Top 10% Institutions and Economists in the Field of Market Microstructure, as of June 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 8094 institutions with 58869 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 289 authors affiliated with 963 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.44	49	0.87
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	3.57	17	1.07
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	3.57	49	1.07
3	Federal Reserve Bank of New York New York City, New York (USA)	5.82	81	3.49
4	Cass Business School, City University London, United Kingdom	6.04	39	4.29
5	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.96	14	1.02
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.96	8	1.02
6	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	8	432	0.82
7	Toulouse School of Economics (TSE) Toulouse, France	10.33	158	2.44
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.52	36	0.7
9	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	13.5	116	3.02
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	14.81	49	2.97
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	16.24	72	0.41
11	Stern School of Business, New York University (NYU) New York City, New York (USA)	16.28	53	0.41
12	IESE Business School, Universidad de Navarra Barcelona, Spain	18.7	15	0.23
13	Business School, University of Technology Sydney Sydney, Australia	19	89	3.84
14	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	19.22	32	0.89
15	Department of Economics, Princeton University Princeton, New Jersey (USA)	19.86	56	0.41
16	European Central Bank Frankfurt am Main, Germany	21.34	234	3.25
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	21.5	9	0.84
17	Department of Economics, New York University (NYU) New York City, New York (USA)	21.85	53	0.36
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	22.48	37	3.75
18	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	22.87	23	0.24
19	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	24.04	85	2.37
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	25.59	59	1.3
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	27.64	19	1.28
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	27.73	6	0.37
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	28.1	29	2.33
20	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	28.81	66	1.37
21	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	28.93	11	0.95
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	30.11	16	0.14
22	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	34.28	35	2.66
23	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	35.59	58	0.73
---	Faculty of Finance, Cass Business School, City University London, United Kingdom	37.97	16	1.32
24	International Monetary Fund (IMF) Washington, District of Columbia (USA)	38.89	442	1.52
25	Università Commerciale Luigi Bocconi Milano, Italy	39.13	170	1.23
26	Booth School of Business, University of Chicago Chicago, Illinois (USA)	39.75	63	1.96
27	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	43.63	16	1
28	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	43.7	27	1
29	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	44.91	26	0.17
30	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	45.08	40	0.12
31	London School of Economics (LSE) London, United Kingdom	46.46	295	0.49
32	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	47.46	20	0.43
33	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	47.84	33	2.62
34	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	49.74	74	2.12
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	50.8	22	1.57
35	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	52.92	11	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	52.92	8	1
36	Bank for International Settlements (BIS) Basel, Switzerland	54.6	80	0.79
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	56.05	7	0.55
37	Bank of Canada Ottawa, Canada	57.75	163	4.26
38	School of Economics and Finance, Queen Mary University of London London, United Kingdom	59.11	52	1.72
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	60.08	58	0.26
39	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	60.08	68	0.26
40	Economics Department, Georgetown University Washington, District of Columbia (USA)	61.69	46	0.22
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	61.87	15	0.66
41	Marshall School of Business, University of Southern California Los Angeles, California (USA)	61.87	23	0.66
42	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	62.17	191	1.99
43	Henley Business School, University of Reading Reading, United Kingdom	62.23	31	1.95
44	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	62.76	40	0.66
45	Université Paris-Dauphine (Paris IX) Paris, France	62.81	131	4.59
46	Business School, Imperial College London, United Kingdom	66.18	43	0.8
47	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	67.56	93	2.05
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	69.24	13	1.81
48	Bank of England London, United Kingdom	69.48	204	3.69
49	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	70.66	33	0.83
50	Department of Economics, University of California-Irvine Irvine, California (USA)	71.08	47	0.35
51	Department of Economics, University of Chicago Chicago, Illinois (USA)	72.16	78	0.1
52	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	72.79	7	0.1
53	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	72.9	20	0.48
54	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	73.4	104	0.56
55	Business School, Deakin University Melbourne, Australia	73.51	74	0.91
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	75.88	28	0.18
56	Graduate School of Business, Columbia University New York City, New York (USA)	75.88	47	0.18
57	Bangor Business School, Bangor University Bangor, United Kingdom	77.99	33	1
58	Centre for Economic Policy Research (CEPR) London, United Kingdom	78.52	326	0.34
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	78.97	13	1.18
59	Warwick Business School, University of Warwick Coventry, United Kingdom	78.97	26	1.18
60	School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom	79.52	58	3.39
61	Argyros School of Business and Economics, Chapman University Orange, California (USA)	85.69	54	0.71
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	85.69	44	0.71
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	86.45	2	0.02
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	88.38	33	3.1
62	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	89.19	116	1.31
63	Rotman School of Management, University of Toronto Toronto, Canada	89.86	45	0.92
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	89.86	10	0.92
64	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	92.72	19	1.01
65	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	95.69	51	0.56
66	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	98.89	18	0.2
67	Tinbergen Instituut Amsterdam, Netherlands	100.23	123	0.56
---	Finance Department, London School of Economics (LSE) London, United Kingdom	100.75	11	0.2
68	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	102.5	36	0.22
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	102.55	2	0.02
69	Department of Economics, McGill University Montréal, Canada	103.48	32	0.4
70	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	104.81	145	0.66
71	Department of Economics, Northwestern University Evanston, Illinois (USA)	106.16	41	0.09
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	107.11	37	2.11
72	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	107.11	45	2.11
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	107.77	22	1.48
73	BI Handelshøyskolen Oslo, Norway	107.77	51	1.48
74	New Economic School (NES) Moscow, Russia	109.69	46	1.04
75	Judge Business School, University of Cambridge Cambridge, United Kingdom	110.75	40	0.11
76	Geneva Finance Research Institute (GFRI), Université de Genève Genève, Switzerland	111.99	9	0.31
77	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	114.74	87	1.83
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	115.72	26	0.65
78	Kelley School of Business, Indiana University Bloomington, Indiana (USA)	116.73	25	0.3
79	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	118.3	17	0.12
80	Handelshögskolan i Stockholm Stockholm, Sweden	118.66	66	1.28
81	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	123.2	53	0.2
---	Department of Finance, Handelshögskolan i Stockholm Stockholm, Sweden	124.12	10	1.12
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	124.47	21	0.97
82	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	126.99	150	0.3
83	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	127.92	109	0.72
84	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	130.05	46	0.14
85	Norges Bank Oslo, Norway	131	28	0.9
86	Swiss Finance Institute Genève/Zürich, Switzerland	131.5	24	0.33
87	PBC School of Finance, Tsinghua University Beijing, China	132.73	8	0.18
88	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	133.4	95	1.78
89	School of Business, East China University of Science and Technology Shanghai, China	134.21	6	0.32
90	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	134.26	53	0.9
91	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	134.52	155	1.96
92	Økonomisk Institut, Københavns Universitet København, Denmark	135.11	73	0.55
93	Department of Economics, University of California-Berkeley Berkeley, California (USA)	135.74	55	0.13
94	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	136.86	98	1.68
95	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	139.44	54	0.38
96	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	140.47	31	1.04

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 289 authors affiliated with 963 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.76
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	2.95
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.44
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.64
5	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	5.73
6	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.52
7	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	8.11
8	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	11.56
9	Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)	12.51
10	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	13.84
11	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	13.95
12	Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France	14.42
13	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14.52
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)	14.59
15	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	16.22
16	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	17.06
17	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	21.66
18	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	22.18
19	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	23.7
20	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	24.32
21	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	24.51
22	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	26.75
23	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	26.8
24	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.96
25	Rosario Nunzio Mantegna	28.8
26	Tobias Adrian International Monetary Fund (IMF), Washington, District of Columbia (USA)	29.07
27	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	30
28	Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA)	30.48

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 June 2020

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