Top 10% Institutions and Economists in the Field of Market Microstructure, as of August 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 8140 institutions with 59326 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 292 authors affiliated with 967 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	0.9
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	3.68	17	1.07
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	3.68	49	1.07
3	Federal Reserve Bank of New York New York City, New York (USA)	5.18	81	3.4
4	Cass Business School, City University London, United Kingdom	6.65	38	4.07
5	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.95	14	1.02
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.95	8	1.02
6	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	8.05	433	0.82
7	Graduate School of Business, Stanford University Stanford, California (USA)	10.6	38	0.72
8	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.27	116	3.31
9	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	12.48	32	1.04
10	Toulouse School of Economics (TSE) Toulouse, France	13.68	158	2.3
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	14.32	10	0.99
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	14.73	49	2.97
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	16.54	71	0.4
12	Business School, University of Technology Sydney Sydney, Australia	18.89	89	3.84
13	IESE Business School, Universidad de Navarra Barcelona, Spain	18.99	15	0.23
14	Department of Economics, Princeton University Princeton, New Jersey (USA)	20.43	58	0.41
15	European Central Bank Frankfurt am Main, Germany	20.59	236	3.2
16	Department of Economics, New York University (NYU) New York City, New York (USA)	21.07	55	0.35
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	21.97	37	3.75
17	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	22.72	23	0.24
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	22.99	59	1.22
18	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	24.76	84	2.37
19	Stern School of Business, New York University (NYU) New York City, New York (USA)	26	53	0.31
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	28.31	29	2.33
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	28.6	19	1.28
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	28.74	6	0.37
20	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	31.62	64	1.37
21	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	32.76	11	0.74
22	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	33.06	28	1.25
23	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	33.44	36	2.66
24	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	37.58	58	0.73
25	International Monetary Fund (IMF) Washington, District of Columbia (USA)	39.07	444	1.44
26	Università Commerciale Luigi Bocconi Milano, Italy	39.33	170	1.22
27	Booth School of Business, University of Chicago Chicago, Illinois (USA)	41.16	63	1.96
---	Faculty of Finance, Cass Business School, City University London, United Kingdom	41.25	15	1.11
28	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	44.75	16	1
29	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	44.97	26	0.17
30	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	45.6	33	2.62
31	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	45.82	43	0.12
32	London School of Economics (LSE) London, United Kingdom	46.53	297	0.52
33	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	47	11	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	47	8	1
34	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	47.74	75	2.12
35	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	48.95	21	0.43
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	49.7	22	1.57
36	Henley Business School, University of Reading Reading, United Kingdom	53.58	32	2.08
37	Bank for International Settlements (BIS) Basel, Switzerland	54.26	80	0.78
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	57.41	7	0.55
38	School of Economics and Finance, Queen Mary University of London London, United Kingdom	58.75	52	1.74
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	59.29	59	0.27
39	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	59.29	69	0.27
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	60.37	13	1.93
40	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	60.48	39	0.66
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	61.55	15	0.66
41	Marshall School of Business, University of Southern California Los Angeles, California (USA)	61.55	22	0.66
42	Economics Department, Georgetown University Washington, District of Columbia (USA)	62.02	47	0.22
43	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	62.3	194	1.98
44	Université Paris-Dauphine (Paris IX) Paris, France	64.79	132	4.52
45	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	66.07	94	2.1
46	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	66.3	36	0.86
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	66.91	15	0.05
47	Bangor Business School, Bangor University Bangor, United Kingdom	68.76	31	1
48	Bank of England London, United Kingdom	69.26	205	3.64
49	Department of Economics, University of California-Irvine Irvine, California (USA)	69.71	47	0.35
50	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	70.18	104	0.56
51	Bank of Canada Ottawa, Canada	71.71	161	3.9
52	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	72.93	7	0.23
53	Department of Economics, University of Chicago Chicago, Illinois (USA)	73.09	77	0.1
54	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	73.43	21	0.48
55	Business School, Deakin University Melbourne, Australia	73.51	76	0.91
56	Centre for Economic Policy Research (CEPR) London, United Kingdom	75.75	329	0.37
57	Business School, Imperial College London, United Kingdom	76.49	43	0.78
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	77.99	27	0.18
58	Graduate School of Business, Columbia University New York City, New York (USA)	77.99	48	0.18
59	Department of Economics, Northwestern University Evanston, Illinois (USA)	78.36	40	0.1
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	78.77	13	1.18
60	Warwick Business School, University of Warwick Coventry, United Kingdom	78.77	26	1.18
61	School of Economics, University of Bristol Bristol, United Kingdom	79.78	57	3.37
62	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	81.61	51	1.06
63	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	85.46	116	1.3
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	87.82	2	0.02
64	Argyros School of Business and Economics, Chapman University Orange, California (USA)	89.97	54	0.7
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	89.97	44	0.7
65	Rotman School of Management, University of Toronto Toronto, Canada	91.99	45	0.92
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	91.99	10	0.92
66	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	93.05	19	1.01
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	94.94	33	3
67	Tinbergen Instituut Amsterdam, Netherlands	95.67	122	0.56
68	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	100.99	19	0.2
---	Finance Department, London School of Economics (LSE) London, United Kingdom	102.87	11	0.2
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	103.37	37	2.11
69	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	103.37	45	2.11
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	104.53	2	0.02
70	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	105.3	140	0.66
71	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	105.75	37	0.22
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	108.7	22	1.48
72	BI Handelshøyskolen Oslo, Norway	108.7	51	1.48
73	Department of Economics, McGill University Montréal, Canada	109.42	32	0.38
74	New Economic School (NES) Moscow, Russia	109.6	46	1.04
75	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	110.12	91	1.82
76	Judge Business School, University of Cambridge Cambridge, United Kingdom	110.29	40	0.11
77	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	116.01	150	0.34
78	Kelley School of Business, Indiana University Bloomington, Indiana (USA)	116.72	25	0.3
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	117.69	26	0.65
79	Handelshögskolan i Stockholm Stockholm, Sweden	118.47	66	1.28
80	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	118.52	17	0.12
81	Geneva Finance Research Institute (GFRI), Université de Genève Genève, Switzerland	119.1	9	0.3
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	122.06	21	0.95
82	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	122.25	55	0.2
---	Department of Finance, Handelshögskolan i Stockholm Stockholm, Sweden	124.12	10	1.12
83	Norges Bank Oslo, Norway	128.97	28	0.9
84	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	129.88	108	0.65
85	Swiss Finance Institute Genève/Zürich, Switzerland	130.42	23	0.32
86	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	130.96	97	1.68
87	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	131.59	160	1.96
88	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	131.8	53	0.9
89	School of Business, East China University of Science and Technology Shanghai, China	131.82	6	0.32
90	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	131.99	45	0.14
91	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	133.36	97	1.78
92	Økonomisk Institut, Københavns Universitet København, Denmark	133.43	74	0.55
93	Department of Economics, University of California-Berkeley Berkeley, California (USA)	134.67	56	0.13
94	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	135.15	55	0.38
95	PBC School of Finance, Tsinghua University Beijing, China	135.61	8	0.18
96	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	138.7	24	0.68

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 292 authors affiliated with 967 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.77
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.15
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.62
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.8
5	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	5.9
6	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.02
7	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	7.49
8	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	11.02
9	Lasse Heje Pedersen	12.8
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)	13.25
11	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	14.19
12	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14.28
13	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.41
14	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	14.9
15	Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France	15.25
16	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	18.43
17	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	21.8
18	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	22.74
19	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	23.05
20	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	23.2
21	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	24.83
22	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	25.89
23	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	26.58
24	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	29
25	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	29.17
26	Tobias Adrian International Monetary Fund (IMF), Washington, District of Columbia (USA)	29.54
27	Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA)	29.77
28	Angelo Ranaldo Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	30.13
29	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	31

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 August 2020

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