Top 10% Institutions and Economists in the Field of Market Microstructure, as of May 2023

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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.
Authors with multiple affiliations are attributed to each institution according to the weights ("shares") they have set to each in their profile, or by default according to a formula described here.
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Only institutions listed in EDIRC are counted.
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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 8708 institutions with 66547 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 242 authors affiliated with 1046 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.33	47	1.05
2	Federal Reserve Bank of New York New York City, New York (USA)	4.62	89	3.33
3	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	4.67	467	0.96
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.37	35	1.24
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.06	19	0.77
5	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.06	53	0.77
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.88	10	1.12
6	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.88	17	1.12
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	6.92	12	1.2
7	Bayes Business School, City University London, United Kingdom	7.42	41	4.12
8	Graduate School of Business, Stanford University Stanford, California (USA)	9.88	39	0.72
9	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	15.96	75	0.38
10	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	18.47	115	2.91
11	Department of Economics, New York University (NYU) New York City, New York (USA)	19.13	58	0.4
12	IESE Business School, Universidad de Navarra Barcelona, Spain	19.92	16	0.2
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	20.73	64	1.07
13	European Central Bank Frankfurt am Main, Germany	22.26	252	2.52
14	Department of Economics, Princeton University Princeton, New Jersey (USA)	22.51	50	0.35
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	24.67	44	2.57
15	Stern School of Business, New York University (NYU) New York City, New York (USA)	26.99	53	0.31
16	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	27.08	27	0.21
17	Booth School of Business, University of Chicago Chicago, Illinois (USA)	27.26	63	1.56
18	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	28.72	64	1.32
19	London School of Economics (LSE) London, United Kingdom	30.23	333	0.85
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	31.66	7	0.32
20	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	31.67	12	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	31.67	8	1
21	Business School, University of Technology Sydney Sydney, Australia	33.13	91	3.7
22	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	33.44	84	1.87
23	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	33.89	63	0.9
24	Copenhagen Business School København, Denmark	34.16	83	0.5
25	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	34.31	91	1.84
26	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	35.21	34	0.18
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	35.88	38	3.64
27	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	36.75	38	2.66
28	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	37	15	1
29	Toulouse School of Economics (TSE) Toulouse, France	37.42	156	2
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	38.72	30	1.83
---	Institut for Finansiering, Copenhagen Business School København, Denmark	38.98	4	0.16
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	41.72	16	1.12
30	Università Commerciale Luigi Bocconi Milano, Italy	43	165	1.23
31	Graduate School of Business, Columbia University New York City, New York (USA)	43.1	53	0.34
32	International Monetary Fund (IMF) Washington, District of Columbia (USA)	43.12	504	2.05
33	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	44.62	9	0.43
34	Rotman School of Management, University of Toronto Toronto, Canada	45.16	53	1.35
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	45.16	12	1.35
35	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	47.32	53	0.45
36	Marshall School of Business, University of Southern California Los Angeles, California (USA)	50.6	23	0.24
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	50.6	15	0.24
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	52.23	8	0.78
37	Bank for International Settlements (BIS) Basel, Switzerland	52.93	95	1.12
38	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	53.41	4	1
39	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	53.57	22	0.37
40	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	53.63	212	3.05
41	Centre for Economic Policy Research (CEPR) London, United Kingdom	54.48	363	0.34
42	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	55.34	47	0.13
43	Business School, Imperial College London, United Kingdom	56.46	45	0.68
44	Swiss Finance Institute Genève/Zürich, Switzerland	57.45	30	0.55
---	Finance Department, London School of Economics (LSE) London, United Kingdom	58.3	12	0.5
45	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	62.4	39	0.66
46	Department of Economics, University of Chicago Chicago, Illinois (USA)	62.55	77	0.21
47	Bank of Canada Ottawa, Canada	63.03	180	3.17
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	66.47	52	0.29
48	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	66.47	59	0.29
49	Université Paris-Dauphine (Paris IX) Paris, France	67.44	140	4.28
50	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	69.25	10	0.19
51	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	71.18	63	1.11
52	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	71.89	37	3.4
53	INSEAD Fontainebleau, France	71.98	22	0.6
54	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	72.07	27	1.57
55	Monash Business School, Monash University Melbourne, Australia	76.48	190	0.66
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	77.5	17	0.05
56	Economics Department, Georgetown University Washington, District of Columbia (USA)	78.18	50	0.2
57	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	78.55	35	0.84
58	Bank of England London, United Kingdom	80.72	208	3.53
59	Department of Economics, University of California-Irvine Irvine, California (USA)	80.82	48	0.35
60	School of Economics and Finance, Queen Mary University of London London, United Kingdom	81.21	67	1.65
61	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	83.31	48	0.9
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	84.1	26	0.18
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	84.16	14	1.35
62	Warwick Business School, University of Warwick Coventry, United Kingdom	84.16	27	1.35
63	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	84.49	121	0.5
64	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	84.91	51	0.44
65	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	88.95	30	0.08
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	91.94	35	2.11
66	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	91.94	44	2.11
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	96.92	2	0.02
67	Department of Economics, Northwestern University Evanston, Illinois (USA)	96.96	43	0.05
68	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	97.83	28	0.6
69	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	99.38	16	0.98
70	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	99.82	127	1.96
71	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	100.86	96	2.53
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	104.83	35	2.75
72	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	106.79	115	1.54
73	Department of Economics, University of California-Berkeley Berkeley, California (USA)	108.58	62	0.14
74	New Economic School (NES) Moscow, Russia	109.09	41	1.37
75	Barcelona School of Economics (BSE) Barcelona, Spain	110.08	166	2.24
76	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	110.15	51	1.19
77	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	110.41	142	0.55
78	Stockholm School of Economics Stockholm, Sweden	113.22	64	1.27
79	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	114.17	119	0.83
80	School of Management, Yale University New Haven, Connecticut (USA)	117.16	39	0.48
81	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	117.29	19	0.15
82	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	117.48	38	0.22
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	117.62	10	1.11
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	118.49	2	0.02
83	Tinbergen Instituut Amsterdam, Netherlands	118.85	124	0.49
84	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	119.18	16	0.1
85	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	119.55	31	0.68
86	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	121.45	141	0.35
87	Argyros School of Business and Economics, Chapman University Orange, California (USA)	123.45	52	0.69
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	123.45	43	0.69
88	Department of Economics, McGill University Montréal, Canada	123.79	34	0.31
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	124.18	15	1.01
89	Judge Business School, University of Cambridge Cambridge, United Kingdom	124.61	42	0.1
90	School of Accounting and Finance, University of Bristol Bristol, United Kingdom	125.37	6	0.23
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	126.92	97	2.1
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	127.55	2	0.66
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	127.82	27	0.65
91	Deutsche Bundesbank Frankfurt, Germany	128.85	172	3.82
92	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	131.56	127	1.65
93	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	131.9	32	0.78
94	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	132.34	73	1.14
95	School of Business, East China University of Science and Technology Shanghai, China	132.57	8	0.32
96	Økonomisk Institut, Københavns Universitet København, Denmark	133.01	80	0.5
97	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	135.37	35	0.5
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	137.65	23	1.44
98	BI Handelshøyskolen Oslo, Norway	137.65	56	1.44
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	138.4	19	0.94
99	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	138.5	53	1
100	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	138.74	13	0.28
101	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	141.13	144	0.16
102	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	143.51	63	0.3
103	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	146.28	101	1.59
104	Norges Bank Oslo, Norway	146.94	26	0.88

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 242 authors affiliated with 1046 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	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.68
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	5.71
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	5.95
6	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	8.01
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.1
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)	9.11
9	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	9.28
10	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	9.49
11	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	13.07
12	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14.35
13	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	14.76
14	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	14.83
15	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	16.64
16	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	20.38
17	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	22.25
18	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	23.73
19	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	23.8
20	Rosario Nunzio Mantegna	25.97
21	Angelo Ranaldo School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland Swiss Finance Institute, Genève/Zürich, Switzerland	26.01
22	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	26.03
23	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	26.38
24	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	27.48

The data presented here are experimental. They are based on a 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.

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