Top 10% Institutions and Economists in the Field of Market Microstructure, as of April 2020

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Only authors registered with the RePEc Author Service are considered.
Only works listed on RePEc and claimed as theirs by registered authors are counted.
A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
Authors with multiple affiliations are attributed to each institution according to the weights they have set to each in their profile, or by default according to a formula described here.
Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
Only institutions listed in EDIRC are counted.
Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
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 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 8074 institutions with 58395 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 278 authors affiliated with 955 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.42	48	0.86
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	3.46	18	1.06
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	3.46	51	1.06
3	Cass Business School, City University London, United Kingdom	6.03	39	4.29
4	Federal Reserve Bank of New York New York City, New York (USA)	7.3	80	3.6
5	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	7.76	429	0.83
6	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.92	14	1.02
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.92	8	1.02
7	Toulouse School of Economics (TSE) Toulouse, France	9.94	160	2.45
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.6	39	0.67
9	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.78	114	3.02
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	14.08	49	2.97
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	15.21	73	0.41
11	IESE Business School, Universidad de Navarra Barcelona, Spain	16.89	14	0.23
12	Business School, University of Technology Sydney Sydney, Australia	18.44	89	3.84
13	Department of Economics, Princeton University Princeton, New Jersey (USA)	18.96	57	0.42
14	Department of Economics, New York University (NYU) New York City, New York (USA)	19.34	52	0.36
15	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	19.52	32	0.89
16	European Central Bank Frankfurt am Main, Germany	21.15	230	3.26
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	21.84	9	0.84
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	22	37	3.75
17	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	22.31	23	0.24
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	23.09	58	1.33
18	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	24.46	86	2.37
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	25.84	6	0.38
19	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	26.38	66	1.37
20	Stern School of Business, New York University (NYU) New York City, New York (USA)	26.89	49	0.29
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	27.53	19	1.28
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	27.97	30	2.33
21	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	29.09	11	0.95
22	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	29.78	58	0.79
23	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	33.97	34	2.66
---	Faculty of Finance, Cass Business School, City University London, United Kingdom	35.26	16	1.32
24	Università Commerciale Luigi Bocconi Milano, Italy	38.62	170	1.23
25	Booth School of Business, University of Chicago Chicago, Illinois (USA)	40.34	63	1.96
26	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	40.54	26	1
27	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	40.68	15	1
28	International Monetary Fund (IMF) Washington, District of Columbia (USA)	43.42	438	1.3
29	London School of Economics (LSE) London, United Kingdom	44.03	290	0.48
30	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	45.25	32	2.64
31	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	45.68	21	0.29
32	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	47.62	39	0.12
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	48.65	21	1.6
33	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	55.12	11	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	55.12	8	1
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	55.49	7	0.57
34	Bank for International Settlements (BIS) Basel, Switzerland	55.89	79	0.82
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	57.02	58	0.26
35	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	57.02	69	0.26
36	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	57.7	69	0.99
37	School of Economics and Finance, Queen Mary University of London London, United Kingdom	58.07	52	1.72
38	Economics Department, Georgetown University Washington, District of Columbia (USA)	59.26	46	0.22
39	Bank of Canada Ottawa, Canada	59.71	160	3.29
40	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	61.68	190	2.01
41	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	61.94	94	2.06
42	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	61.96	39	0.64
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	64.5	12	0.05
43	Department of Economics, University of Chicago Chicago, Illinois (USA)	65.21	78	0.11
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	66.03	15	0.66
44	Marshall School of Business, University of Southern California Los Angeles, California (USA)	66.03	24	0.66
45	Business School, Imperial College London, United Kingdom	66.23	42	0.8
46	Department of Economics, University of California-Irvine Irvine, California (USA)	66.48	47	0.35
47	Université Paris-Dauphine (Paris IX) Paris, France	67.44	131	4.22
48	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	69.6	32	0.83
49	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	69.83	116	1.47
50	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	70.44	7	0.1
51	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	71.62	20	0.48
52	Henley Business School, University of Reading Reading, United Kingdom	71.72	29	1.29
53	Business School, Deakin University Melbourne, Australia	71.8	74	0.91
54	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	73.69	104	0.47
55	Bank of England London, United Kingdom	73.93	206	3.69
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	74.9	27	0.18
56	Graduate School of Business, Columbia University New York City, New York (USA)	74.9	45	0.18
57	Centre for Economic Policy Research (CEPR) London, United Kingdom	75.33	323	0.34
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	77.99	13	1.18
58	Warwick Business School, University of Warwick Coventry, United Kingdom	77.99	27	1.18
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	79.62	12	1.14
59	School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom	81.87	59	3.37
60	Rotman School of Management, University of Toronto Toronto, Canada	84.66	44	0.94
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	84.66	10	0.94
61	Tinbergen Instituut Amsterdam, Netherlands	84.78	123	0.66
62	Argyros School of Business and Economics, Chapman University Orange, California (USA)	84.95	51	0.68
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	84.95	42	0.68
63	Department of Economics, Northwestern University Evanston, Illinois (USA)	86.68	40	0.09
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	87.26	2	0.02
64	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	91.21	52	0.56
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	94.91	33	2.72
65	Department of Economics, McGill University Montréal, Canada	97.76	33	0.4
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	98.63	2	0.02
---	Finance Department, London School of Economics (LSE) London, United Kingdom	102.29	11	0.2
66	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	103.23	36	0.22
67	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	103.67	145	0.66
68	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	103.79	18	0.2
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	103.91	39	2.11
69	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	103.91	47	2.11
70	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	104.62	26	0.09
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	105.55	22	1.48
71	BI Handelshøyskolen Oslo, Norway	105.55	51	1.48
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	106.64	22	0.98
72	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	110.15	87	1.83
73	Judge Business School, University of Cambridge Cambridge, United Kingdom	111.34	40	0.11
74	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	115.74	16	0.12
75	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	116.91	149	0.31
76	Kelley School of Business, Indiana University Bloomington, Indiana (USA)	117.19	25	0.3
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	117.19	26	0.65
77	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	117.76	52	0.2
78	Handelshögskolan i Stockholm Stockholm, Sweden	119.82	66	1.28
79	New Economic School (NES) Moscow, Russia	121.87	47	1
80	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	123.73	94	1.78
---	Department of Finance, Handelshögskolan i Stockholm Stockholm, Sweden	125.48	10	1.12
81	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	127.17	46	0.14
82	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	127.83	54	0.9
83	School of Business, East China University of Science and Technology Shanghai, China	129.11	5	0.33
84	Norges Bank Oslo, Norway	129.25	28	0.9
85	Swiss Finance Institute Genève/Zürich, Switzerland	129.73	23	0.33
86	Department of Economics, University of California-Berkeley Berkeley, California (USA)	129.79	57	0.13
87	Økonomisk Institut, Københavns Universitet København, Denmark	130.73	72	0.55
88	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	131.52	54	0.38
89	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	132.32	98	1.68
90	PBC School of Finance, Tsinghua University Beijing, China	133.15	8	0.18
91	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	134.24	61	0.33
92	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	134.67	156	1.96
93	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	136.13	109	0.55
94	Facultad de Ciencia Económicas y Administrativas, Pontificia Universidad Católica de Chile Santiago, Chile	136.88	53	1.17
---	Escuela de Administración, Facultad de Ciencia Económicas y Administrativas, Pontificia Universidad Católica de Chile Santiago, Chile	139.51	14	1.16
95	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	141.71	24	0.68

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 278 authors affiliated with 955 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.9
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	2.55
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.8
4	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	5.11
5	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	5.89
6	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.4
7	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	6.45
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)	12.6
9	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	12.77
10	Lasse Heje Pedersen	13.46
11	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	13.55
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	13.57
13	Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France	14.19
14	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	15.98
15	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	17.97
16	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	20.25
17	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	21.66
18	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	22.56
19	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	22.81
20	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	25.13
21	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	26.05
22	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	26.96
23	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	27.07
24	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.81
25	Rosario Nunzio Mantegna	27.95
26	Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA)	28.36
27	Tobias Adrian International Monetary Fund (IMF), Washington, District of Columbia (USA)	29.07

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:

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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