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

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Only authors registered with the RePEc Author Service are considered.
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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 ("shares") 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 8645 institutions with 65316 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 267 authors affiliated with 1041 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.29	49	1
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.68	18	1.06
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.68	52	1.06
3	Federal Reserve Bank of New York New York City, New York (USA)	5.08	86	3.33
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.32	36	1.27
5	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	5.7	458	0.96
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	6.9	13	1.22
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.66	10	1.12
6	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.66	17	1.12
7	Bayes Business School, City University London, United Kingdom	7.89	39	4.12
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.41	43	0.73
9	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	15.87	71	0.38
10	IESE Business School, Universidad de Navarra Barcelona, Spain	16.72	15	0.22
11	Department of Economics, New York University (NYU) New York City, New York (USA)	17.93	58	0.41
12	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	18.33	118	2.91
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	19.96	63	1.17
13	European Central Bank Frankfurt am Main, Germany	23.11	250	2.45
14	Stern School of Business, New York University (NYU) New York City, New York (USA)	23.34	52	0.36
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	24.23	47	2.57
15	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	24.82	64	1.37
16	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	25.25	27	0.21
17	London School of Economics (LSE) London, United Kingdom	26.36	326	0.94
18	Department of Economics, Princeton University Princeton, New Jersey (USA)	27.28	53	0.3
19	Booth School of Business, University of Chicago Chicago, Illinois (USA)	31.83	62	1.56
20	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	32.24	31	0.19
21	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	32.59	12	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	32.59	8	1
22	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	34.52	37	2.66
23	Business School, University of Technology Sydney Sydney, Australia	34.73	91	3.72
24	Copenhagen Business School København, Denmark	35.07	81	0.5
25	Toulouse School of Economics (TSE) Toulouse, France	35.32	158	2
26	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	36.25	84	1.87
27	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	37	61	0.65
28	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	38.07	93	1.8
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	39.41	38	3.65
29	Università Commerciale Luigi Bocconi Milano, Italy	39.83	166	1.23
---	Institut for Finansiering, Copenhagen Business School København, Denmark	40.57	4	0.16
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	41.37	6	0.26
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	42.2	30	1.83
30	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	43.42	10	0.53
31	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	43.8	49	0.47
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	44.68	15	1.1
32	Rotman School of Management, University of Toronto Toronto, Canada	45.83	52	1.35
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	45.83	12	1.35
33	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	46.57	22	0.39
34	Bank for International Settlements (BIS) Basel, Switzerland	49.35	92	1.19
35	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	50.69	47	0.11
---	Finance Department, London School of Economics (LSE) London, United Kingdom	51.57	12	0.56
36	International Monetary Fund (IMF) Washington, District of Columbia (USA)	52.4	487	0.9
37	Centre for Economic Policy Research (CEPR) London, United Kingdom	52.89	358	0.35
38	Business School, Imperial College London, United Kingdom	53.03	44	0.69
39	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	54.91	4	1
40	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	55.71	211	2.83
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	56.01	7	0.53
41	Department of Economics, University of Chicago Chicago, Illinois (USA)	58.44	79	0.21
42	Swiss Finance Institute Genève/Zürich, Switzerland	59.88	29	0.57
43	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	60.02	123	2.06
44	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	62.54	39	0.66
45	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	63.37	15	1
46	Bank of Canada Ottawa, Canada	66.06	178	3
47	Université Paris-Dauphine (Paris IX) Paris, France	68.39	138	4.28
48	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	68.68	10	0.2
49	School of Economics and Finance, Queen Mary University of London London, United Kingdom	69.78	61	1.7
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	69.87	51	0.24
50	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	69.87	58	0.24
51	Marshall School of Business, University of Southern California Los Angeles, California (USA)	70.07	24	0.22
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	70.07	16	0.22
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	71.4	16	0.05
52	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	71.54	27	1.58
53	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	72.49	60	0.91
54	INSEAD Fontainebleau, France	73.32	21	0.6
55	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	74.11	35	2.41
56	Monash Business School, Monash University Melbourne, Australia	75.07	190	0.67
57	Bangor Business School, Bangor University Bangor, United Kingdom	76.47	34	1
58	Economics Department, Georgetown University Washington, District of Columbia (USA)	77.1	49	0.2
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	78.23	26	0.18
59	Graduate School of Business, Columbia University New York City, New York (USA)	78.23	51	0.18
60	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	79.72	36	0.84
61	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	82.51	112	1.81
62	Department of Economics, University of California-Irvine Irvine, California (USA)	82.65	47	0.35
63	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	82.93	119	0.52
64	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	83.75	50	0.95
65	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	84.13	31	0.08
66	Bank of England London, United Kingdom	84.55	206	3.48
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	85.7	14	1.34
67	Warwick Business School, University of Warwick Coventry, United Kingdom	85.7	27	1.34
68	Department of Economics, Northwestern University Evanston, Illinois (USA)	87.05	45	0.06
69	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	88.3	17	1
70	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	89.32	49	0.4
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	96.41	2	0.02
71	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	97.47	28	0.61
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	98.56	36	2.11
72	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	98.56	45	2.11
73	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	99.04	97	2.59
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	105.61	35	2.75
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	107.86	2	0.02
74	New Economic School (NES) Moscow, Russia	110.26	42	1.32
75	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	111	19	0.16
76	School of Management, Yale University New Haven, Connecticut (USA)	111.37	32	0.5
77	Stockholm School of Economics Stockholm, Sweden	113.13	62	1.28
78	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	116.71	144	0.37
79	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	116.99	142	0.61
80	Tinbergen Instituut Amsterdam, Netherlands	117.55	124	0.51
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	117.67	9	1.12
81	Department of Economics, McGill University Montréal, Canada	118.44	33	0.31
82	Argyros School of Business and Economics, Chapman University Orange, California (USA)	118.57	50	0.69
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	118.57	42	0.69
83	Barcelona School of Economics (BSE) Barcelona, Spain	120.52	166	1.67
84	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	120.82	33	0.51
85	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	121.61	29	0.68
86	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	122.54	50	1.19
87	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	122.58	39	0.22
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	123.22	17	1.01
88	Judge Business School, University of Cambridge Cambridge, United Kingdom	123.35	41	0.1
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	123.96	28	0.66
89	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	125.11	33	0.78
90	School of Accounting and Finance, University of Bristol Bristol, United Kingdom	125.64	6	0.23
91	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	125.89	101	1.67
92	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	127.72	16	0.11
93	School of Business, East China University of Science and Technology Shanghai, China	129.69	8	0.32
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	130	23	1.47
94	BI Handelshøyskolen Oslo, Norway	130	57	1.47
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	130.79	2	0.66
95	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	133.41	53	1
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	134.71	19	0.95
96	Department of Economics, University of California-Berkeley Berkeley, California (USA)	136.45	64	0.16
97	School of Economics, University of Bristol Bristol, United Kingdom	138.58	58	2.33
98	Økonomisk Institut, Københavns Universitet København, Denmark	138.94	78	0.5
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	139.29	96	1.52
99	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	139.89	111	0.66
100	Norges Bank Oslo, Norway	142.28	25	0.95
101	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	146.35	64	0.34
102	Deutsche Bundesbank Frankfurt, Germany	148.33	169	3.99
103	School of Economics, Finance and Marketing, RMIT University Melbourne, Australia	148.54	28	0.24
104	Faculty of Business and Economics, Macquarie University Sydney, Australia	148.74	43	0.65

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 267 authors affiliated with 1041 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)	3.33
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.63
4	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	5.26
5	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.13
6	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	7.61
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.06
8	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	8.58
9	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	9.68
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)	10.73
11	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	11.22
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.2
13	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	14.41
14	Bruno R Biais Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	15.07
15	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.11
16	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	21.66
17	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	21.76
18	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	23.69
19	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	24.64
20	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	25.49
21	Rosario Nunzio Mantegna	25.78
22	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.43
23	Tobias Adrian International Monetary Fund (IMF), Washington, District of Columbia (USA)	28.5
24	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	28.57
25	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	29.13
26	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	29.18

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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