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

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There are 8873 institutions with 68785 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 241 authors affiliated with 1073 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	1.08
2	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	4.85	478	0.93
3	Federal Reserve Bank of New York New York City, New York (USA)	5.08	100	3.44
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.67	42	1.24
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.73	19	0.71
5	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.73	54	0.71
6	Bayes Business School, City University London, United Kingdom	6.92	44	4.14
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.95	9	1.11
7	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.95	15	1.11
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.19	17	1.14
8	Graduate School of Business, Stanford University Stanford, California (USA)	11.38	44	0.65
9	Department of Economics, New York University (NYU) New York City, New York (USA)	15.03	61	0.73
10	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	17.37	114	2.94
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	17.67	72	0.36
12	Department of Economics, Princeton University Princeton, New Jersey (USA)	19.96	51	0.4
13	IESE Business School, Universidad de Navarra Barcelona, Spain	21.12	15	0.2
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	21.73	67	1.17
14	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	24.04	14	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	24.04	10	1
15	European Central Bank Frankfurt am Main, Germany	25.39	264	2.41
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	25.96	42	2.54
16	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	26.28	12	0.5
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	26.36	7	0.37
17	Bank for International Settlements (BIS) Basel, Switzerland	26.68	99	1.63
18	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	28.02	28	0.21
19	Booth School of Business, University of Chicago Chicago, Illinois (USA)	28.67	64	1.54
20	Stern School of Business, New York University (NYU) New York City, New York (USA)	30.59	56	0.31
21	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	31.1	15	1
22	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	31.82	84	2.04
23	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	32.15	68	1.32
24	London School of Economics (LSE) London, United Kingdom	33.35	347	0.9
25	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	34.19	93	1.83
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	36.32	29	2
26	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	36.4	64	0.92
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	37.04	17	1.2
27	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	37.83	34	0.18
28	Business School, University of Technology Sydney Sydney, Australia	38.12	92	3.67
29	Copenhagen Business School København, Denmark	38.73	84	0.41
30	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	40.27	54	0.54
31	Toulouse School of Economics (TSE) Toulouse, France	41.26	154	1.71
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	41.29	38	3.61
32	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	42.65	37	2.06
---	Institut for Finansiering, Copenhagen Business School København, Denmark	43.15	4	0.16
33	International Monetary Fund (IMF) Washington, District of Columbia (USA)	43.57	520	1.95
34	Università Commerciale Luigi Bocconi Milano, Italy	46.81	174	1.2
35	Rotman School of Management, University of Toronto Toronto, Canada	47.58	54	1.35
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	47.58	12	1.35
36	Graduate School of Business, Columbia University New York City, New York (USA)	48.03	56	0.32
37	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	53.01	216	3.05
38	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	53.28	51	0.15
39	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	53.38	12	0.4
40	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	54.18	23	0.34
41	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	54.73	4	1
42	Swiss Finance Institute Genève/Zürich, Switzerland	56.45	29	0.53
43	Business School, Imperial College London, United Kingdom	57.38	48	0.67
---	Finance Department, London School of Economics (LSE) London, United Kingdom	58.59	12	0.56
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	58.67	8	0.77
44	Centre for Economic Policy Research (CEPR) London, United Kingdom	58.85	372	0.33
45	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	60.97	45	0.88
46	Marshall School of Business, University of Southern California Los Angeles, California (USA)	61.01	23	0.2
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	61.01	14	0.2
47	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	61.04	128	2.02
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	66.16	53	0.27
48	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	66.16	60	0.27
49	Bank of Canada Ottawa, Canada	67.71	184	3.18
50	Department of Economics, University of Chicago Chicago, Illinois (USA)	68.31	82	0.11
51	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	68.52	29	1.57
52	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	70.34	11	0.19
53	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	72.71	40	3.39
54	INSEAD Fontainebleau, France	72.83	23	0.6
55	Université Paris-Dauphine (Paris IX) Paris, France	75.42	149	4.64
56	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	78.14	68	1.09
57	Monash Business School, Monash University Melbourne, Australia	78.72	192	0.66
58	Economics Department, Georgetown University Washington, District of Columbia (USA)	81.52	50	0.2
59	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	81.73	51	0.43
60	Department of Economics, University of California-Irvine Irvine, California (USA)	81.89	48	0.35
61	School of Economics and Finance, Queen Mary University of London London, United Kingdom	82.52	69	1.72
62	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	83.1	51	0.9
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	83.92	19	0.04
63	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	84.8	35	0.83
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	85.56	27	0.17
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	85.69	35	2.11
64	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	85.69	45	2.11
65	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	86.92	29	0.09
66	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	88.23	130	0.49
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	88.87	14	1.35
67	Warwick Business School, University of Warwick Coventry, United Kingdom	88.87	29	1.35
68	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	94.96	21	0.88
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	100.72	2	0.02
69	Department of Economics, Northwestern University Evanston, Illinois (USA)	102.15	43	0.05
70	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	110.29	55	1.18
71	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	110.57	119	1.54
72	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	112.78	90	2.53
73	Bank of England London, United Kingdom	113.63	211	3.35
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	116.18	37	3.1
74	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	116.28	19	0.14
74	Stockholm School of Economics Stockholm, Sweden	116.28	61	1.27
76	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	117.1	29	0.68
77	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	119.14	16	0.1
78	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	119.25	31	0.78
79	Department of Economics, University of California-Berkeley Berkeley, California (USA)	119.63	65	0.13
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	120.47	8	1.1
80	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	121.05	125	0.82
81	Department of Economics, McGill University Montréal, Canada	124.08	35	0.31
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	124.14	28	0.66
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	124.48	2	0.66
82	Barcelona School of Economics (BSE) Barcelona, Spain	124.57	167	1.71
83	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	125.06	143	0.5
84	Tinbergen Instituut Amsterdam, Netherlands	125.46	123	0.49
85	Økonomisk Institut, Københavns Universitet København, Denmark	126.16	81	0.78
86	New Economic School (NES) Moscow, Russia	126.2	41	1.28
87	School of Accounting and Finance, University of Bristol Bristol, United Kingdom	126.24	7	0.23
88	Judge Business School, University of Cambridge Cambridge, United Kingdom	126.89	43	0.1
89	Henley Business School, University of Reading Reading, United Kingdom	128.74	32	2.01
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	129.48	2	0.01
90	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	130.08	150	0.66
91	Deutsche Bundesbank Frankfurt, Germany	130.47	177	3.76
92	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	131.05	54	1
93	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	131.14	134	1.65
94	School of Management, Yale University New Haven, Connecticut (USA)	131.16	37	0.34
95	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	131.94	39	0.2
96	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	137.2	99	1.59
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	137.49	14	0.75
97	Business School, Macquarie University Sydney, Australia	137.67	45	0.65
98	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	137.88	35	0.49
99	Argyros School of Business and Economics, Chapman University Orange, California (USA)	141.17	49	0.67
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	141.17	42	0.67
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	142.12	13	1.87
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	144.79	23	1.41
100	BI Handelshøyskolen Oslo, Norway	144.79	54	1.41
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	144.84	22	0.94
101	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	147.3	73	1.07
102	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	148.31	33	1
---	Centro de Investigaciones en Economía y Finanzas (CIENFI), Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	148.72	1	0.5
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	148.72	13	0.5
103	School of Economics, University of Bristol Bristol, United Kingdom	150.76	57	1.77
104	School of Business, East China University of Science and Technology Shanghai, China	151.08	9	0.28
105	PBC School of Finance, Tsinghua University Beijing, China	151.81	12	0.17
106	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	151.99	43	0.2
107	Graduate School of Management, Macquarie University Sydney, Australia	153.54	4	1

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 241 authors affiliated with 1073 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.94
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.23
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.57
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	5.47
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.58
6	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	7.58
7	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	8.14
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)	8.64
9	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	9.1
10	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	10.48
11	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	13.77
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.69
13	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	15.22
14	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.29
15	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	16.48
16	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	19.15
17	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	21.57
18	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	23.2
19	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	24.48
20	Rosario Nunzio Mantegna	24.85
21	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	24.89
22	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	26.38
23	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	28.67
24	Albert J. Menkveld School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	29.05

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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