Top 10% Institutions and Economists in the Field of Market Microstructure, as of January 2024

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 ("shares") 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 ("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.
• 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 8816 institutions with 67996 registered authors evaluated for all the rankings.

Similar rankings

Same ranking by authors, institutions, countries and regions, and more rankings for , including the individual criteria used here.

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 236 authors affiliated with 1065 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	2.03
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.16
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.61
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	5.78
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.77
6	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	7.43
7	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	7.92
8	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	8.28
9	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)	8.34
10	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	9.83
11	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	13.07
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.76
13	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.37
14	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	15.79
15	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	16.31
16	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	20.04
17	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	21.92
18	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	23.41
19	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	24.25
20	Angelo Ranaldo School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland Swiss Finance Institute, Genève/Zürich, Switzerland	26.16
21	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	26.76
22	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	27.71
23	Rosario Nunzio Mantegna	27.87

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.