24.64	20	1.28
18	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	27.21	65	1.38
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	27.56	59	1.17
19	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	28.64	58	0.79
20	Booth School of Business, University of Chicago Chicago, Illinois (USA)	30.53	62	2.53
21	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	30.9	32	2.66
22	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	31.65	10	0.45
23	Università Commerciale Luigi Bocconi Milano, Italy	32.89	170	1.23
---	Faculty of Finance, Cass Business School, City University London, United Kingdom	37.21	14	1.12
24	London School of Economics (LSE) London, United Kingdom	38.24	291	0.48
25	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	40.18	38	0.12
26	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	40.55	25	1
27	Université Paris-Dauphine (Paris IX) Paris, France	40.57	126	3.85
28	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	42.18	16	1
29	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	42.98	30	2.67
30	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	45.78	18	0.66
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	46.75	19	1.62
31	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	48.73	20	0.26
32	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	48.99	80	2.55
33	International Monetary Fund (IMF) Washington, District of Columbia (USA)	50.52	428	1.4
34	Economics Department, Georgetown University Washington, District of Columbia (USA)	50.55	46	0.22
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	52.21	56	0.27
35	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	52.21	67	0.27
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	52.54	7	0.57
36	Bank for International Settlements (BIS) Basel, Switzerland	53	74	0.83
37	Department of Economics, University of Chicago Chicago, Illinois (USA)	55.9	75	0.11
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	56.22	13	0.05
38	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	57.05	185	2.07
39	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	57.09	73	1
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	58.76	33	2.35
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	59.12	15	0.66
40	Marshall School of Business, University of Southern California Los Angeles, California (USA)	59.12	24	0.66
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	60.79	27	2.5
41	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	60.98	37	0.61
42	Department of Economics, University of California-Irvine Irvine, California (USA)	62.34	47	0.34
43	School of Economics and Finance, Queen Mary University of London London, United Kingdom	62.57	41	1.59
44	Bank of Canada Ottawa, Canada	62.83	151	3.24
45	Business School, Imperial College London, United Kingdom	62.95	41	0.8
46	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	64.36	33	0.88
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	65.08	27	0.19
47	Graduate School of Business, Columbia University New York City, New York (USA)	65.08	45	0.19
48	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	66.51	117	1.47
49	Centre for Economic Policy Research (CEPR) London, United Kingdom	70.46	312	0.34
50	Argyros School of Business and Economics, Chapman University Orange, California (USA)	72.57	51	0.57
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	72.57	42	0.57
51	Business School, Deakin University Melbourne, Australia	72.66	81	0.91
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	73.26	14	1.05
52	Warwick Business School, University of Warwick Coventry, United Kingdom	73.26	28	1.05
53	Bangor Business School, Bangor University Bangor, United Kingdom	73.41	34	1
54	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	73.74	100	0.47
55	Department of Economics, Northwestern University Evanston, Illinois (USA)	74.29	39	0.1
56	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	74.58	91	1.74
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	76.71	3	0.02
57	School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom	79.43	59	3.37
58	Rotman School of Management, University of Toronto Toronto, Canada	80.58	44	0.97
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	80.58	10	0.97
59	Tinbergen Instituut Amsterdam, Netherlands	81.27	123	0.67
60	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	84.36	53	0.56
61	Bank of England London, United Kingdom	85.5	205	3.28
---	Finance Department, London School of Economics (LSE) London, United Kingdom	89.51	12	0.21
62	Department of Economics, McGill University Montréal, Canada	94.66	34	0.4
---	Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway	95.96	22	1.48
63	BI Handelshøyskolen Oslo, Norway	95.96	50	1.48
64	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	96.91	36	0.22
65	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	97.29	24	0.09
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	100.06	23	0.98
---	School of Economics and Finance, Victoria Business School, Victoria University of Wellington Wellington, New Zealand	100.3	38	2.11
66	Victoria Business School, Victoria University of Wellington Wellington, New Zealand	100.3	45	2.11
67	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	101.17	148	0.32
68	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	101.47	145	0.64
69	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	101.6	84	1.83
70	New Economic School (NES) Moscow, Russia	101.95	47	1.03
71	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	104.41	49	0.21
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	104.46	26	0.65
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	104.74	12	1.14
72	Henley Business School, University of Reading Reading, United Kingdom	104.74	28	1.14
73	Department of Economics, University of California-Berkeley Berkeley, California (USA)	105.31	55	0.15
74	Handelshögskolan i Stockholm Stockholm, Sweden	110.14	64	1.28
75	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	111.7	84	0.98
76	Kelley School of Business, Indiana University Bloomington, Indiana (USA)	111.73	25	0.3
---	Department of Finance, Handelshögskolan i Stockholm Stockholm, Sweden	116.14	10	1.12
77	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	119.59	46	0.15
78	Facultad de Ciencia Económicas y Administrativas, Pontificia Universidad Católica de Chile Santiago, Chile	120.1	52	1.19
79	Norges Bank Oslo, Norway	120.37	27	0.9
80	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	120.75	17	0.12
81	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	121.23	54	0.9
82	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	121.67	59	0.34
83	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	122.05	100	1.68
---	Escuela de Administración, Facultad de Ciencia Económicas y Administrativas, Pontificia Universidad Católica de Chile Santiago, Chile	122.66	14	1.18
84	Økonomisk Institut, Københavns Universitet København, Denmark	122.85	72	0.55
85	PBC School of Finance, Tsinghua University Beijing, China	123.13	8	0.19
86	Swiss Finance Institute Genève/Zürich, Switzerland	124.2	21	0.33
87	School of Business, East China University of Science and Technology Shanghai, China	124.92	5	0.35
88	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	125.33	108	0.62
---	Quantitative Finance Research Centre, Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	125.43	10	0.95
89	Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany	129.24	9	0.24
90	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	130.56	55	0.38
91	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	136.01	23	0.68
92	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	136.38	30	1.04
93	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	138.22	7	0.09
94	INSEAD Fontainebleau, France	141.3	19	0.53

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 290 authors affiliated with 942 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.8
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	2.76
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	3.97
4	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	5.04
5	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	5.06
6	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.42
7	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	7.02
8	Lasse Heje Pedersen	12.52
9	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	12.54
10	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	13.36
11	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	13.52
12	Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France	13.81
13	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	15.79
14	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	16.41
15	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	20.7
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)	21.11
17	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	22.33
18	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	22.81
19	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	22.86
20	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	24.43
21	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	25.48
22	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	26.64
23	Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA)	28.07
24	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	28.49
25	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	28.71
26	Angelo Ranaldo Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	28.73
27	Rosario Nunzio Mantegna	29.53
28	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)	29.88
29	Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway	30.16

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 October 2019

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