IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Top 10% Institutions and Economists in the Field of Market Microstructure, as of May 2015

This page shows one of the many rankings computed with RePEc data. They are based on data about authors who have registered with the RePEc Author Service, institutions listed on EDIRC, bibliographic data collected by RePEc, citation analysis performed by CitEc and popularity data compiled by LogEc. To find more rankings, historical data and detailed methodology, click here. Or see the ranking FAQ. For Market Microstructure, these are 366 authors affiliated with 758 institutions.
All authors classified in this field.

Top 10% institutions in the field of Market Microstructure

The scores of institutions in each field are determined by a weighted sum of all authors affiliated with the respective institutions. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in NEP-MST (Market Microstructure).
RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

1.06450.99
2Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.03381
3Stern School of Business, New York University (NYU)

New York City, New York (USA)

3.04570.5
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

4.3130.93
4Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.921142.66
5Warwick Business School, University of Warwick

Coventry, United Kingdom

5.5231.38
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.13562.59
6Cass Business School, City University

London, United Kingdom

6.87373.05
7Federal Reserve Bank of New York

New York City, New York (USA)

8.16803.09
8Department of Economics, Princeton University

Princeton, New Jersey (USA)

9.54460.68
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.0420.1
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.09130.26
9Department of Economics, New York University (NYU)

New York City, New York (USA)

13.71530.67
10Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

14.67680.29
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

15.58591.2
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

15.6750.56
11William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

15.81120.54
12Toulouse School of Economics (TSE)

Toulouse, France

16.311411.9
13Business School, University of Technology Sydney

Sydney, Australia

18.1763.07
14HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

18.71191.19
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

18.7181.19
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

19.65361.56
15IESE Business School, Universidad de Navarra

Barcelona, Spain

22.33160.19
16Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

23311.19
17Booth School of Business, University of Chicago

Chicago, Illinois (USA)

24.26572.03
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

24.52412.87
18National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

26.044850.37
19Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

26.33370.15
20Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

28.83520.64
21Henley Business School, University of Reading

Reading, United Kingdom

30.5271.3
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

30.5101.3
22Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

31.43320.9
23Warrington College of Business, University of Florida

Gainesville, Florida (USA)

33.54140.2
24Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

33.68261.03
25Université Paris-Dauphine (Paris IX)

Paris, France

36.951173.25
26London School of Economics (LSE)

London, United Kingdom

38.612760.32
27Bank of Canada

Ottawa, Canada

42.71021.75
28Graduate School of Business, Stanford University

Stanford, California (USA)

44.15320.32
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

44.28450.24
29Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

44.28540.24
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

44.7450.5
30Department of Economics, University of California-Irvine

Irvine, California (USA)

44.87320.36
31Argyros School of Business and Economics, Chapman University

Orange, California (USA)

45.03450.61
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

46.47100.71
32Bank for International Settlements (BIS)

Basel, Switzerland

46.87530.76
33Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

47.12670.16
34Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

48.14550.43
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

50.6260.09
35Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

51.23350.49
36Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

51.52661.13
37Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

51.74621.47
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

52.24400.55
38Graduate School of Business, Columbia University

New York City, New York (USA)

52.72450.16
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

52.72270.16
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

52.82362.5
39Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

52.92670.95
40Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

53.341080.58
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

54111.1
41Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

54.13190.35
42Department of Economics, Northwestern University

Evanston, Illinois (USA)

54.28360.23
43Economics Department, Georgetown University

Washington, District of Columbia (USA)

55.14460.14
44School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

55.31270.09
45School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

55.67432.66
46European Central Bank

Frankfurt am Main, Germany

55.931580.99
47School of Economics and Finance, Queen Mary

London, United Kingdom

56.77430.54
48Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

58.85801.53
49Department of Economics, Central European University

Budapest, Hungary

59.43300.52
50Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

59.6230.67
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

60.29900.51
51Rotman School of Management, University of Toronto

Toronto, Canada

60.8360.33
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

60.860.33
52Department of Economics, University of Toronto

Toronto, Canada

60.95611.67
53Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

61.01240.2
54Centre for Economic Policy Research (CEPR)

London, United Kingdom

69.312870.11
55Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

69.531380.63
56Department of Economics, Simon Fraser University

Burnaby, Canada

71.71401.36
57School of Economics and Political Science, Universität St. Gallen

Sankt Gallen, Switzerland

72.98611.52
58Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

73.15181.16
59Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

75.15480.92
60Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

75.97842.64
61PBC School of Finance, Tsinghua University

Beijing, China

76.2750.21
62BI Handelshøyskolen

Oslo, Norway

78.14421.51
63Institut Européen d'Administration (INSEAD)

Fontainebleau, France

78.52222.25
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

79.66181.5
64New Economic School (NES)

Moscow, Russia

80.02441.06
65Department of Agricultural and Resource Economics, University of California-Davis

Davis, California (USA)

81.13190.28
66Monash Business School, Monash University

Melbourne, Australia

83.671320.59
67Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover

Hannover, Germany

84.47540.53
---Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

84.86140.18
68Cardiff Business School, Cardiff University

Cardiff, United Kingdom

85.63482.66
69Bangor Business School, Bangor University

Bangor, United Kingdom

86.24330.5
70Saïd Business School, Oxford University

Oxford, United Kingdom

86.48301.05
71Centre for Economics and Financial Econometrics Research (CEFER), Deakin University

Melbourne, Australia

88.19310.21
72Norges Bank

Oslo, Norway

88.82281.14
73Department of Economics, European University Institute

Firenze, Italy

90.61360.15
74Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

92.261040.63
75Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

93.4701.35

Top 10% authors in the field of Market Microstructure

This ranking is based on registered authors only, and only those who are classified within this field. Authors can register at the RePEc Author Service.
RankAuthorScore
1Tim Bollerslev

Department of Economics, Duke University, Durham, North Carolina (USA)

1.7
2George Tauchen

Department of Economics, Duke University, Durham, North Carolina (USA)

2.53
3Mark P. Taylor

Warwick Business School, University of Warwick, Coventry, United Kingdom

2.93
4Torben G. Andersen

Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)

4.63
5Xavier Vives

IESE Business School, Universidad de Navarra, Barcelona, Spain
Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona, Spain

7.23
6Thierry Foucault

Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France

7.94
7Neil Shephard

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

10.58
8Ser-Huang Poon

10.7
9Robert Korajczyk

Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)

10.92
10Nikolaus Hautsch

Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

13.27
11Peter C. B. Phillips

Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore

13.86
12Lasse Heje Pedersen

Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)

14.09
13Francis X. Diebold

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

14.31
14Takatoshi Ito

School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)

14.53
15Carol Osler

Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)

14.66
16Bruno R Biais

Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France

15.17
17Ricardo Lagos

Department of Economics, New York University (NYU), New York City, New York (USA)

16.18
18Paolo Pasquariello

Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA)

16.91
19Guillaume Rocheteau

Department of Economics, University of California-Irvine, Irvine, California (USA)

22.96
20Chris Brooks

ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom

23.04
21Sébastien Laurent

Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France

24.52
22Ole E. Barndorff-Nielsen

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

26.53
23Pierre-Olivier Weill

Department of Economics, University of California-Los Angeles (UCLA), Los Angeles, California (USA)
National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)

26.69
24Christopher J. Neely

Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)

27.99
25Jianqing Fan

Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA)

28.42
26Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

28.54
27Michael 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)

28.56
28Martin Evans

Economics Department, Georgetown University, Washington, District of Columbia (USA)

28.74
29Meziane Lasfer

Cass Business School, City University, London, United Kingdom

28.87
30Rosario Nunzio Mantegna

Department of Economics, Central European University, Budapest, Hungary

29.66
31Lucio Sarno

Cass Business School, City University, London, United Kingdom

30.24
32Mark Podolskij

Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland

30.26
33Michael McAleer

Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan

30.76
34Marco Pagano

Centro Studi di Economia e Finanza (CSEF), Napoli, Italy

31.68
35Lajos Horvath

34.48
36Colin Carter

Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA)

34.59

The data presented here is experimental. It is based on a limited 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:

We do our best, but we cannot exclude errors.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.