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

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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 8823 institutions with 68131 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 236 authors affiliated with 1068 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	49	1.04
2	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	4.52	476	0.97
3	Federal Reserve Bank of New York New York City, New York (USA)	4.88	96	3.45
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.62	41	1.29
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.17	19	0.79
5	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.17	54	0.79
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.84	9	1.12
6	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.84	15	1.12
7	Bayes Business School, City University London, United Kingdom	7.04	44	4.2
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.27	17	1.19
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.48	42	0.71
9	Department of Economics, New York University (NYU) New York City, New York (USA)	15.97	62	0.7
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	16.28	73	0.38
11	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	17.56	114	2.95
12	Department of Economics, Princeton University Princeton, New Jersey (USA)	18.98	53	0.4
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	20.74	66	1.18
13	IESE Business School, Universidad de Navarra Barcelona, Spain	21.13	16	0.2
14	European Central Bank Frankfurt am Main, Germany	23.34	263	2.5
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	25.46	43	2.56
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	25.49	7	0.37
15	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	27.34	28	0.21
16	Booth School of Business, University of Chicago Chicago, Illinois (USA)	27.64	65	1.56
17	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	28.97	65	1.32
18	Stern School of Business, New York University (NYU) New York City, New York (USA)	29.34	57	0.31
19	London School of Economics (LSE) London, United Kingdom	31.84	344	0.86
20	Bank for International Settlements (BIS) Basel, Switzerland	32.92	101	1.63
21	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	33.04	15	1
22	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	33.44	13	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	33.44	9	1
23	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	34.97	85	1.87
24	Copenhagen Business School København, Denmark	35.45	84	0.5
25	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	35.83	93	1.84
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	36.35	17	1.2
26	Business School, University of Technology Sydney Sydney, Australia	36.43	91	3.7
27	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	37.48	63	0.9
28	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	37.76	34	0.18
29	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	38.61	37	2.66
30	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	39.14	54	0.54
31	Toulouse School of Economics (TSE) Toulouse, France	39.21	155	1.71
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	39.51	38	3.64
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	40.1	29	1.83
---	Institut for Finansiering, Copenhagen Business School København, Denmark	40.38	4	0.16
32	International Monetary Fund (IMF) Washington, District of Columbia (USA)	41.5	516	1.95
33	Graduate School of Business, Columbia University New York City, New York (USA)	43.54	56	0.34
34	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	44.99	11	0.43
35	Università Commerciale Luigi Bocconi Milano, Italy	46.58	170	1.2
36	Rotman School of Management, University of Toronto Toronto, Canada	46.69	53	1.35
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	46.69	12	1.35
37	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	51.65	23	0.38
38	Marshall School of Business, University of Southern California Los Angeles, California (USA)	53.21	24	0.24
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	53.21	15	0.24
39	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	54.27	216	3.04
40	Centre for Economic Policy Research (CEPR) London, United Kingdom	55.6	371	0.36
41	Business School, Imperial College London, United Kingdom	55.86	49	0.68
42	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	55.89	45	0.91
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	56.06	8	0.78
43	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	56.31	5	1
44	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	56.32	50	0.14
45	Swiss Finance Institute Genève/Zürich, Switzerland	57.62	29	0.55
---	Finance Department, London School of Economics (LSE) London, United Kingdom	58.7	12	0.5
46	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	62.34	128	2.03
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	65.38	53	0.28
47	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	65.38	60	0.28
48	Bank of Canada Ottawa, Canada	65.85	182	3.02
49	Department of Economics, University of Chicago Chicago, Illinois (USA)	67.14	82	0.11
50	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	69.6	11	0.19
51	Université Paris-Dauphine (Paris IX) Paris, France	69.75	145	4.79
52	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	71.68	29	1.57
53	INSEAD Fontainebleau, France	73.84	23	0.6
54	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	75.68	65	1.11
54	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	75.68	38	3.39
56	Department of Economics, University of California-Irvine Irvine, California (USA)	77.26	48	0.35
57	Monash Business School, Monash University Melbourne, Australia	78.3	195	0.66
58	Economics Department, Georgetown University Washington, District of Columbia (USA)	80.68	51	0.2
59	School of Economics and Finance, Queen Mary University of London London, United Kingdom	80.81	68	1.74
60	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	81.06	35	0.84
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	81.09	19	0.04
61	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	81.54	51	0.9
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	82.41	27	0.18
62	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	87.01	51	0.43
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	87.44	14	1.35
63	Warwick Business School, University of Warwick Coventry, United Kingdom	87.44	29	1.35
64	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	87.5	128	0.5
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	91.37	35	2.11
65	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	91.37	45	2.11
66	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	93.55	30	0.08
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	98.6	2	0.02
67	Department of Economics, Northwestern University Evanston, Illinois (USA)	98.66	43	0.05
68	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	98.78	17	0.88
69	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	105.43	92	2.53
70	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	106.76	54	1.19
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	107.7	36	3.25
71	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	109.15	26	0.5
72	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	110.58	118	1.54
73	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	111.5	145	0.55
74	Barcelona School of Economics (BSE) Barcelona, Spain	112.2	168	1.74
75	Department of Economics, University of California-Berkeley Berkeley, California (USA)	114.36	64	0.13
76	New Economic School (NES) Moscow, Russia	114.49	42	1.37
77	Stockholm School of Economics Stockholm, Sweden	115.5	63	1.27
78	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	116.23	16	0.1
79	Department of Economics, McGill University Montréal, Canada	117.61	34	0.31
80	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	118.6	19	0.14
81	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	119.31	29	0.68
82	Bank of England London, United Kingdom	119.45	210	3.18
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	119.89	9	1.11
83	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	120.61	39	0.22
84	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	120.88	126	0.82
85	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	121.17	31	0.78
86	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	121.32	138	0.34
87	Tinbergen Instituut Amsterdam, Netherlands	123.73	124	0.49
88	Judge Business School, University of Cambridge Cambridge, United Kingdom	124.93	42	0.1
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	125.66	2	0.02
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	125.72	28	0.66
89	School of Accounting and Finance, University of Bristol Bristol, United Kingdom	125.73	7	0.23
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	126.59	14	0.76
90	School of Management, Yale University New Haven, Connecticut (USA)	127.46	36	0.34
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	127.48	2	0.66
91	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	128.48	36	1.22
92	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	128.9	53	1
93	Økonomisk Institut, Københavns Universitet København, Denmark	130.98	80	0.5
94	Deutsche Bundesbank Frankfurt, Germany	131.56	175	3.79
95	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	134.85	35	0.5
96	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	135.45	133	1.65
97	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	135.7	149	0.66
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	136	99	1.56
98	Argyros School of Business and Economics, Chapman University Orange, California (USA)	138.28	48	0.68
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	138.28	40	0.68
99	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	141.98	99	1.59
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	144.14	22	0.94
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	144.23	23	1.41
100	BI Handelshøyskolen Oslo, Norway	144.23	55	1.41
101	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	145.16	12	0.28
102	School of Business, East China University of Science and Technology Shanghai, China	146.12	9	0.28
103	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	147.32	42	0.2
104	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	147.62	71	1.07
105	Kogod School of Business, American University Washington, District of Columbia (USA)	151.27	2	0.33
106	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	151.32	62	0.26

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 236 authors affiliated with 1068 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.9
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.15
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.78
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	5.54
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	7.15
6	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	7.66
7	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	8.18
8	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	8.3
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)	8.74
10	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	9.82
11	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	13.86
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	13.87
13	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	14.69
14	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14.85
15	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	15.67
16	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	20.33
17	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	22.2
18	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	22.31
19	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	24.11
20	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	26.01
21	Rosario Nunzio Mantegna	27.88
22	Albert J. Menkveld School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	28.12
23	Angelo Ranaldo School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland Swiss Finance Institute, Genève/Zürich, Switzerland	28.18

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.

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