Top 10% Institutions and Economists in the Field of Market Microstructure, as of May 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.
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 8581 institutions with 64618 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 263 authors affiliated with 1029 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)	4.82	19	1.03
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.82	53	1.03
3	Federal Reserve Bank of New York New York City, New York (USA)	5.29	88	3.33
4	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	5.55	459	0.97
5	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.56	35	1.26
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.09	13	1.22
6	Bayes Business School, City University London, United Kingdom	7.58	39	4.1
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.7	10	1.12
7	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.7	17	1.12
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.53	43	0.73
9	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.41	121	3.12
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	15.32	48	2.77
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	16.86	74	0.38
11	IESE Business School, Universidad de Navarra Barcelona, Spain	17.58	15	0.22
12	Department of Economics, New York University (NYU) New York City, New York (USA)	18.51	59	0.41
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	20.17	65	1.18
13	European Central Bank Frankfurt am Main, Germany	23.11	245	2.47
14	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	25.02	64	1.34
15	Department of Economics, Princeton University Princeton, New Jersey (USA)	27.15	53	0.29
16	Stern School of Business, New York University (NYU) New York City, New York (USA)	27.53	52	0.33
17	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	27.56	27	0.21
18	London School of Economics (LSE) London, United Kingdom	27.69	325	1.08
19	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	31.95	84	1.87
20	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	32.28	37	2.66
21	Booth School of Business, University of Chicago Chicago, Illinois (USA)	32.97	61	1.55
22	Business School, University of Technology Sydney Sydney, Australia	33.34	89	3.72
23	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	33.6	12	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	33.6	8	1
24	Toulouse School of Economics (TSE) Toulouse, France	34.18	155	2.01
25	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	36.63	92	1.79
26	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	36.75	59	0.67
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	36.85	30	1.83
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	38.24	38	3.65
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	38.54	6	0.26
27	Università Commerciale Luigi Bocconi Milano, Italy	39.31	166	1.23
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	40.42	15	1.1
28	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	42.32	29	0.18
29	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	42.96	22	0.39
30	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	43.1	35	2.61
31	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	43.76	10	0.46
32	Bank for International Settlements (BIS) Basel, Switzerland	45.21	92	1.31
33	Rotman School of Management, University of Toronto Toronto, Canada	45.83	49	1.35
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	45.83	12	1.35
34	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	46.36	47	0.45
35	International Monetary Fund (IMF) Washington, District of Columbia (USA)	50.47	481	0.78
36	Business School, Imperial College London, United Kingdom	50.53	45	1.02
37	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	50.64	47	0.11
38	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	52.95	209	2.73
---	Finance Department, London School of Economics (LSE) London, United Kingdom	53.58	12	0.67
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	54.81	7	0.54
39	Department of Economics, University of Chicago Chicago, Illinois (USA)	55.54	76	0.21
40	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	56.67	4	1
41	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	57.32	119	2.06
42	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	59.85	39	0.66
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	63.78	51	0.24
43	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	63.78	58	0.24
44	Université Paris-Dauphine (Paris IX) Paris, France	65.54	138	4.28
45	Bank of Canada Ottawa, Canada	66.09	176	3.28
46	School of Economics and Finance, Queen Mary University of London London, United Kingdom	67.11	61	1.67
47	INSEAD Fontainebleau, France	67.94	21	0.6
48	Monash Business School, Monash University Melbourne, Australia	68.92	186	0.66
49	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	69.11	25	1.58
50	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	70.78	10	0.19
51	Economics Department, Georgetown University Washington, District of Columbia (USA)	72.34	47	0.2
52	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	73.3	35	0.84
53	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	73.92	59	0.91
54	Bangor Business School, Bangor University Bangor, United Kingdom	74.25	35	1
55	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	74.62	14	1
56	Department of Economics, University of California-Irvine Irvine, California (USA)	75.6	47	0.35
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	77.41	15	0.04
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	78.38	28	0.17
57	Graduate School of Business, Columbia University New York City, New York (USA)	78.38	52	0.17
58	Bank of England London, United Kingdom	78.61	204	3.42
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	78.68	15	1.34
59	Warwick Business School, University of Warwick Coventry, United Kingdom	78.68	28	1.34
60	Centre for Economic Policy Research (CEPR) London, United Kingdom	80.1	353	0.31
61	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	83.63	109	1.29
62	Marshall School of Business, University of Southern California Los Angeles, California (USA)	85.34	24	0.24
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	85.34	17	0.24
63	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	86.04	50	0.95
64	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	86.25	118	0.48
65	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	86.7	30	0.08
66	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	87.95	48	0.4
67	Swiss Finance Institute Genève/Zürich, Switzerland	88.48	27	0.4
68	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	89.92	18	0.98
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	93.43	36	2.11
69	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	93.43	45	2.11
70	Department of Economics, Northwestern University Evanston, Illinois (USA)	93.94	43	0.05
71	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	95.36	98	2.59
72	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	98.05	28	0.61
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	100.45	35	2.75
73	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	100.83	53	1.21
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	103.4	2	0.02
74	New Economic School (NES) Moscow, Russia	106.84	42	1.32
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	107.02	2	0.02
75	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	110.77	19	0.16
76	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	110.8	39	0.22
77	Department of Economics, McGill University Montréal, Canada	111.71	33	0.33
78	Argyros School of Business and Economics, Chapman University Orange, California (USA)	111.83	51	0.7
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	111.83	42	0.7
79	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	112.17	139	0.61
80	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	114.43	33	0.51
81	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	115.59	145	0.34
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	116.98	22	1.47
82	BI Handelshøyskolen Oslo, Norway	116.98	55	1.47
83	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	117.17	29	0.68
84	School of Management, Yale University New Haven, Connecticut (USA)	117.96	35	0.49
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	118.42	17	1.01
85	Barcelona School of Economics (BSE) Barcelona, Spain	120.39	165	1.67
86	Judge Business School, University of Cambridge Cambridge, United Kingdom	120.53	43	0.1
87	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	121.9	34	0.78
88	Stockholm School of Economics Stockholm, Sweden	121.98	62	1.28
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	125.68	28	0.66
89	Tinbergen Instituut Amsterdam, Netherlands	126.04	124	0.48
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	126.25	2	0.66
90	School of Accounting and Finance, University of Bristol Bristol, United Kingdom	126.43	5	0.23
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	127.56	9	1.12
91	School of Business, East China University of Science and Technology Shanghai, China	127.83	7	0.32
92	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	128.34	16	0.1
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	132.46	19	0.94
93	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	134.64	53	1
94	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	136.27	101	1.59
94	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	136.27	110	0.65
96	Norges Bank Oslo, Norway	136.44	26	0.89
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	137.58	95	1.52
97	School of Economics, University of Bristol Bristol, United Kingdom	138.15	60	2.33
98	Økonomisk Institut, Københavns Universitet København, Denmark	139.58	78	0.5
99	Department of Economics, University of California-Berkeley Berkeley, California (USA)	142.22	64	0.16
---	Economics Subject Group, Business School, Newcastle University Newcastle upon Tyne, United Kingdom	143.43	19	1
100	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	143.43	30	1
101	School of Economics, Finance and Marketing, RMIT University Melbourne, Australia	144.05	29	0.24
102	Kogod School of Business, American University Washington, District of Columbia (USA)	145.33	2	0.33

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 263 authors affiliated with 1029 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	2.01
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	2.99
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.4
4	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	5
5	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.28
6	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	8.18
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.56
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)	9.84
9	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	10.17
10	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	11.75
11	Lasse Heje Pedersen	13.16
12	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	13.37
13	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.16
14	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14.86
15	Bruno R Biais Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	15.05
16	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	19.77
17	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	21.36
18	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	22.88
19	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	24.56
20	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	26.58
21	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	26.62
22	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	26.71
23	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	27.65
24	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	28.18
25	Angelo Ranaldo School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	28.2
26	Tobias Adrian International Monetary Fund (IMF), Washington, District of Columbia (USA)	28.29

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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