Top 10% Institutions and Economists in the Field of Market Microstructure, as of July 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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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 8123 institutions with 59119 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 285 authors affiliated with 959 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.37	49	0.9
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	3.54	17	1.07
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	3.54	49	1.07
3	Federal Reserve Bank of New York New York City, New York (USA)	4.97	81	3.41
4	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	7.61	433	0.83
5	Cass Business School, City University London, United Kingdom	7.88	38	3.8
6	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.93	14	1.02
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.93	8	1.02
7	Toulouse School of Economics (TSE) Toulouse, France	9.91	159	2.44
8	Graduate School of Business, Stanford University Stanford, California (USA)	12.32	37	0.5
9	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.83	115	3.01
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	14.16	49	2.97
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	16.43	71	0.4
11	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	17.27	32	0.89
12	Business School, University of Technology Sydney Sydney, Australia	17.5	89	3.84
13	Department of Economics, Princeton University Princeton, New Jersey (USA)	19.43	57	0.41
14	IESE Business School, Universidad de Navarra Barcelona, Spain	19.54	15	0.23
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	19.61	9	0.84
15	Department of Economics, New York University (NYU) New York City, New York (USA)	20.68	52	0.36
16	European Central Bank Frankfurt am Main, Germany	21.29	235	2.76
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	21.4	37	3.75
17	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	22.35	23	0.24
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	22.64	59	1.23
18	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	23.37	84	2.37
19	Stern School of Business, New York University (NYU) New York City, New York (USA)	25.38	52	0.32
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	26.41	19	1.28
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	26.74	29	2.33
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	27.26	6	0.37
20	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	27.71	65	1.37
21	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	31.9	11	0.74
22	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	35.59	36	2
23	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	36.44	59	0.73
24	Università Commerciale Luigi Bocconi Milano, Italy	37.09	170	1.23
25	International Monetary Fund (IMF) Washington, District of Columbia (USA)	37.49	444	1.48
26	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	37.5	27	1
27	Booth School of Business, University of Chicago Chicago, Illinois (USA)	37.74	62	1.96
---	Faculty of Finance, Cass Business School, City University London, United Kingdom	39.43	15	1.12
28	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	42.65	26	0.17
29	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	44.6	40	0.12
30	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	44.68	16	1
31	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	45.23	33	2.62
32	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	46.34	11	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	46.34	8	1
33	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	46.36	21	0.43
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	48.52	22	1.57
34	Bank for International Settlements (BIS) Basel, Switzerland	53.37	80	0.79
35	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	55.79	74	1.76
36	School of Economics and Finance, Queen Mary University of London London, United Kingdom	57.08	52	1.74
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	58.28	7	0.55
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	58.93	59	0.26
37	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	58.93	69	0.26
38	Henley Business School, University of Reading Reading, United Kingdom	58.94	31	1.95
39	Université Paris-Dauphine (Paris IX) Paris, France	59.07	131	4.59
40	Economics Department, Georgetown University Washington, District of Columbia (USA)	59.64	47	0.22
41	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	59.79	40	0.66
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	59.93	15	0.66
42	Marshall School of Business, University of Southern California Los Angeles, California (USA)	59.93	22	0.66
43	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	61.55	191	1.98
44	Business School, Imperial College London, United Kingdom	65.32	43	0.8
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	65.89	15	0.05
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	66.39	13	1.81
45	Bank of England London, United Kingdom	68	204	3.64
46	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	68.97	7	0.23
47	Department of Economics, University of California-Irvine Irvine, California (USA)	69.12	47	0.35
48	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	70.1	33	0.83
49	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	70.45	104	0.56
50	Business School, Deakin University Melbourne, Australia	70.93	74	0.91
51	Department of Economics, University of Chicago Chicago, Illinois (USA)	72.67	77	0.1
52	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	73.03	93	2.04
53	Bangor Business School, Bangor University Bangor, United Kingdom	73.71	33	1
54	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	74.3	20	0.48
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	74.62	27	0.18
55	Graduate School of Business, Columbia University New York City, New York (USA)	74.62	47	0.18
56	London School of Economics (LSE) London, United Kingdom	75.18	297	0.42
57	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	76.27	52	1.06
58	Centre for Economic Policy Research (CEPR) London, United Kingdom	76.39	329	0.37
59	School of Economics, University of Bristol Bristol, United Kingdom	76.87	58	3.39
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	77.64	13	1.18
60	Warwick Business School, University of Warwick Coventry, United Kingdom	77.64	26	1.18
61	Bank of Canada Ottawa, Canada	78.77	161	3.77
62	Department of Economics, Northwestern University Evanston, Illinois (USA)	79.11	41	0.1
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	83.16	33	3.1
63	Argyros School of Business and Economics, Chapman University Orange, California (USA)	83.45	54	0.71
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	83.45	44	0.71
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	87.34	2	0.02
64	Rotman School of Management, University of Toronto Toronto, Canada	88.51	45	0.92
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	88.51	10	0.92
65	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	91.38	19	1.01
66	Tinbergen Instituut Amsterdam, Netherlands	96.49	122	0.56
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	97.12	2	0.02
67	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	99.4	19	0.2
68	Department of Economics, McGill University Montréal, Canada	99.57	32	0.4
69	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	102.54	142	0.66
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	103.57	37	2.11
70	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	103.57	45	2.11
71	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	104.2	37	0.22
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	104.45	22	1.48
72	BI Handelshøyskolen Oslo, Norway	104.45	51	1.48
73	New Economic School (NES) Moscow, Russia	107.2	46	1.04
74	Judge Business School, University of Cambridge Cambridge, United Kingdom	107.54	40	0.11
75	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	110.35	87	1.83
76	Geneva Finance Research Institute (GFRI), Université de Genève Genève, Switzerland	110.99	9	0.31
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	111.83	26	0.65
77	Handelshögskolan i Stockholm Stockholm, Sweden	112.39	66	1.28
78	Kelley School of Business, Indiana University Bloomington, Indiana (USA)	112.64	25	0.3
79	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	114.83	150	0.34
80	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	116.44	115	0.99
---	Department of Finance, Handelshögskolan i Stockholm Stockholm, Sweden	116.72	10	1.12
81	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	120.33	53	0.2
82	Swiss Finance Institute Genève/Zürich, Switzerland	126.35	24	0.33
83	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	126.79	46	0.14
84	Norges Bank Oslo, Norway	126.8	28	0.9
85	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	128.07	108	0.65
86	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	128.09	97	1.78
87	Økonomisk Institut, Københavns Universitet København, Denmark	129.28	73	0.55
88	Department of Economics, University of California-Berkeley Berkeley, California (USA)	130.02	56	0.13
89	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	130.62	53	0.9
90	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	130.65	98	1.68
91	School of Business, East China University of Science and Technology Shanghai, China	130.66	6	0.32
92	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	131.1	158	1.96
93	INSEAD Fontainebleau, France	132.75	19	0.53
94	PBC School of Finance, Tsinghua University Beijing, China	133.18	8	0.18
95	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	135.42	55	0.38

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 285 authors affiliated with 959 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)	3.11
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.53
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.98
5	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	5.88
6	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.09
7	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	7.78
8	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	11.07
9	Lasse Heje Pedersen	12.63
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)	13.97
11	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14.01
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.32
13	Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France	14.51
14	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	14.7
15	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	14.77
16	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	17.19
17	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	21.78
18	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	22.24
19	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	23.07
20	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	23.68
21	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	24.1
22	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	25.67
23	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	26.73
24	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	28.14
25	Tobias Adrian International Monetary Fund (IMF), Washington, District of Columbia (USA)	28.92
26	Rosario Nunzio Mantegna	29.09
27	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	29.22
28	Angelo Ranaldo Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	30.07

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 July 2020

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