Top 10% Institutions and Economists in the Field of Market Microstructure, as of June 2021

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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.
To be classified, an author needs to have five or more working papers announced in the NEP report for this field. For authors whose first paper is less that 10 years old, having 25% of the papers in the NEP report is sufficient.
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There are 8374 institutions with 62340 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 277 authors affiliated with 995 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.33	50	0.99
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.42	18	1.03
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.42	51	1.03
3	Federal Reserve Bank of New York New York City, New York (USA)	5.26	86	3.44
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.83	35	1.32
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.26	13	1.28
5	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.52	17	1.12
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.52	10	1.12
6	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	7.97	446	0.91
7	Cass Business School, City University London, United Kingdom	8.01	38	4.11
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.75	39	0.72
9	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	13.3	117	3.09
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	15.33	48	2.79
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	16.76	73	0.39
11	IESE Business School, Universidad de Navarra Barcelona, Spain	16.96	16	0.22
12	Business School, University of Technology Sydney Sydney, Australia	18.31	91	4.64
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	20.75	62	1.23
13	Department of Economics, New York University (NYU) New York City, New York (USA)	20.89	58	0.34
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	21.45	38	4.55
14	Department of Economics, Princeton University Princeton, New Jersey (USA)	21.7	56	0.36
15	European Central Bank Frankfurt am Main, Germany	22.85	244	2.57
16	Stern School of Business, New York University (NYU) New York City, New York (USA)	27.28	55	0.33
17	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	29.01	86	1.87
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	30.63	6	0.32
18	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	31.66	65	1.32
19	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	32.01	36	2.66
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	33.35	31	1.83
20	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	33.41	28	1.12
21	Booth School of Business, University of Chicago Chicago, Illinois (USA)	33.47	63	1.59
22	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	33.98	12	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	33.98	8	1
23	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	34.88	56	0.74
24	Toulouse School of Economics (TSE) Toulouse, France	35.07	156	2
25	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	37.73	11	0.56
26	Università Commerciale Luigi Bocconi Milano, Italy	38.6	170	1.23
27	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	40.74	29	0.18
28	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	41.74	78	2.11
29	London School of Economics (LSE) London, United Kingdom	42.58	311	0.56
30	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	42.64	33	2.6
---	Faculty of Finance, Cass Business School, City University London, United Kingdom	43.24	15	1.11
31	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	43.85	47	0.5
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	47.86	22	1.56
32	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	48.39	20	0.37
33	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	48.72	15	1
34	Rotman School of Management, University of Toronto Toronto, Canada	49.08	49	1.37
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	49.08	12	1.37
35	Bank for International Settlements (BIS) Basel, Switzerland	49.2	84	1.1
36	International Monetary Fund (IMF) Washington, District of Columbia (USA)	50.54	458	0.87
37	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	50.73	46	0.11
38	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	52.75	203	2.67
39	Henley Business School, University of Reading Reading, United Kingdom	55.78	32	2.08
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	56.94	7	0.55
40	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	59.67	40	0.66
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	62.45	14	1.93
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	63.32	59	0.24
41	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	63.32	69	0.24
42	INSEAD Fontainebleau, France	65.22	22	0.61
43	Université Paris-Dauphine (Paris IX) Paris, France	65.98	135	4.28
44	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	66	107	2.07
45	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	66.92	3	1
46	Business School, Imperial College London, United Kingdom	67.29	44	0.97
47	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	67.52	24	1.58
48	Bank of Canada Ottawa, Canada	67.95	172	3.8
49	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	68.94	9	0.2
50	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	69.25	25	0.1
51	Economics Department, Georgetown University Washington, District of Columbia (USA)	69.45	46	0.2
52	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	69.81	35	0.85
53	School of Economics and Finance, Queen Mary University of London London, United Kingdom	70.72	62	1.63
54	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	72.37	109	0.56
55	Department of Economics, University of California-Irvine Irvine, California (USA)	72.58	49	0.35
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	73.24	16	0.04
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	73.77	13	1.34
56	Warwick Business School, University of Warwick Coventry, United Kingdom	73.77	27	1.34
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	77.7	27	0.17
57	Graduate School of Business, Columbia University New York City, New York (USA)	77.7	49	0.17
58	Monash Business School, Monash University Melbourne, Australia	79.1	167	0.54
59	Bank of England London, United Kingdom	79.65	205	3.42
60	Department of Economics, University of Chicago Chicago, Illinois (USA)	79.85	77	0.09
61	School of Economics, University of Bristol Bristol, United Kingdom	80.08	60	3.37
62	Department of Economics, Northwestern University Evanston, Illinois (USA)	80.41	39	0.09
63	Bangor Business School, Bangor University Bangor, United Kingdom	80.76	37	1
64	Centre for Economic Policy Research (CEPR) London, United Kingdom	82.13	336	0.31
65	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	84.39	50	0.95
---	Finance Department, London School of Economics (LSE) London, United Kingdom	88.11	12	0.21
66	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	89.76	112	1.28
67	Swiss Finance Institute Genève/Zürich, Switzerland	90.77	24	0.39
68	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	91.33	19	0.19
69	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	95.56	19	0.97
70	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	96.23	49	0.36
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	97.25	36	2.11
71	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	97.25	45	2.11
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	101.1	2	0.02
72	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	101.74	101	2.08
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	101.78	2	0.02
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	102.3	35	2.75
73	Tinbergen Instituut Amsterdam, Netherlands	102.66	122	0.56
74	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	104.83	138	0.63
75	Argyros School of Business and Economics, Chapman University Orange, California (USA)	105.63	54	0.7
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	105.63	45	0.7
76	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	106.57	52	1.21
77	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	109.23	59	0.89
78	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	109.26	36	0.22
79	Department of Economics, McGill University Montréal, Canada	113.06	33	0.37
80	Handelshögskolan i Stockholm Stockholm, Sweden	114.91	61	1.28
81	New Economic School (NES) Moscow, Russia	116.39	45	1.04
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	117.11	22	1.47
82	BI Handelshøyskolen Oslo, Norway	117.11	54	1.47
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	118.17	17	1.01
83	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	118.32	166	1.77
84	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	120.35	102	1.68
---	Department of Finance, Handelshögskolan i Stockholm Stockholm, Sweden	120.48	9	1.12
85	Judge Business School, University of Cambridge Cambridge, United Kingdom	121.44	42	0.1
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	123.02	28	0.66
86	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	123.03	150	0.33
87	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	125.31	24	0.68
88	School of Business, East China University of Science and Technology Shanghai, China	126.9	7	0.32
89	Deutsche Bundesbank Frankfurt, Germany	128.68	167	3.62
90	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	129.25	16	0.11
91	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	129.83	30	1.1
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	133.01	21	0.94
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	134.16	2	0.66
92	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	135.86	109	0.65
93	Norges Bank Oslo, Norway	136.39	27	0.89
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	136.61	99	1.62
94	Økonomisk Institut, Københavns Universitet København, Denmark	137.75	77	0.5
95	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	138.51	107	1.65
96	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	140.42	55	1
---	Economics Subject Group, Business School, Newcastle University Newcastle upon Tyne, United Kingdom	141.86	19	1
97	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	141.86	30	1
98	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	142.1	21	0.08
99	Wirtschaftswissenschaftlichen Fakultät, Eberhard-Karls-Universität Tübingen Tübingen, Germany	143.61	32	0.64

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 277 authors affiliated with 995 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.96
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.03
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.02
4	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.94
5	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.78
6	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	7.37
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.19
8	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	10.77
9	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	10.82
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)	10.87
11	Lasse Heje Pedersen	12.68
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.73
13	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14.9
14	Bruno R Biais Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	14.92
15	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	15.76
16	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	19.28
17	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	22.29
18	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	23.37
19	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	23.82
20	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	24.87
21	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	24.99
22	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	26.11
23	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	26.52
24	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	27.36
25	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	28
26	Angelo Ranaldo Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	29.44
27	Rosario Nunzio Mantegna	30.1

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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