Top 10% Institutions and Economists in the Field of Market Microstructure, as of February 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 8539 institutions with 64072 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 262 authors affiliated with 1018 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.3	50	1
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.76	20	1.03
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.76	54	1.03
3	Federal Reserve Bank of New York New York City, New York (USA)	5.39	91	3.36
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.45	35	1.29
5	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	5.55	457	0.97
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	6.88	13	1.24
6	Bayes Business School, City University London, United Kingdom	7.56	40	4.11
7	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.7	17	1.12
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.7	10	1.12
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.45	43	0.74
9	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.16	120	3.12
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	15.21	48	2.78
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	17.11	74	0.38
11	IESE Business School, Universidad de Navarra Barcelona, Spain	17.94	15	0.22
12	Department of Economics, New York University (NYU) New York City, New York (USA)	18.51	58	0.41
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	19.94	67	1.18
13	Department of Economics, Princeton University Princeton, New Jersey (USA)	22.86	55	0.34
14	European Central Bank Frankfurt am Main, Germany	23.86	243	2.47
15	Stern School of Business, New York University (NYU) New York City, New York (USA)	27.27	53	0.34
16	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	27.32	27	0.21
17	London School of Economics (LSE) London, United Kingdom	28.2	321	1.05
18	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	29.93	82	1.87
19	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	31.4	36	2.66
20	Business School, University of Technology Sydney Sydney, Australia	31.45	89	4.08
21	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	31.72	12	1
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	31.72	6	0.31
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	31.72	8	1
22	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	31.78	64	1.31
23	Booth School of Business, University of Chicago Chicago, Illinois (USA)	33.94	60	1.55
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	34.24	30	1.83
24	Toulouse School of Economics (TSE) Toulouse, France	35.58	153	1.97
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	35.85	37	4.01
25	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	36.74	92	1.79
26	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	37.34	59	0.68
27	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	38.16	10	0.56
28	Università Commerciale Luigi Bocconi Milano, Italy	38.73	165	1.23
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	39.68	15	1.11
29	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	41.4	29	0.18
30	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	42.52	34	2.6
31	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	43.73	22	0.39
32	Bank for International Settlements (BIS) Basel, Switzerland	45.41	84	1.32
33	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	46.01	46	0.46
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	47.64	23	1.56
34	Business School, Imperial College London, United Kingdom	49.89	46	1.02
35	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	50.46	47	0.11
---	Finance Department, London School of Economics (LSE) London, United Kingdom	52.28	13	0.67
36	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	52.72	208	2.73
37	International Monetary Fund (IMF) Washington, District of Columbia (USA)	53.27	476	0.86
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	56.47	7	0.54
38	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	58.31	4	1
39	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	59.23	39	0.66
40	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	59.3	118	2.06
41	Bank of Canada Ottawa, Canada	59.7	173	3.67
42	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	63.99	25	1.58
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	64.08	50	0.24
43	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	64.08	57	0.24
44	Université Paris-Dauphine (Paris IX) Paris, France	66.16	138	4.28
45	INSEAD Fontainebleau, France	66.94	22	0.6
46	School of Economics and Finance, Queen Mary University of London London, United Kingdom	69.31	61	1.67
47	Monash Business School, Monash University Melbourne, Australia	69.81	184	0.66
48	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	70.21	9	0.19
49	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	70.42	14	1
50	Economics Department, Georgetown University Washington, District of Columbia (USA)	71.46	47	0.2
51	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	72.02	36	0.84
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	74.91	16	0.04
52	Department of Economics, University of California-Irvine Irvine, California (USA)	75.48	47	0.35
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	76.06	14	1.34
53	Warwick Business School, University of Warwick Coventry, United Kingdom	76.06	28	1.34
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	78.47	27	0.17
54	Graduate School of Business, Columbia University New York City, New York (USA)	78.47	49	0.17
55	Centre for Economic Policy Research (CEPR) London, United Kingdom	79.12	350	0.32
56	Department of Economics, University of Chicago Chicago, Illinois (USA)	80.63	76	0.18
57	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	80.7	59	0.91
58	Bank of England London, United Kingdom	81.42	204	3.42
59	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	81.86	118	0.49
60	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	82.13	50	0.95
61	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	85.32	110	1.29
62	Swiss Finance Institute Genève/Zürich, Switzerland	85.74	26	0.4
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	85.93	17	0.24
63	Marshall School of Business, University of Southern California Los Angeles, California (USA)	85.93	23	0.24
64	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	86.58	28	0.61
65	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	88.41	29	0.08
66	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	88.52	17	0.98
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	92.62	35	2.11
67	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	92.62	44	2.11
68	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	93.27	100	2.59
69	Department of Economics, Northwestern University Evanston, Illinois (USA)	93.47	42	0.05
70	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	94.93	48	0.36
71	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	100.4	52	1.22
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	101.99	2	0.02
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	102.97	35	2.75
72	Rotman School of Management, University of Toronto Toronto, Canada	104.48	49	0.87
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	104.48	12	0.87
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	105.38	2	0.02
73	New Economic School (NES) Moscow, Russia	106.26	43	1.32
74	Department of Economics, McGill University Montréal, Canada	107.47	33	0.37
75	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	108.69	140	0.61
76	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	108.89	35	0.85
77	Barcelona School of Economics (BSE) Barcelona, Spain	109.44	166	1.71
78	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	110.44	19	0.16
79	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	110.53	37	0.22
80	Argyros School of Business and Economics, Chapman University Orange, California (USA)	110.73	52	0.7
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	110.73	44	0.7
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	113.32	22	1.47
81	BI Handelshøyskolen Oslo, Norway	113.32	56	1.47
82	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	113.55	146	0.35
83	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	114.79	32	0.51
84	Stockholm School of Economics Stockholm, Sweden	115.21	62	1.28
85	Tinbergen Instituut Amsterdam, Netherlands	119.44	123	0.49
86	Judge Business School, University of Cambridge Cambridge, United Kingdom	119.58	42	0.1
87	School of Management, Yale University New Haven, Connecticut (USA)	120.09	35	0.49
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	120.49	9	1.12
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	121.85	17	1.01
88	School of Business, East China University of Science and Technology Shanghai, China	121.91	7	0.32
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	122	28	0.66
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	123.93	2	0.66
89	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	123.93	29	0.66
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	124.19	97	1.56
90	School of Accounting and Finance, University of Bristol Bristol, United Kingdom	124.83	5	0.23
91	School of Economics, University of Bristol Bristol, United Kingdom	127.51	59	2.39
92	Kogod School of Business, American University Washington, District of Columbia (USA)	127.72	2	0.4
93	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	131.76	17	0.1
94	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	131.8	101	1.59
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	131.89	19	0.94
95	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	133.76	108	0.65
96	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	133.91	53	1
97	Norges Bank Oslo, Norway	135.13	28	0.89
---	Economics Subject Group, Business School, Newcastle University Newcastle upon Tyne, United Kingdom	139.19	19	1
98	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	139.19	30	1
99	Økonomisk Institut, Københavns Universitet København, Denmark	139.55	77	0.5
100	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	144.69	62	0.33
101	Department of Economics, University of California-Berkeley Berkeley, California (USA)	145.36	59	0.16

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 262 authors affiliated with 1018 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	2
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.01
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.43
4	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.85
5	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	5.83
6	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	7.87
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.33
8	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	9.37
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)	10.36
10	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	11.53
11	Lasse Heje Pedersen	13.25
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.79
13	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14.93
14	Bruno R Biais Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	15.31
15	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	17.03
16	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	19.88
17	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	20.04
18	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	22.87
19	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	25.2
20	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	25.97
21	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	26.14
22	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	27.31
23	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	27.42
24	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.68
25	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	27.86
26	Rosario Nunzio Mantegna	29.84

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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