Top 10% Institutions and Economists in the Field of Market Microstructure, as of January 2022

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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 8517 institutions with 63833 registered authors evaluated for all the rankings.

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Same ranking by authors, institutions, countries and regions, and more rankings for , including the individual criteria used here.

The rankings

Top 10% institutions in the field of Market Microstructure

For Market Microstructure, these are 257 authors affiliated with 1015 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	1
2	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	4.71	458	1.01
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	5.29	20	1.03
3	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	5.29	54	1.03
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.46	35	1.3
5	Federal Reserve Bank of New York New York City, New York (USA)	5.56	91	3.38
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	6.87	13	1.25
6	Bayes Business School, City University London, United Kingdom	7.63	39	4.11
7	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.73	17	1.12
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.73	10	1.12
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.54	43	0.74
9	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.28	121	3.12
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	15.47	48	2.78
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	16.12	73	0.38
11	IESE Business School, Universidad de Navarra Barcelona, Spain	18.08	14	0.22
12	Department of Economics, New York University (NYU) New York City, New York (USA)	18.63	58	0.41
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	20.11	67	1.21
13	Department of Economics, Princeton University Princeton, New Jersey (USA)	23.17	55	0.34
14	European Central Bank Frankfurt am Main, Germany	24.05	242	2.48
15	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	27.08	27	0.21
16	Stern School of Business, New York University (NYU) New York City, New York (USA)	27.72	53	0.34
17	London School of Economics (LSE) London, United Kingdom	28.4	320	1.05
17	Business School, University of Technology Sydney Sydney, Australia	28.4	90	4.29
19	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	31.2	64	1.31
20	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	32.13	83	1.87
21	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	32.31	36	2.66
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	32.66	37	4.2
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	32.96	6	0.31
22	Booth School of Business, University of Chicago Chicago, Illinois (USA)	33.62	60	1.56
23	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	34.23	12	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	34.23	8	1
24	Toulouse School of Economics (TSE) Toulouse, France	35.65	154	1.97
25	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	36.13	59	0.69
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	36.87	30	1.83
26	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	37.29	81	1.79
27	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	38.83	10	0.56
28	Università Commerciale Luigi Bocconi Milano, Italy	40.08	166	1.23
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	40.76	15	1.11
29	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	41.88	29	0.18
30	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	43.64	22	0.39
31	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	43.91	34	2.6
32	Bank for International Settlements (BIS) Basel, Switzerland	46.73	85	1.32
33	Rotman School of Management, University of Toronto Toronto, Canada	47.66	49	1.37
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	47.66	12	1.37
34	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	48	47	0.46
35	Centre for Economic Policy Research (CEPR) London, United Kingdom	48.17	351	0.37
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	49.4	23	1.56
36	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	51.13	47	0.11
37	International Monetary Fund (IMF) Washington, District of Columbia (USA)	52.82	473	0.87
38	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	52.98	207	2.73
---	Finance Department, London School of Economics (LSE) London, United Kingdom	54.61	13	0.67
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	55.89	7	0.54
39	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	58.63	4	1
40	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	60.95	39	0.66
41	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	61.4	118	2.06
42	Bank of Canada Ottawa, Canada	61.98	172	3.69
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	64.56	50	0.24
43	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	64.56	57	0.24
44	Business School, Imperial College London, United Kingdom	65.04	46	0.96
45	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	66.3	25	1.58
46	Université Paris-Dauphine (Paris IX) Paris, France	66.45	138	4.28
47	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	68.67	14	1
48	School of Economics and Finance, Queen Mary University of London London, United Kingdom	68.71	61	1.67
49	INSEAD Fontainebleau, France	68.83	22	0.6
50	Economics Department, Georgetown University Washington, District of Columbia (USA)	72.1	46	0.2
51	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	72.53	9	0.19
52	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	74.09	36	0.84
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	75.47	16	0.04
53	Department of Economics, University of California-Irvine Irvine, California (USA)	76.8	47	0.35
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	77.67	14	1.34
54	Warwick Business School, University of Warwick Coventry, United Kingdom	77.67	27	1.34
55	Bangor Business School, Bangor University Bangor, United Kingdom	78.54	35	1
56	Department of Economics, University of Chicago Chicago, Illinois (USA)	79.36	76	0.19
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	79.63	27	0.17
57	Graduate School of Business, Columbia University New York City, New York (USA)	79.63	49	0.17
58	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	80.59	118	0.5
59	Monash Business School, Monash University Melbourne, Australia	80.87	183	0.54
60	Bank of England London, United Kingdom	80.93	204	3.42
61	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	83.65	50	0.95
62	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	86.39	111	1.29
63	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	86.53	60	0.9
64	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	87.47	29	0.08
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	88.62	17	0.24
65	Marshall School of Business, University of Southern California Los Angeles, California (USA)	88.62	23	0.24
66	Swiss Finance Institute Genève/Zürich, Switzerland	89.47	26	0.4
67	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	90.67	17	0.98
68	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	92.99	28	0.61
69	Department of Economics, Northwestern University Evanston, Illinois (USA)	93.19	42	0.05
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	93.78	35	2.11
70	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	93.78	44	2.11
71	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	94.75	102	2.59
72	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	96.01	18	0.17
73	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	97.39	46	0.36
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	102.47	35	2.75
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	103.02	2	0.02
74	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	104.19	52	1.22
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	106.02	2	0.02
75	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	109.27	138	0.61
76	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	109.91	35	0.85
77	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	109.99	37	0.22
78	New Economic School (NES) Moscow, Russia	110.4	43	1.32
79	Barcelona School of Economics (BSE) Barcelona, Spain	111.29	164	1.71
80	Argyros School of Business and Economics, Chapman University Orange, California (USA)	111.59	53	0.7
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	111.59	44	0.7
81	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	114.07	146	0.37
82	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	114.43	33	0.51
83	Tinbergen Instituut Amsterdam, Netherlands	115.82	123	0.5
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	116.76	22	1.47
84	BI Handelshøyskolen Oslo, Norway	116.76	57	1.47
85	Stockholm School of Economics Stockholm, Sweden	117.12	62	1.28
86	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	118.1	29	0.68
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	120.83	17	1.01
87	Judge Business School, University of Cambridge Cambridge, United Kingdom	122.26	42	0.1
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	122.78	9	1.12
88	School of Business, East China University of Science and Technology Shanghai, China	124.37	7	0.32
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	124.78	28	0.66
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	126.23	95	1.56
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	127.66	2	0.66
89	School of Accounting and Finance, University of Bristol Bristol, United Kingdom	128.81	4	0.23
90	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	129.26	17	0.1
91	Kogod School of Business, American University Washington, District of Columbia (USA)	131.59	2	0.4
92	School of Economics, University of Bristol Bristol, United Kingdom	131.65	58	2.37
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	132.79	19	0.94
93	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	134.66	101	1.59
94	Norges Bank Oslo, Norway	134.71	28	0.89
95	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	136.59	108	0.65
96	Økonomisk Institut, Københavns Universitet København, Denmark	137.21	77	0.5
97	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	139	53	1
---	Economics Subject Group, Business School, Newcastle University Newcastle upon Tyne, United Kingdom	139.86	18	1
98	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	139.86	29	1
99	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	144.32	117	1.63
100	Department of Economics, University of California-Berkeley Berkeley, California (USA)	146.11	59	0.16
101	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	146.25	137	0.16

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 257 authors affiliated with 1015 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)	3.07
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.34
4	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.86
5	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.31
6	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	7.56
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.26
8	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	10.28
9	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)	10.38
10	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	11.02
11	Lasse Heje Pedersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA) Centre for Economic Policy Research (CEPR), London, United Kingdom	13.56
12	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14
13	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.47
14	Bruno R Biais Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	14.98
15	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	17.13
16	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	18.54
17	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	20.06
18	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	23.26
19	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	25.9
20	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	26.02
21	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	26.65
22	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.12
23	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	27.19
24	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	27.21
25	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	27.4

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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