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

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There are 8887 institutions with 68902 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 1071 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	49	1.08
2	Federal Reserve Bank of New York New York City, New York (USA)	4.71	100	3.44
3	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	4.91	478	0.93
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.73	42	1.24
5	Bayes Business School, City University London, United Kingdom	6.7	44	4.14
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.76	9	1.11
6	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.76	15	1.11
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.88	19	0.71
7	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.88	54	0.71
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.28	17	1.14
8	Graduate School of Business, Stanford University Stanford, California (USA)	9.61	46	1.15
9	Department of Economics, New York University (NYU) New York City, New York (USA)	14.98	61	0.73
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	17.65	72	0.36
11	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	18.07	114	2.94
12	Department of Economics, Princeton University Princeton, New Jersey (USA)	20.44	51	0.39
13	IESE Business School, Universidad de Navarra Barcelona, Spain	21.08	15	0.2
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	21.38	67	1.17
14	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	24.6	14	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	24.6	10	1
15	European Central Bank Frankfurt am Main, Germany	25.53	264	2.41
16	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	25.88	12	0.5
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	26.45	42	2.54
17	Bank for International Settlements (BIS) Basel, Switzerland	27.04	100	1.63
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	27.07	7	0.36
18	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	28.6	28	0.21
19	Booth School of Business, University of Chicago Chicago, Illinois (USA)	29.13	64	1.54
20	Stern School of Business, New York University (NYU) New York City, New York (USA)	30.48	56	0.31
21	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	30.78	15	1
22	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	30.94	84	2.04
23	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	32.75	68	1.32
24	London School of Economics (LSE) London, United Kingdom	33.34	346	0.9
25	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	34.53	92	1.83
26	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	34.89	65	0.92
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	35.21	29	2
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	35.37	17	1.2
27	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	37.55	35	0.18
28	Copenhagen Business School København, Denmark	37.73	84	0.41
29	Business School, University of Technology Sydney Sydney, Australia	38.57	91	3.67
30	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	39.53	54	0.54
31	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	41.07	37	2.06
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	41.36	37	3.61
---	Institut for Finansiering, Copenhagen Business School København, Denmark	41.85	4	0.16
32	Toulouse School of Economics (TSE) Toulouse, France	42.37	154	1.71
33	International Monetary Fund (IMF) Washington, District of Columbia (USA)	43.43	520	1.96
34	Università Commerciale Luigi Bocconi Milano, Italy	47.85	172	1.2
35	Rotman School of Management, University of Toronto Toronto, Canada	48.26	53	1.35
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	48.26	12	1.35
36	Graduate School of Business, Columbia University New York City, New York (USA)	48.42	56	0.32
37	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	52.35	216	3.05
38	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	53.27	11	0.4
39	Swiss Finance Institute Genève/Zürich, Switzerland	53.53	29	0.55
40	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	53.87	50	0.15
41	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	54.18	23	0.34
42	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	54.5	4	1
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	57.35	8	0.77
43	Business School, Imperial College London, United Kingdom	57.42	48	0.67
44	Centre for Economic Policy Research (CEPR) London, United Kingdom	58.26	372	0.33
---	Finance Department, London School of Economics (LSE) London, United Kingdom	59.44	11	0.56
45	Marshall School of Business, University of Southern California Los Angeles, California (USA)	61.43	23	0.2
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	61.43	14	0.2
46	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	62.23	45	0.88
47	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	63.14	128	2.01
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	66.55	53	0.27
48	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	66.55	60	0.27
49	Department of Economics, University of Chicago Chicago, Illinois (USA)	68.62	79	0.11
50	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	69.51	11	0.19
51	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	70.19	29	1.57
52	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	70.23	40	3.39
53	INSEAD Fontainebleau, France	71.6	23	0.6
54	Université Paris-Dauphine (Paris IX) Paris, France	75.83	150	4.64
55	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	79.16	68	1.09
56	Monash Business School, Monash University Melbourne, Australia	79.73	192	0.66
57	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	81.2	51	0.43
58	Economics Department, Georgetown University Washington, District of Columbia (USA)	82.53	50	0.2
59	Department of Economics, University of California-Irvine Irvine, California (USA)	82.82	47	0.35
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	83.5	19	0.04
60	School of Economics and Finance, Queen Mary University of London London, United Kingdom	83.61	68	1.72
61	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	83.95	51	0.9
62	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	84.06	35	0.83
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	85.16	15	1.4
63	Warwick Business School, University of Warwick Coventry, United Kingdom	85.16	30	1.4
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	86.37	27	0.17
64	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	86.91	131	0.49
65	Bank of Canada Ottawa, Canada	88.38	183	2.4
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	89.34	35	2.11
66	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	89.34	45	2.11
67	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	91.03	28	0.09
68	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	96.12	21	0.88
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	98.12	2	0.02
69	Department of Economics, Northwestern University Evanston, Illinois (USA)	103.98	43	0.05
70	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	111.21	119	1.54
71	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	111.54	54	1.18
72	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	113.19	90	2.53
73	Henley Business School, University of Reading Reading, United Kingdom	113.92	32	2.01
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	114.96	37	3.1
74	Bank of England London, United Kingdom	115.29	211	3.35
75	Stockholm School of Economics Stockholm, Sweden	117.01	61	1.27
76	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	117.86	32	0.78
77	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	118.81	19	0.14
78	Department of Economics, University of California-Berkeley Berkeley, California (USA)	120.17	65	0.13
79	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	120.77	29	0.68
80	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	121.31	17	0.1
81	Tinbergen Instituut Amsterdam, Netherlands	121.35	123	0.49
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	121.68	8	1.1
82	Department of Economics, McGill University Montréal, Canada	122.03	35	0.31
83	Barcelona School of Economics (BSE) Barcelona, Spain	122.97	167	1.71
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	123.3	13	1.87
84	New Economic School (NES) Moscow, Russia	124.04	41	1.28
85	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	124.74	142	0.5
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	125.58	28	0.66
86	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	126.93	125	0.81
87	Judge Business School, University of Cambridge Cambridge, United Kingdom	127.78	43	0.1
88	Økonomisk Institut, Københavns Universitet København, Denmark	127.8	79	0.78
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	128.04	2	0.66
89	School of Accounting and Finance, University of Bristol Bristol, United Kingdom	128.29	7	0.23
90	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	130.1	53	1
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	130.31	2	0.01
91	Deutsche Bundesbank Frankfurt, Germany	131.28	177	3.76
92	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	131.82	151	0.66
93	School of Management, Yale University New Haven, Connecticut (USA)	133.88	37	0.34
94	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	134.38	134	1.65
95	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	137.16	100	1.59
96	Business School, Macquarie University Sydney, Australia	138.15	45	0.65
97	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	138.77	36	0.49
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	139.36	14	0.75
98	Argyros School of Business and Economics, Chapman University Orange, California (USA)	143.02	49	0.67
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	143.02	42	0.67
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	144.23	22	0.94
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	144.95	23	1.41
99	BI Handelshøyskolen Oslo, Norway	144.95	54	1.41
100	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	145.31	33	1
101	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	145.68	39	0.16
---	Centro de Investigaciones en Economía y Finanzas (CIENFI), Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	146.81	1	0.5
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	146.81	13	0.5
102	Department of Economics, Oxford University Oxford, United Kingdom	147.03	179	0.67
103	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	147.92	43	0.2
104	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	148.37	73	1.07
105	School of Economics, University of Bristol Bristol, United Kingdom	148.89	57	1.77
106	Oxford-Man Institute of Quantitative Finance, Oxford University Oxford, United Kingdom	151.77	6	1.19
107	Norges Bank Oslo, Norway	151.84	28	0.88

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 241 authors affiliated with 1071 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.89
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.33
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.83
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	6.91
6	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)	7.86
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	7.93
8	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	8.55
9	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	8.97
10	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	10.06
11	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	14.36
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.75
13	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	15.16
14	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.56
15	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	16.46
16	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	19.52
17	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	21.52
18	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	22.9
19	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	23.04
20	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	25
21	Rosario Nunzio Mantegna	25.21
22	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.02
23	Albert J. Menkveld School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	27.49
24	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	28.8

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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