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

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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.
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There are 8902 institutions with 69079 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 1068 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.44	49	1.06
2	Federal Reserve Bank of New York New York City, New York (USA)	4.65	99	3.45
3	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.72	42	1.24
4	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	5.88	477	0.93
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	5.9	19	0.71
5	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	5.9	55	0.71
6	Bayes Business School, City University London, United Kingdom	6.95	44	4.14
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.09	9	1.11
7	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.09	15	1.11
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.23	17	1.14
8	Graduate School of Business, Stanford University Stanford, California (USA)	9.91	46	1.15
9	Department of Economics, New York University (NYU) New York City, New York (USA)	14.86	61	0.73
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	17.82	71	0.36
11	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	18.48	114	2.94
12	Department of Economics, Princeton University Princeton, New Jersey (USA)	20.08	52	0.39
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	20.84	67	1.19
13	IESE Business School, Universidad de Navarra Barcelona, Spain	22.36	15	0.2
14	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	23.71	14	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	23.71	9	1
15	European Central Bank Frankfurt am Main, Germany	26.04	264	2.41
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	26.18	7	0.36
16	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	26.2	12	0.5
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	26.68	42	2.54
17	Bank for International Settlements (BIS) Basel, Switzerland	27.84	100	1.61
18	Booth School of Business, University of Chicago Chicago, Illinois (USA)	28.77	64	1.54
19	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	29.9	28	0.21
20	Stern School of Business, New York University (NYU) New York City, New York (USA)	29.95	57	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)	31.69	84	2.04
23	London School of Economics (LSE) London, United Kingdom	33.51	346	0.9
24	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	33.57	68	1.32
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	35.04	17	1.2
25	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	35.16	92	1.83
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	35.76	29	2
26	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	36.63	64	0.67
27	Copenhagen Business School København, Denmark	38.49	84	0.41
28	Business School, University of Technology Sydney Sydney, Australia	38.83	91	3.67
29	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	38.91	35	0.18
30	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	40.18	130	2.55
31	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	41.17	37	2.06
32	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	41.49	54	0.54
33	Toulouse School of Economics (TSE) Toulouse, France	42.24	154	1.71
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	42.54	37	3.61
34	International Monetary Fund (IMF) Washington, District of Columbia (USA)	43	521	1.96
---	Institut for Finansiering, Copenhagen Business School København, Denmark	43.03	4	0.16
35	Rotman School of Management, University of Toronto Toronto, Canada	47.25	53	1.35
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	47.25	12	1.35
36	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	47.78	50	1.17
37	Università Commerciale Luigi Bocconi Milano, Italy	48.95	171	1.19
38	Graduate School of Business, Columbia University New York City, New York (USA)	49.08	56	0.32
39	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	50.37	12	0.4
40	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	53.73	214	3.03
41	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	54.36	4	1
42	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	54.66	23	0.34
43	Swiss Finance Institute Genève/Zürich, Switzerland	54.85	29	0.55
44	Business School, Imperial College London, United Kingdom	58.15	49	0.67
45	Centre for Economic Policy Research (CEPR) London, United Kingdom	58.18	373	0.33
46	Marshall School of Business, University of Southern California Los Angeles, California (USA)	58.42	23	0.2
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	58.42	14	0.2
---	Finance Department, London School of Economics (LSE) London, United Kingdom	59.21	11	0.56
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	61.41	7	0.52
47	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	62.6	45	0.88
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	67.68	53	0.27
48	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	67.68	61	0.27
49	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	68.5	29	1.57
50	Department of Economics, University of Chicago Chicago, Illinois (USA)	69.09	78	0.11
51	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	70.04	40	3.39
52	INSEAD Fontainebleau, France	70.43	24	0.61
53	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	70.64	11	0.19
54	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	77.62	68	1.09
55	Université Paris-Dauphine (Paris IX) Paris, France	79.54	151	4.54
56	Monash Business School, Monash University Melbourne, Australia	81.09	192	0.66
57	Department of Economics, University of California-Irvine Irvine, California (USA)	81.43	49	0.35
58	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	81.82	50	0.43
59	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	83.72	35	0.83
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	84.25	19	0.04
60	Economics Department, Georgetown University Washington, District of Columbia (USA)	85.01	51	0.2
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	86.49	15	1.4
61	Warwick Business School, University of Warwick Coventry, United Kingdom	86.49	30	1.4
62	School of Economics and Finance, Queen Mary University of London London, United Kingdom	86.61	68	1.72
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	87.34	35	2.11
63	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	87.34	45	2.11
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	87.43	27	0.17
64	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	87.5	51	0.9
65	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	87.67	131	0.49
66	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	89.11	29	0.09
67	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	94.06	21	0.88
68	Bank of Canada Ottawa, Canada	95.62	183	2.35
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	100.31	2	0.02
69	Department of Economics, Northwestern University Evanston, Illinois (USA)	102.8	43	0.05
70	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	113.69	90	2.53
71	Bank of England London, United Kingdom	113.87	212	3.35
72	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	114.01	54	1.18
73	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	116.77	19	0.14
74	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	117.02	119	1.53
75	Stockholm School of Economics Stockholm, Sweden	117.04	62	1.27
76	New Economic School (NES) Moscow, Russia	117.2	41	1.28
77	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	117.28	17	0.1
78	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	118.72	32	0.78
79	Department of Economics, University of California-Berkeley Berkeley, California (USA)	119.02	64	0.13
80	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	120.96	30	0.68
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	121.62	8	1.1
81	Department of Economics, McGill University Montréal, Canada	121.63	34	0.31
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	121.83	37	3
82	Barcelona School of Economics (BSE) Barcelona, Spain	122.37	168	1.71
83	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	123.26	53	1
84	Tinbergen Instituut Amsterdam, Netherlands	123.34	123	0.49
85	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	124.71	144	0.49
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	126.02	28	0.65
86	School of Accounting and Finance, University of Bristol Bristol, United Kingdom	126.2	7	0.23
87	Deutsche Bundesbank Frankfurt, Germany	126.63	177	3.85
88	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	126.9	125	0.81
89	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	127.52	152	0.66
90	Judge Business School, University of Cambridge Cambridge, United Kingdom	129.04	43	0.1
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	129.17	2	0.66
91	Henley Business School, University of Reading Reading, United Kingdom	130.4	31	2.01
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	131.33	2	0.01
92	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	133.95	134	1.65
93	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	134.5	99	1.58
94	School of Management, Yale University New Haven, Connecticut (USA)	136.37	38	0.3
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	136.77	14	0.75
95	Business School, Macquarie University Sydney, Australia	139.69	46	0.65
96	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	139.97	33	1
97	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	141.48	35	0.49
98	Argyros School of Business and Economics, Chapman University Orange, California (USA)	142.9	50	0.67
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	142.9	42	0.67
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	144.13	13	1.87
99	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	144.4	39	0.16
100	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	146.27	44	0.2
101	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	146.55	73	1.07
---	Centro de Investigaciones en Economía y Finanzas (CIENFI), Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	146.7	1	0.5
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	146.7	13	0.5
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	147.48	23	1.41
102	BI Handelshøyskolen Oslo, Norway	147.48	54	1.41
103	School of Business, East China University of Science and Technology Shanghai, China	148.06	9	0.28
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	151.79	97	1.5
104	School of Economics, University of Bristol Bristol, United Kingdom	151.89	57	1.77
105	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	152.24	27	0.33
106	Norges Bank Oslo, Norway	152.38	28	0.88

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 241 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)	2.05
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.36
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.53
4	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	5.91
5	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	6.11
6	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	7.74
7	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)	8.14
8	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.38
9	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	8.44
10	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	10.56
11	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	13.7
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.43
13	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.54
14	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	15.63
15	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	15.82
16	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	19.54
17	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	21.87
18	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	23.01
19	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	23.56
20	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	23.59
21	Rosario Nunzio Mantegna	25.51
22	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.05
23	Albert J. Menkveld School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	28.43
24	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	29.11

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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