Top 10% Institutions and Economists in the Field of Market Microstructure, as of March 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 8050 institutions with 58208 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 275 authors affiliated with 954 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	1.85	18	1.06
1	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	1.85	51	1.06
2	Cass Business School, City University London, United Kingdom	4.74	39	4.09
3	Department of Economics, Duke University Durham, North Carolina (USA)	5.34	48	0.71
4	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	5.95	426	0.83
5	Federal Reserve Bank of New York New York City, New York (USA)	6.41	80	3.47
6	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	10.21	114	3.02
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	11.54	49	2.97
7	IESE Business School, Universidad de Navarra Barcelona, Spain	11.85	14	0.23
8	Department of Economics, New York University (NYU) New York City, New York (USA)	13.27	52	0.36
9	Department of Economics, Princeton University Princeton, New Jersey (USA)	14.61	57	0.42
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	14.65	73	0.41
11	Graduate School of Business, Stanford University Stanford, California (USA)	15.08	39	0.61
12	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	15.22	32	0.89
13	Business School, University of Technology Sydney Sydney, Australia	15.9	89	3.84
14	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	16.46	22	0.24
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	17.4	9	0.84
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	19.68	6	0.38
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	20.41	37	3.75
15	Toulouse School of Economics (TSE) Toulouse, France	22.22	160	2.17
16	European Central Bank Frankfurt am Main, Germany	23.15	230	3.14
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	23.45	58	1.36
17	Stern School of Business, New York University (NYU) New York City, New York (USA)	25.29	49	0.33
18	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	26.71	11	0.95
19	Booth School of Business, University of Chicago Chicago, Illinois (USA)	29.1	63	2.5
20	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	29.11	26	1
21	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	31.64	58	0.79
22	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	32.71	66	1.37
23	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	33.53	15	1
24	Università Commerciale Luigi Bocconi Milano, Italy	33.77	170	1.23
25	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	34.09	34	2.66
---	Faculty of Finance, Cass Business School, City University London, United Kingdom	35.38	15	1.12
26	London School of Economics (LSE) London, United Kingdom	37.63	293	0.48
27	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	39.45	39	0.12
28	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	42.1	32	2.64
29	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	44.03	21	0.26
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	45.94	21	1.6
30	Université Paris-Dauphine (Paris IX) Paris, France	46.64	130	4.24
31	Economics Department, Georgetown University Washington, District of Columbia (USA)	47.67	46	0.22
32	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	49.75	85	2.05
33	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	50.21	19	0.66
34	Bank for International Settlements (BIS) Basel, Switzerland	51.46	80	0.82
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	53.24	58	0.26
35	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	53.24	69	0.26
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	54.18	15	0.66
36	Marshall School of Business, University of Southern California Los Angeles, California (USA)	54.18	24	0.66
37	School of Economics and Finance, Queen Mary University of London London, United Kingdom	56.36	51	1.72
38	International Monetary Fund (IMF) Washington, District of Columbia (USA)	57.64	437	1.27
39	Bank of Canada Ottawa, Canada	57.86	160	3.3
40	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	59.98	71	0.99
41	Department of Economics, University of California-Irvine Irvine, California (USA)	60.48	47	0.34
42	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	60.51	190	2.07
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	60.51	30	2
43	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	60.56	94	2.07
44	Business School, Imperial College London, United Kingdom	60.59	42	0.8
45	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	61.34	11	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	61.34	8	1
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	63.41	12	0.05
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	63.76	26	0.19
46	Graduate School of Business, Columbia University New York City, New York (USA)	63.76	44	0.19
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	64.23	7	0.57
47	Centre for Economic Policy Research (CEPR) London, United Kingdom	65.58	323	0.35
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	66.48	34	2.74
48	Henley Business School, University of Reading Reading, United Kingdom	67.91	29	1.3
49	Business School, Deakin University Melbourne, Australia	68.11	74	0.91
50	Department of Economics, University of Chicago Chicago, Illinois (USA)	68.43	77	0.11
51	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	68.73	104	0.47
52	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	69.53	116	1.47
53	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	72.74	38	0.64
54	Bangor Business School, Bangor University Bangor, United Kingdom	74.11	34	1
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	75.33	12	1.16
55	Rotman School of Management, University of Toronto Toronto, Canada	75.5	44	0.94
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	75.5	10	0.94
56	Tinbergen Instituut Amsterdam, Netherlands	78.79	123	0.66
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	80.99	13	1.18
57	Warwick Business School, University of Warwick Coventry, United Kingdom	80.99	27	1.18
58	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	81.87	36	0.22
59	Argyros School of Business and Economics, Chapman University Orange, California (USA)	82.07	51	0.69
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	82.07	42	0.69
60	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	82.44	32	0.84
61	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	83.14	52	0.56
62	School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom	83.47	59	3.37
---	Finance Department, London School of Economics (LSE) London, United Kingdom	88.05	11	0.2
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	91.87	2	0.02
63	Department of Economics, McGill University Montréal, Canada	93.67	33	0.4
64	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	94.05	26	0.09
65	Judge Business School, University of Cambridge Cambridge, United Kingdom	96.24	40	0.11
66	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	96.28	86	1.83
67	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	97.74	145	0.64
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	97.97	19	1.01
68	Department of Economics, Northwestern University Evanston, Illinois (USA)	100.32	40	0.1
69	Handelshögskolan i Stockholm Stockholm, Sweden	101.15	66	1.28
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	103.07	38	2.11
70	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	103.07	46	2.11
71	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	103.49	148	0.3
---	Department of Finance, Handelshögskolan i Stockholm Stockholm, Sweden	105.87	10	1.12
72	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	106	18	0.2
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	107.79	26	0.65
73	Kelley School of Business, Indiana University Bloomington, Indiana (USA)	108.15	25	0.3
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	110.48	22	0.98
74	School of Business, East China University of Science and Technology Shanghai, China	113.85	5	0.34
75	Department of Economics, University of California-Berkeley Berkeley, California (USA)	115.07	56	0.13
76	Swiss Finance Institute Genève/Zürich, Switzerland	115.56	23	0.33
77	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	116.63	16	0.12
78	PBC School of Finance, Tsinghua University Beijing, China	117.85	8	0.19
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	118.63	22	1.48
79	BI Handelshøyskolen Oslo, Norway	118.63	51	1.48
80	Bank of England London, United Kingdom	120.54	206	3.03
81	Facultad de Ciencia Económicas y Administrativas, Pontificia Universidad Católica de Chile Santiago, Chile	122.18	53	1.17
82	Handelshøgskolen, Universitetet i Stavanger Stavanger, Norway	123.04	12	1.61
---	Escuela de Administración, Facultad de Ciencia Económicas y Administrativas, Pontificia Universidad Católica de Chile Santiago, Chile	125.22	14	1.16
83	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	126.58	54	0.38
84	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	127.35	24	0.68
85	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	128.28	52	0.21
86	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	128.32	156	1.96
87	Graduate School of Management, Macquarie University Sydney, Australia	128.96	4	1
88	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	129.04	29	1.04
89	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	131.33	98	1.68
---	Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	131.56	34	0.6
90	New Economic School (NES) Moscow, Russia	134.68	47	1.04
91	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	134.97	93	1.78
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	135.52	1	0.66
92	Department of Economics and Related Studies, University of York York, United Kingdom	135.63	92	0.07
93	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	136.37	54	0.9
94	Norges Bank Oslo, Norway	136.74	28	0.9
95	Economics Department, Michigan State University East Lansing, Michigan (USA)	137.38	58	0.1

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 275 authors affiliated with 954 institutions.
All authors classified in this field.

Rank	Author	Score
1	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	2.69
2	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	3.27
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	3.52
4	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	4.28
5	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	5.03
6	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	5.46
7	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	10.22
8	Lasse Heje Pedersen	10.79
9	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	13.57
10	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)	14.94
11	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.15
12	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	16.23
13	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	17.88
14	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	18.3
15	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	18.45
16	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	19.22
17	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	20.2
18	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	21.25
19	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	21.58
20	Rosario Nunzio Mantegna	24.24
21	Angelo Ranaldo Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	24.82
22	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	25.37
23	Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA)	25.53
24	Giovanni Cespa Cass Business School, City University, London, United Kingdom	28.95
25	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	29.6
26	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	29.64
27	Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	29.79

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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