Top 10% Institutions and Economists in the Field of Market Microstructure, as of January 2020

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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 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.
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There are 8017 institutions with 57787 registered authors evaluated for all the rankings.

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Same ranking by authors, institutions, countries and regions, and more rankings for , including the individual criteria used here.

The rankings

Top 10% institutions in the field of Market Microstructure

For Market Microstructure, these are 272 authors affiliated with 955 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.33	48	0.86
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	2.92	17	1.06
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	2.92	50	1.06
3	Cass Business School, City University London, United Kingdom	5.5	37	4.09
4	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	6.53	426	0.83
5	Federal Reserve Bank of New York New York City, New York (USA)	7.51	81	3.54
6	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	9.78	30	0.89
7	Toulouse School of Economics (TSE) Toulouse, France	10.18	159	2.42
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	11.41	8	0.84
8	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	11.64	113	3.02
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.99	49	2.97
9	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	13.84	74	0.41
10	Graduate School of Business, Stanford University Stanford, California (USA)	14.23	38	0.61
11	Department of Economics, New York University (NYU) New York City, New York (USA)	16.41	52	0.39
12	Business School, University of Technology Sydney Sydney, Australia	16.72	90	3.84
13	IESE Business School, Universidad de Navarra Barcelona, Spain	17.87	15	0.23
14	Department of Economics, Princeton University Princeton, New Jersey (USA)	18.79	57	0.42
15	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	19.97	22	0.24
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	21.34	38	3.75
16	European Central Bank Frankfurt am Main, Germany	21.71	227	3.25
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	24.01	59	1.34
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	24.49	18	1.28
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	24.84	6	0.38
17	Stern School of Business, New York University (NYU) New York City, New York (USA)	25.64	50	0.33
18	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	26.75	11	0.95
19	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	28.41	66	1.38
20	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	30.52	57	0.79
21	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	32.72	34	2.66
22	Università Commerciale Luigi Bocconi Milano, Italy	32.98	169	1.23
23	Booth School of Business, University of Chicago Chicago, Illinois (USA)	33.5	62	2.53
---	Faculty of Finance, Cass Business School, City University London, United Kingdom	38.64	14	1.12
24	London School of Economics (LSE) London, United Kingdom	39.15	295	0.48
25	Université Paris-Dauphine (Paris IX) Paris, France	40.46	129	4.34
26	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	40.7	26	1
27	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	42.04	38	0.12
28	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	42.06	16	1
29	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	45.35	31	2.64
30	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	47.77	19	0.66
31	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	47.94	21	0.26
32	International Monetary Fund (IMF) Washington, District of Columbia (USA)	48.48	431	1.4
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	48.81	20	1.6
33	Economics Department, Georgetown University Washington, District of Columbia (USA)	49.8	46	0.22
34	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	52.54	8	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	52.54	5	1
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	53.32	34	2.85
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	53.97	7	0.57
35	School of Economics and Finance, Queen Mary University of London London, United Kingdom	54.36	51	1.75
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	56.51	56	0.27
36	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	56.51	67	0.27
37	Bank for International Settlements (BIS) Basel, Switzerland	57.25	76	0.78
38	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	57.67	188	2.07
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	59.81	12	0.05
39	Department of Economics, University of Chicago Chicago, Illinois (USA)	60.32	76	0.11
40	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	61.64	87	2.05
41	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	61.95	71	0.99
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	62.7	15	0.66
42	Marshall School of Business, University of Southern California Los Angeles, California (USA)	62.7	24	0.66
43	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	62.83	39	0.61
44	Business School, Imperial College London, United Kingdom	63.02	42	0.8
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	64.34	27	0.19
45	Graduate School of Business, Columbia University New York City, New York (USA)	64.34	45	0.19
46	Bank of Canada Ottawa, Canada	66	160	3.16
47	Department of Economics, University of California-Irvine Irvine, California (USA)	66.09	46	0.34
48	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	66.44	32	0.87
49	Business School, Deakin University Melbourne, Australia	69.17	74	0.91
50	Henley Business School, University of Reading Reading, United Kingdom	70.13	29	1.29
51	Centre for Economic Policy Research (CEPR) London, United Kingdom	70.87	323	0.34
52	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	71.79	117	1.47
53	Bank of England London, United Kingdom	72.46	205	3.64
54	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	73.53	94	1.74
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	74.44	13	1.05
55	Warwick Business School, University of Warwick Coventry, United Kingdom	74.44	27	1.05
56	Bangor Business School, Bangor University Bangor, United Kingdom	76.66	34	1
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	76.84	12	1.14
57	Department of Economics, Northwestern University Evanston, Illinois (USA)	77.46	40	0.1
58	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	78.78	102	0.47
59	Argyros School of Business and Economics, Chapman University Orange, California (USA)	78.95	51	0.57
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	78.95	41	0.57
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	79.28	30	2
60	School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom	82.39	57	3.37
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	82.49	2	0.02
61	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	86.31	52	0.56
62	Rotman School of Management, University of Toronto Toronto, Canada	86.4	44	0.94
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	86.4	10	0.94
63	Tinbergen Instituut Amsterdam, Netherlands	89.44	123	0.66
64	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	90.91	36	0.22
---	Finance Department, London School of Economics (LSE) London, United Kingdom	92.5	12	0.21
65	Department of Economics, McGill University Montréal, Canada	97.86	33	0.4
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	100.96	22	1.48
66	BI Handelshøyskolen Oslo, Norway	100.96	50	1.48
67	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	101.71	26	0.09
68	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	103.39	18	0.2
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	103.54	26	0.65
69	Judge Business School, University of Cambridge Cambridge, United Kingdom	106.41	39	0.11
---	School of Economics and Finance, Victoria Business School, Victoria University of Wellington Wellington, New Zealand	107.02	38	2.11
70	Victoria Business School, Victoria University of Wellington Wellington, New Zealand	107.02	46	2.11
71	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	107.51	145	0.64
72	New Economic School (NES) Moscow, Russia	108.06	47	1.03
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	108.89	23	0.98
73	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	109.03	85	1.83
74	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	110.17	51	0.21
75	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	110.41	149	0.31
76	Handelshögskolan i Stockholm Stockholm, Sweden	110.51	65	1.28
77	Department of Economics, University of California-Berkeley Berkeley, California (USA)	110.61	56	0.15
78	Kelley School of Business, Indiana University Bloomington, Indiana (USA)	115.02	25	0.3
---	Department of Finance, Handelshögskolan i Stockholm Stockholm, Sweden	115.71	10	1.12
79	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	116.21	92	1.78
80	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	118.72	16	0.12
81	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	120.07	46	0.15
82	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	125.42	61	0.33
83	Norges Bank Oslo, Norway	125.8	28	0.9
84	School of Business, East China University of Science and Technology Shanghai, China	126.62	5	0.35
85	Swiss Finance Institute Genève/Zürich, Switzerland	127.28	22	0.33
86	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	127.68	109	0.62
87	PBC School of Finance, Tsinghua University Beijing, China	127.77	8	0.19
88	Økonomisk Institut, Københavns Universitet København, Denmark	127.92	71	0.55
89	Facultad de Ciencia Económicas y Administrativas, Pontificia Universidad Católica de Chile Santiago, Chile	128.1	52	1.19
90	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	128.67	54	0.9
91	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	129.54	98	1.68
92	Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany	130.67	10	0.24
---	Escuela de Administración, Facultad de Ciencia Económicas y Administrativas, Pontificia Universidad Católica de Chile Santiago, Chile	131.22	14	1.18
---	Quantitative Finance Research Centre, Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	132.39	10	0.95
93	Handelshøgskolen, Universitetet i Stavanger Stavanger, Norway	132.6	12	1.61
94	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	133.98	54	0.38
95	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	137.72	29	1.04

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 272 authors affiliated with 955 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.88
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	2.96
3	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	3.58
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.65
5	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.96
6	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	5.33
7	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	8.29
8	Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France	12.83
9	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	13.15
10	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	13.58
11	Lasse Heje Pedersen	14.44
12	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14.91
13	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	16.91
14	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	16.93
15	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	17.19
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)	19.61
17	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	21.14
18	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	22.44
19	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	23.98
20	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	24.22
21	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	25.73
22	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	26.39
23	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.7
24	Rosario Nunzio Mantegna	29.1
25	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	29.22
26	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	29.45
27	Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA)	29.72

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 January 2020

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