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

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Only authors registered with the RePEc Author Service are considered.
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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.
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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 8663 institutions with 65674 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 271 authors affiliated with 1042 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.27	49	1.05
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.64	19	1.06
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.64	53	1.06
3	Federal Reserve Bank of New York New York City, New York (USA)	4.87	87	3.45
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.55	35	1.27
5	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	5.97	458	0.96
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	6.88	12	1.22
6	Bayes Business School, City University London, United Kingdom	7.6	41	4.12
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.72	10	1.12
7	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.72	17	1.12
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.34	43	0.73
9	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	16.52	73	0.38
10	IESE Business School, Universidad de Navarra Barcelona, Spain	17.26	16	0.22
11	Department of Economics, New York University (NYU) New York City, New York (USA)	18.75	59	0.41
12	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	19.24	117	2.91
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	20.14	63	1.15
13	Department of Economics, Princeton University Princeton, New Jersey (USA)	22.86	51	0.35
14	European Central Bank Frankfurt am Main, Germany	23.41	250	2.61
15	Stern School of Business, New York University (NYU) New York City, New York (USA)	24.04	52	0.36
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	25.59	47	2.57
16	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	26.08	27	0.21
17	London School of Economics (LSE) London, United Kingdom	28.01	328	0.9
18	Booth School of Business, University of Chicago Chicago, Illinois (USA)	28.28	62	1.58
19	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	29.06	64	1.36
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	32.53	6	0.32
20	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	33.26	12	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	33.26	8	1
21	Business School, University of Technology Sydney Sydney, Australia	33.28	91	3.72
22	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	34.24	33	0.19
23	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	34.45	85	1.87
24	Copenhagen Business School København, Denmark	34.73	81	0.5
25	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	35.68	37	2.66
26	Toulouse School of Economics (TSE) Toulouse, France	36.29	158	2
27	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	36.5	62	0.9
28	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	38.93	92	1.8
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	39.66	38	3.65
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	40.07	30	1.83
---	Institut for Finansiering, Copenhagen Business School København, Denmark	40.47	4	0.16
29	Università Commerciale Luigi Bocconi Milano, Italy	41.25	167	1.23
30	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	43.45	51	0.47
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	43.81	16	1.1
31	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	43.86	9	0.53
32	Rotman School of Management, University of Toronto Toronto, Canada	45.59	52	1.35
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	45.59	12	1.35
33	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	48.29	212	3.23
34	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	48.64	23	0.39
35	Bank for International Settlements (BIS) Basel, Switzerland	50.8	94	1.18
36	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	51.5	48	0.15
37	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	51.56	15	1
38	Centre for Economic Policy Research (CEPR) London, United Kingdom	52.6	361	0.36
---	Finance Department, London School of Economics (LSE) London, United Kingdom	52.64	12	0.55
39	International Monetary Fund (IMF) Washington, District of Columbia (USA)	53.23	495	0.93
40	Business School, Imperial College London, United Kingdom	54.53	44	0.69
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	55.25	8	0.78
41	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	55.96	4	1
42	Swiss Finance Institute Genève/Zürich, Switzerland	58.71	30	0.58
43	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	59.14	39	0.69
44	Department of Economics, University of Chicago Chicago, Illinois (USA)	60.16	80	0.21
45	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	60.2	128	2.06
46	Bank of Canada Ottawa, Canada	63.53	180	3.28
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	64.97	52	0.3
47	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	64.97	59	0.3
48	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	68.02	10	0.2
49	Marshall School of Business, University of Southern California Los Angeles, California (USA)	68.3	23	0.22
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	68.3	15	0.22
50	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	69.61	27	1.58
51	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	70.25	62	1.11
52	Université Paris-Dauphine (Paris IX) Paris, France	71.14	139	4.28
53	INSEAD Fontainebleau, France	72.56	21	0.6
54	School of Economics and Finance, Queen Mary University of London London, United Kingdom	72.75	70	1.7
55	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	72.79	35	2.41
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	73.48	16	0.05
56	Monash Business School, Monash University Melbourne, Australia	76.2	189	0.67
57	Bangor Business School, Bangor University Bangor, United Kingdom	77.85	34	1
58	Economics Department, Georgetown University Washington, District of Columbia (USA)	78.25	50	0.2
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	79.28	26	0.18
59	Graduate School of Business, Columbia University New York City, New York (USA)	79.28	52	0.18
60	Department of Economics, University of California-Irvine Irvine, California (USA)	82.41	48	0.35
61	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	82.68	36	0.84
62	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	83	119	0.53
63	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	83.35	50	0.45
64	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	84.18	50	0.95
65	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	85.55	32	0.08
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	86.78	14	1.35
66	Warwick Business School, University of Warwick Coventry, United Kingdom	86.78	27	1.35
67	Bank of England London, United Kingdom	88.66	205	3.4
68	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	89.88	17	1
69	Department of Economics, Northwestern University Evanston, Illinois (USA)	90.39	44	0.06
70	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	93.54	28	0.61
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	96.12	2	0.02
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	97.18	36	2.11
71	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	97.18	45	2.11
72	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	102.57	96	2.53
73	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	104.43	111	1.56
74	School of Management, Yale University New Haven, Connecticut (USA)	108.93	34	0.5
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	109.52	35	2.75
75	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	109.98	19	0.16
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	112.01	2	0.02
76	New Economic School (NES) Moscow, Russia	112.56	41	1.32
77	Stockholm School of Economics Stockholm, Sweden	113.07	62	1.28
78	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	116.56	51	1.2
79	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	117.16	145	0.37
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	117.51	9	1.12
80	Tinbergen Instituut Amsterdam, Netherlands	118.21	123	0.52
81	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	119.53	29	0.68
82	Department of Economics, McGill University Montréal, Canada	121.22	34	0.31
83	Barcelona School of Economics (BSE) Barcelona, Spain	121.55	166	1.67
84	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	121.87	39	0.22
85	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	122.16	143	0.52
86	Argyros School of Business and Economics, Chapman University Orange, California (USA)	122.71	51	0.69
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	122.71	43	0.69
87	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	122.93	33	0.78
88	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	123.21	33	0.51
89	Judge Business School, University of Cambridge Cambridge, United Kingdom	123.68	42	0.1
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	123.79	17	1.01
90	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	124.37	102	1.67
91	Deutsche Bundesbank Frankfurt, Germany	125.19	171	4.07
92	School of Accounting and Finance, University of Bristol Bristol, United Kingdom	126.72	6	0.23
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	127.27	28	0.65
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	127.39	2	0.66
93	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	128.74	16	0.11
94	School of Business, East China University of Science and Technology Shanghai, China	129.67	8	0.32
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	129.89	23	1.47
95	BI Handelshøyskolen Oslo, Norway	129.89	57	1.47
96	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	134.63	124	1.72
97	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	135.14	53	1
98	School of Economics, University of Bristol Bristol, United Kingdom	137.09	60	2.33
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	137.24	20	0.95
99	Department of Economics, University of California-Berkeley Berkeley, California (USA)	137.83	61	0.16
100	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	139.65	13	0.28
101	Økonomisk Institut, Københavns Universitet København, Denmark	140.77	80	0.5
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	142.63	97	1.52
102	Norges Bank Oslo, Norway	142.7	25	0.95
103	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	143.85	64	0.33
104	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	144.05	113	0.66

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 271 authors affiliated with 1042 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	2.15
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.14
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.74
4	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	5.28
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.31
6	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	7.73
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.28
8	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	8.55
9	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	9.6
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)	10.51
11	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	10.74
12	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	14.4
13	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.64
14	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	15.45
15	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.6
16	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	18.38
17	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	21.79
18	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	23.88
19	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	24.45
20	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	25.37
21	Rosario Nunzio Mantegna	25.93
22	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	26.28
23	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	28.6
24	Angelo Ranaldo School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland Swiss Finance Institute, Genève/Zürich, Switzerland	28.64
25	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	29.01
26	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	29.1
27	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	29.63

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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