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

What this page is about

This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

Only authors registered with the RePEc Author Service are considered.
Only works listed on RePEc and claimed as theirs by registered authors are counted.
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.
Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
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.
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.
There are no such restrictions for institutions, it is thus possible that more institutions than authors are classified.
Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
There are 8561 institutions with 64332 registered authors evaluated for all the rankings.

Similar rankings

Entity	Full ranking		Last 10 years		10 best authors		Last 10 years, 10 best authors		Top 5% authors		More
Authors	Short	Details	Short	Details							More
Institutions	Short	Details	Short	Details	Short	Details	Short	Details	All years	Last 10	More
Regions	Short	Details	Short	Details							More

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 260 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)	1.38	50	1
2	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	4.3	459	0.97
3	Federal Reserve Bank of New York New York City, New York (USA)	5.17	89	3.35
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.38	35	1.26
5	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.07	17	1.12
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.07	10	1.12
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	6.71	13	1.22
6	Bayes Business School, City University London, United Kingdom	6.8	40	4.11
7	Graduate School of Business, Stanford University Stanford, California (USA)	8.86	43	0.74
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	9.92	19	0.73
8	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	9.92	53	0.73
9	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	11.5	120	3.12
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	15.16	48	2.78
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	15.9	74	0.38
11	IESE Business School, Universidad de Navarra Barcelona, Spain	16.94	16	0.22
12	Department of Economics, New York University (NYU) New York City, New York (USA)	18.24	58	0.41
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	18.76	66	1.18
13	European Central Bank Frankfurt am Main, Germany	22.95	246	2.47
14	Department of Economics, Princeton University Princeton, New Jersey (USA)	25.2	54	0.31
15	Stern School of Business, New York University (NYU) New York City, New York (USA)	26.7	53	0.34
16	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	26.91	27	0.21
17	London School of Economics (LSE) London, United Kingdom	27.41	321	1.05
18	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	30	64	1.31
19	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	30.13	83	1.87
20	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	31.86	12	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	31.86	8	1
21	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	32.02	36	2.66
22	Business School, University of Technology Sydney Sydney, Australia	32.22	89	3.72
23	Toulouse School of Economics (TSE) Toulouse, France	34.12	154	2.01
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	34.25	30	1.83
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	34.78	6	0.28
24	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	35.08	59	0.67
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	36.15	37	3.65
25	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	36.5	93	1.79
26	Università Commerciale Luigi Bocconi Milano, Italy	38.81	165	1.23
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	39.14	15	1.11
27	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	40.62	29	0.18
28	Booth School of Business, University of Chicago Chicago, Illinois (USA)	40.76	60	1.52
29	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	41.17	34	2.61
30	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	43.18	22	0.39
31	Rotman School of Management, University of Toronto Toronto, Canada	45.86	49	1.35
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	45.86	12	1.35
32	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	46.22	47	0.46
33	Bank for International Settlements (BIS) Basel, Switzerland	47.79	90	1.25
34	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	49.73	48	0.11
---	Finance Department, London School of Economics (LSE) London, United Kingdom	52.66	12	0.67
35	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	52.71	208	2.73
36	International Monetary Fund (IMF) Washington, District of Columbia (USA)	52.77	480	0.86
37	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	53.42	11	0.38
38	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	53.45	120	2.06
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	53.89	7	0.54
39	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	55.29	4	1
40	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	58.64	39	0.66
41	Bank of Canada Ottawa, Canada	59.32	174	3.67
42	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	62.56	14	1
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	62.69	50	0.24
43	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	62.69	57	0.24
44	Université Paris-Dauphine (Paris IX) Paris, France	62.79	138	4.28
45	Business School, Imperial College London, United Kingdom	63.25	46	0.96
46	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	64.92	25	1.58
47	INSEAD Fontainebleau, France	66.81	22	0.6
48	School of Economics and Finance, Queen Mary University of London London, United Kingdom	67.48	61	1.67
49	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	68.92	9	0.19
50	Economics Department, Georgetown University Washington, District of Columbia (USA)	69.72	47	0.2
51	Monash Business School, Monash University Melbourne, Australia	69.77	183	0.66
52	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	72.13	59	0.91
53	Bangor Business School, Bangor University Bangor, United Kingdom	72.49	36	1
54	Department of Economics, University of California-Irvine Irvine, California (USA)	73.58	47	0.35
55	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	73.87	35	0.84
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	74.46	16	0.04
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	76.27	14	1.34
56	Warwick Business School, University of Warwick Coventry, United Kingdom	76.27	28	1.34
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	77.03	27	0.17
57	Graduate School of Business, Columbia University New York City, New York (USA)	77.03	50	0.17
58	Centre for Economic Policy Research (CEPR) London, United Kingdom	79.11	350	0.31
59	Department of Economics, University of Chicago Chicago, Illinois (USA)	80.87	76	0.18
60	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	81.14	50	0.95
61	Bank of England London, United Kingdom	83.3	203	3.37
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	83.43	17	0.24
62	Marshall School of Business, University of Southern California Los Angeles, California (USA)	83.43	23	0.24
63	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	84.79	30	0.08
64	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	85.62	111	1.29
65	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	85.77	119	0.48
66	Swiss Finance Institute Genève/Zürich, Switzerland	87.5	26	0.4
67	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	87.86	17	0.98
68	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	89.77	28	0.61
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	91.14	36	2.11
69	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	91.14	45	2.11
70	Department of Economics, Northwestern University Evanston, Illinois (USA)	92.22	42	0.05
71	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	93.93	100	2.59
72	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	94	49	0.36
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	99.47	2	0.02
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	100.46	35	2.75
73	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	102.01	52	1.21
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	105.21	2	0.02
74	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	105.89	38	0.22
75	New Economic School (NES) Moscow, Russia	107.07	43	1.32
76	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	109.66	19	0.16
77	Barcelona School of Economics (BSE) Barcelona, Spain	110.02	165	1.71
78	Department of Economics, McGill University Montréal, Canada	110.09	33	0.37
79	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	110.95	140	0.61
80	Argyros School of Business and Economics, Chapman University Orange, California (USA)	112.27	50	0.7
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	112.27	42	0.7
81	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	114.24	146	0.35
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	114.29	22	1.47
82	BI Handelshøyskolen Oslo, Norway	114.29	55	1.47
83	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	115.19	32	0.51
84	Stockholm School of Economics Stockholm, Sweden	115.37	62	1.28
85	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	116.69	29	0.68
86	School of Management, Yale University New Haven, Connecticut (USA)	117.91	36	0.49
87	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	118.61	35	0.78
88	Judge Business School, University of Cambridge Cambridge, United Kingdom	119.77	42	0.1
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	120.34	9	1.12
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	121.97	28	0.66
89	School of Business, East China University of Science and Technology Shanghai, China	121.99	7	0.32
90	Tinbergen Instituut Amsterdam, Netherlands	123.57	125	0.48
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	123.78	17	1.01
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	124.27	96	1.56
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	124.42	2	0.66
91	School of Accounting and Finance, University of Bristol Bristol, United Kingdom	124.42	5	0.23
92	School of Economics, University of Bristol Bristol, United Kingdom	128.76	59	2.39
93	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	129.83	17	0.1
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	133.02	19	0.94
94	Norges Bank Oslo, Norway	133.52	27	0.89
95	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	133.8	102	1.59
96	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	134.69	52	1
97	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	134.81	109	0.65
98	Økonomisk Institut, Københavns Universitet København, Denmark	139.7	77	0.5
---	Economics Subject Group, Business School, Newcastle University Newcastle upon Tyne, United Kingdom	142.5	19	1
99	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	142.5	30	1
100	PBC School of Finance, Tsinghua University Beijing, China	144.34	9	0.17
101	Department of Economics, University of California-Berkeley Berkeley, California (USA)	144.91	61	0.16

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 260 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)	1.96
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.05
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.6
4	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	4.8
5	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.81
6	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	7.81
7	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	9.24
8	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)	9.59
9	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	10.55
10	Lasse Heje Pedersen	11.65
11	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	13.48
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	13.57
13	Bruno R Biais Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	14.36
14	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	18.76
15	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	18.81
16	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	19.53
17	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	22.77
18	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	23.87
19	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	24.29
20	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	25.72
21	Angelo Ranaldo School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	25.87
22	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	26.06
23	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	26.5
24	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.05
25	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	28.83
26	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	28.87

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.

We do our best, but we cannot exclude errors.

Browse Econ Literature

More features

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

What this page is about

Similar rankings

The rankings

Top 10% institutions in the field of Market Microstructure

The rankings

Top 10% authors in the field of Market Microstructure

More services and features

MyIDEAS

Author registration

Rankings

RePEc Genealogy

RePEc Biblio

MPRA

New papers by email

EconAcademics

Plagiarism

About RePEc

RePEc home

Blog

Help/FAQ

RePEc team

Participating archives

Privacy statement

Help us

Corrections

Volunteers

Get papers listed

Open a RePEc archive

Get RePEc data