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

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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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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 8035 institutions with 58001 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 274 authors affiliated with 953 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.52	48	0.86
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	2.63	18	1.06
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	2.63	51	1.06
3	Cass Business School, City University London, United Kingdom	5.66	38	4.09
4	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	6.46	426	0.83
5	Federal Reserve Bank of New York New York City, New York (USA)	6.82	81	3.39
6	Toulouse School of Economics (TSE) Toulouse, France	9.39	160	2.42
7	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	11.08	114	3.02
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.41	49	2.97
8	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	12.51	74	0.41
8	Graduate School of Business, Stanford University Stanford, California (USA)	12.51	38	0.61
10	Business School, University of Technology Sydney Sydney, Australia	16.38	89	3.84
11	Department of Economics, New York University (NYU) New York City, New York (USA)	16.66	52	0.36
12	Department of Economics, Princeton University Princeton, New Jersey (USA)	17.25	57	0.42
13	IESE Business School, Universidad de Navarra Barcelona, Spain	17.28	15	0.23
14	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	18.08	31	0.89
15	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	19.09	22	0.24
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	19.55	37	3.75
16	European Central Bank Frankfurt am Main, Germany	20	228	3.32
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	20.36	8	0.84
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	22.26	59	1.32
17	Stern School of Business, New York University (NYU) New York City, New York (USA)	22.88	49	0.33
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	24.08	6	0.38
18	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	24.55	11	0.95
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	25.15	19	1.28
19	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	26.54	66	1.37
20	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	28.81	58	0.79
21	Booth School of Business, University of Chicago Chicago, Illinois (USA)	31.3	63	2.5
22	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	31.65	34	2.66
23	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	34.29	26	1
24	Università Commerciale Luigi Bocconi Milano, Italy	34.79	170	1.23
---	Faculty of Finance, Cass Business School, City University London, United Kingdom	37.84	15	1.12
25	London School of Economics (LSE) London, United Kingdom	39.25	296	0.48
26	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	41.27	16	1
27	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	41.54	39	0.12
28	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	43.08	31	2.64
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	47	20	1.6
29	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	48.39	20	0.66
30	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	48.73	21	0.26
31	International Monetary Fund (IMF) Washington, District of Columbia (USA)	51.51	435	1.4
32	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	52.21	11	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	52.21	8	1
33	Economics Department, Georgetown University Washington, District of Columbia (USA)	53.38	46	0.22
34	Bank for International Settlements (BIS) Basel, Switzerland	54.13	77	0.82
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	54.2	7	0.57
35	Université Paris-Dauphine (Paris IX) Paris, France	54.82	130	4.24
36	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	55.52	71	0.99
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	56.17	56	0.26
37	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	56.17	67	0.26
38	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	56.49	87	2.05
39	School of Economics and Finance, Queen Mary University of London London, United Kingdom	56.5	51	1.72
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	57.92	12	0.05
40	Bank of Canada Ottawa, Canada	58.07	160	3.32
41	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	58.75	189	2.07
42	Department of Economics, University of Chicago Chicago, Illinois (USA)	59.9	76	0.11
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	60.95	15	0.66
43	Marshall School of Business, University of Southern California Los Angeles, California (USA)	60.95	24	0.66
44	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	61.69	94	2.07
45	Business School, Imperial College London, United Kingdom	61.97	42	0.8
46	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	64.55	39	0.61
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	66.01	27	0.19
47	Graduate School of Business, Columbia University New York City, New York (USA)	66.01	45	0.19
48	Department of Economics, University of California-Irvine Irvine, California (USA)	67.73	46	0.34
49	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	68.4	32	0.84
50	Business School, Deakin University Melbourne, Australia	68.78	74	0.91
51	Henley Business School, University of Reading Reading, United Kingdom	69.16	29	1.29
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	69.77	30	2
52	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	70.29	117	1.47
53	Bank of England London, United Kingdom	70.3	205	3.69
54	Centre for Economic Policy Research (CEPR) London, United Kingdom	71.24	323	0.34
55	Argyros School of Business and Economics, Chapman University Orange, California (USA)	71.72	51	0.71
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	71.72	42	0.71
56	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	75.42	103	0.47
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	75.82	12	1.14
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	79.94	2	0.02
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	80.13	34	2.74
57	School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom	80.45	59	3.37
58	Department of Economics, Northwestern University Evanston, Illinois (USA)	80.53	40	0.1
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	80.64	13	1.05
59	Warwick Business School, University of Warwick Coventry, United Kingdom	80.64	27	1.05
60	Bangor Business School, Bangor University Bangor, United Kingdom	81.1	34	1
61	Rotman School of Management, University of Toronto Toronto, Canada	84.5	44	0.94
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	84.5	10	0.94
62	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	84.86	52	0.56
63	Tinbergen Instituut Amsterdam, Netherlands	85.42	123	0.66
64	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	91.18	36	0.22
---	Finance Department, London School of Economics (LSE) London, United Kingdom	92.94	12	0.2
65	Department of Economics, McGill University Montréal, Canada	97.2	33	0.4
66	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	97.43	18	0.2
---	School of Economics and Finance, Victoria Business School, Victoria University of Wellington Wellington, New Zealand	99.1	38	2.11
67	Victoria Business School, Victoria University of Wellington Wellington, New Zealand	99.1	46	2.11
68	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	100.89	26	0.09
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	101.28	22	1.48
69	BI Handelshøyskolen Oslo, Norway	101.28	51	1.48
70	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	101.52	86	1.83
71	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	103.75	145	0.64
72	Judge Business School, University of Cambridge Cambridge, United Kingdom	106.41	39	0.11
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	107.3	23	0.98
73	New Economic School (NES) Moscow, Russia	108.52	47	1.03
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	111.46	26	0.65
74	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	111.48	52	0.21
75	Kelley School of Business, Indiana University Bloomington, Indiana (USA)	112.75	25	0.3
76	Handelshögskolan i Stockholm Stockholm, Sweden	112.92	66	1.28
77	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	113.41	148	0.3
78	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	116.88	16	0.12
79	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	117.38	91	1.78
---	Department of Finance, Handelshögskolan i Stockholm Stockholm, Sweden	118.01	10	1.12
80	Department of Economics, University of California-Berkeley Berkeley, California (USA)	118.18	56	0.13
81	School of Business, East China University of Science and Technology Shanghai, China	119.83	5	0.35
82	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	122.64	54	0.9
83	Norges Bank Oslo, Norway	124.02	28	0.9
84	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	125.81	46	0.15
85	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	127.42	98	1.68
86	PBC School of Finance, Tsinghua University Beijing, China	127.61	8	0.19
87	Økonomisk Institut, Københavns Universitet København, Denmark	128.41	72	0.55
88	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	128.81	109	0.62
89	Swiss Finance Institute Genève/Zürich, Switzerland	130.08	23	0.33
90	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	131.58	61	0.33
91	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	131.68	54	0.38
91	Facultad de Ciencia Económicas y Administrativas, Pontificia Universidad Católica de Chile Santiago, Chile	131.68	53	1.17
---	Escuela de Administración, Facultad de Ciencia Económicas y Administrativas, Pontificia Universidad Católica de Chile Santiago, Chile	134.53	14	1.16
93	Handelshøgskolen, Universitetet i Stavanger Stavanger, Norway	134.96	12	1.61
94	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	135.08	32	1.04
95	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	135.61	23	0.68

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 274 authors affiliated with 953 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.84
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.01
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.34
4	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.9
5	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	5.19
6	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	5.95
7	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	7.09
8	Lasse Heje Pedersen	12.75
9	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	12.85
10	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	12.86
11	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14.09
12	Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France	14.11
13	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	16.75
14	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	17.23
15	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)	17.87
16	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	18.89
17	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	21.51
18	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	22.02
19	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	22.66
20	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	23.82
21	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	24.97
22	Rosario Nunzio Mantegna	26.02
23	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.04
24	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	27.19
25	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	28.83
26	Angelo Ranaldo Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	29.18
27	Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA)	30.08

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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