Top 10% Institutions and Economists in the Field of Market Microstructure, as of October 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 8974 institutions with 69756 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 246 authors affiliated with 1075 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.43	49	1.06
2	Federal Reserve Bank of New York New York City, New York (USA)	4.92	97	3.48
3	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	5.02	479	0.93
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.77	41	1.3
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.69	17	0.76
5	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.69	51	0.76
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.83	9	1.11
6	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.83	15	1.11
7	Bayes Business School, City University London, United Kingdom	7.05	44	4.14
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.2	17	1.2
8	Graduate School of Business, Stanford University Stanford, California (USA)	9.66	46	1.15
9	Department of Economics, New York University (NYU) New York City, New York (USA)	15.83	59	0.72
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	18.08	71	0.35
11	Department of Economics, Princeton University Princeton, New Jersey (USA)	18.51	51	0.43
12	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	19.36	114	2.94
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	22.57	65	1.18
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	23.43	7	0.4
13	IESE Business School, Universidad de Navarra Barcelona, Spain	23.55	16	0.2
14	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	24.34	15	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	24.34	10	1
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	27.2	42	2.54
15	Bank for International Settlements (BIS) Basel, Switzerland	27.59	100	1.63
16	Booth School of Business, University of Chicago Chicago, Illinois (USA)	27.98	67	1.68
17	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	28.3	12	0.5
18	European Central Bank Frankfurt am Main, Germany	28.33	267	2.35
19	Stern School of Business, New York University (NYU) New York City, New York (USA)	30.73	57	0.31
20	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	30.9	29	0.21
21	Business School, University of Technology Sydney Sydney, Australia	32.21	91	4.08
22	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	32.63	69	1.32
23	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	32.64	81	2.04
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	32.71	13	1
24	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	32.71	15	1
25	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	33.42	66	0.67
26	London School of Economics (LSE) London, United Kingdom	33.94	348	0.9
27	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	35.69	93	1.84
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	35.83	36	4.01
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	36.84	29	2
28	Copenhagen Business School København, Denmark	37.25	83	0.49
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	38.03	17	1.2
29	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	40.43	53	0.53
30	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	41.02	34	0.18
31	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	42.39	37	2.16
32	Toulouse School of Economics (TSE) Toulouse, France	42.78	156	1.73
---	Institut for Finansiering, Copenhagen Business School København, Denmark	42.95	4	0.15
33	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	43.63	131	2.55
34	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	47.01	51	1.17
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	49.2	7	0.52
35	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	49.33	213	3.13
36	Graduate School of Business, Columbia University New York City, New York (USA)	49.48	56	0.32
37	Università Commerciale Luigi Bocconi Milano, Italy	49.75	178	1.19
38	International Monetary Fund (IMF) Washington, District of Columbia (USA)	50.19	525	1.78
39	Rotman School of Management, University of Toronto Toronto, Canada	50.43	53	1.37
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	50.43	12	1.37
40	Henley Business School, University of Reading Reading, United Kingdom	50.7	32	2.24
41	Swiss Finance Institute Genève/Zürich, Switzerland	54.01	30	0.56
42	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	54.58	23	0.33
43	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	55.41	11	0.4
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	55.95	14	2.1
44	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	57.78	5	1
45	Centre for Economic Policy Research (CEPR) London, United Kingdom	59.2	375	0.33
46	Business School, Imperial College London, United Kingdom	60.12	50	0.66
---	Finance Department, London School of Economics (LSE) London, United Kingdom	61.16	11	0.56
47	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	61.17	28	1.57
48	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	64.74	44	0.88
49	Marshall School of Business, University of Southern California Los Angeles, California (USA)	64.83	23	0.19
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	64.83	14	0.19
50	Department of Economics, University of Chicago Chicago, Illinois (USA)	69.03	83	0.11
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	70.43	51	0.26
51	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	70.43	59	0.26
52	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	70.69	11	0.19
53	INSEAD Fontainebleau, France	72.48	24	0.6
54	Université Paris-Dauphine (Paris IX) Paris, France	80.55	152	4.54
55	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	80.89	71	1.09
56	Department of Economics, University of California-Irvine Irvine, California (USA)	81.32	50	0.35
57	Monash Business School, Monash University Melbourne, Australia	83.38	195	0.66
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	83.48	15	1.4
58	Warwick Business School, University of Warwick Coventry, United Kingdom	83.48	30	1.4
59	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	84.53	49	0.44
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	84.59	19	0.04
60	School of Economics and Finance, Queen Mary University of London London, United Kingdom	84.73	69	1.72
61	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	84.75	130	0.5
62	Economics Department, Georgetown University Washington, District of Columbia (USA)	84.81	49	0.2
63	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	86.06	35	0.83
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	87.94	26	0.17
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	90.45	35	2.11
64	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	90.45	45	2.11
65	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	91.84	27	0.09
66	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	92.25	52	0.9
67	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	96.49	26	0.5
68	Bank of Canada Ottawa, Canada	99.59	179	2.31
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	102.29	2	0.02
69	Department of Economics, Northwestern University Evanston, Illinois (USA)	106.77	46	0.05
70	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	107.58	21	0.84
71	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	109.28	89	2.53
72	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	112.62	32	0.78
73	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	114.34	56	1.18
74	Bank of England London, United Kingdom	116.53	214	3.32
75	Stockholm School of Economics Stockholm, Sweden	117.49	61	1.27
76	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	117.83	121	2.03
77	Tinbergen Instituut Amsterdam, Netherlands	118.3	123	0.49
78	Department of Economics, University of California-Berkeley Berkeley, California (USA)	119.13	63	0.13
79	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	119.37	20	0.14
80	New Economic School (NES) Moscow, Russia	119.8	40	1.28
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	120.35	38	3
81	Barcelona School of Economics (BSE) Barcelona, Spain	121.23	164	1.71
82	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	121.24	17	0.1
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	122.68	8	1.1
83	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	123.11	30	0.68
84	Department of Economics, McGill University Montréal, Canada	124.48	34	0.31
85	Deutsche Bundesbank Frankfurt, Germany	125.83	176	3.85
86	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	126.18	151	0.68
87	Wirtschaftswissenschaftliches Zentrum, Universität Basel Basel, Switzerland	126.38	64	0.5
88	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	126.5	141	0.49
89	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	126.59	52	1
90	Økonomisk Institut, Københavns Universitet København, Denmark	128.8	78	0.85
91	Judge Business School, University of Cambridge Cambridge, United Kingdom	128.94	43	0.1
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	129.11	28	0.65
92	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	130.1	125	0.81
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	131.24	2	0.66
93	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	132.06	98	1.58
94	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	133.11	136	1.65
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	133.31	2	0.01
95	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	136.97	33	1
96	School of Management, Yale University New Haven, Connecticut (USA)	138.54	39	0.3
97	Business School, Macquarie University Sydney, Australia	139.05	46	0.65
98	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	140.89	45	0.49
99	Norges Bank Oslo, Norway	141.1	28	0.84
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	141.39	14	0.75
100	Argyros School of Business and Economics, Chapman University Orange, California (USA)	142.17	47	0.67
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	142.17	40	0.67
101	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	145.35	38	0.16
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	145.63	23	1.42
102	BI Handelshøyskolen Oslo, Norway	145.63	54	1.42
103	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	146.89	75	1.07
104	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	147.58	40	3.2
105	School of Economics, University of Bristol Bristol, United Kingdom	147.99	55	1.8
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	150.61	94	1.5
106	PBC School of Finance, Tsinghua University Beijing, China	153.28	12	0.17
107	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	154.21	33	1.16

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 246 authors affiliated with 1075 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	2.08
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.39
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.65
4	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.22
5	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	6.25
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)	8.37
7	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	8.58
8	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.77
9	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	9.69
10	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	10.06
11	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	10.78
12	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	10.85
13	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.67
14	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	16.12
15	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	16.39
16	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	19.11
17	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	21.75
18	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland Wirtschaftswissenschaftliches Zentrum, Universität Basel, Basel, Switzerland	22.33
19	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	23.27
20	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	25.18
21	Rosario Nunzio Mantegna	25.88
22	Albert J. Menkveld School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	26.97
23	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.7
24	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	29.14

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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