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Top 10% Institutions and Economists in the Field of Market Microstructure, as of August 2016

What this page is about

This page is part of a larger set of rankings for research items, serial, individuals and institutions made available on this site. A FAQ is available. Additional detail specific to this particular ranking are:

  • 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 according to the weights they have set to each in their profile, or by default according to a formula described here.
  • Only institutions listed in EDIRC are counted.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • 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.
  • Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
  • There are 7206 institutions with 47925 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Market Microstructure, these are 400 authors affiliated with 817 institutions.
All authors classified in this field.

Top 10% institutions in the field of Market Microstructure

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

1.06460.95
2Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.22440.96
3Stern School of Business, New York University (NYU)

New York City, New York (USA)

4.07570.45
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

4.44160.88
4Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.61243.6
5Cass Business School, City University

London, United Kingdom

5.37353.34
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.69583.54
6Warwick Business School, University of Warwick

Coventry, United Kingdom

6.33221.25
7Federal Reserve Bank of New York

New York City, New York (USA)

8.14822.91
8Department of Economics, New York University (NYU)

New York City, New York (USA)

8.8540.43
9Toulouse School of Economics (TSE)

Toulouse, France

11.311652.14
10Department of Economics, Princeton University

Princeton, New Jersey (USA)

11.42460.53
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

14.22690.29
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

15.05170.23
12William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

15.26120.54
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

16.6630.08
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

16.8350.44
13Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

17.7580.73
14Bank for International Settlements (BIS)

Basel, Switzerland

18.52640.99
15Business School, University of Technology Sydney

Sydney, Australia

18.64823.72
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

19.08621.03
16IESE Business School, Universidad de Navarra

Barcelona, Spain

20.33160.18
17National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

21.114910.31
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.1980.78
18HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.19200.78
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

23.55281.28
19Graduate School of Business, Stanford University

Stanford, California (USA)

23.99320.59
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

26.32423.52
20Booth School of Business, University of Chicago

Chicago, Illinois (USA)

29.17542
21Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

29.54351.16
22Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

30.02241.03
23Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

31.65380.12
24European Central Bank

Frankfurt am Main, Germany

341762.19
25Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

34.33310.86
26London School of Economics (LSE)

London, United Kingdom

35.22900.5
27School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

35.22332.53
28Argyros School of Business and Economics, Chapman University

Orange, California (USA)

36.03460.57
29Henley Business School, University of Reading

Reading, United Kingdom

39.56281.27
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

39.56111.27
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

40.14100.74
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

40.62410.51
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

41.62212.28
30Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

41.75751.08
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

43.5660.53
31Department of Economics, University of California-Irvine

Irvine, California (USA)

43.66350.36
32Université Paris-Dauphine (Paris IX)

Paris, France

44.321283.58
33Warrington College of Business, University of Florida

Gainesville, Florida (USA)

45.14100.16
34Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

47.98210.35
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

48.1160.09
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.34460.24
35Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.34580.24
36Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

49.24350.49
37Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

50.05680.88
38Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

50.3891.46
39Department of Economics, Northwestern University

Evanston, Illinois (USA)

50.5400.21
40Economics Department, Georgetown University

Washington, District of Columbia (USA)

50.89410.15
41Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

51.53650.15
42Centre for Economic Policy Research (CEPR)

London, United Kingdom

56.742970.21
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

56.79362.83
43School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

58.18260.09
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

59.6110.99
44Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

60.871500.72
45Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

63.49480.4
46Department of Economics, University of Toronto

Toronto, Canada

63.57611.58
47Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

64.11400.35
48Bank of Canada

Ottawa, Canada

64.511092.5
49School of Economics and Finance, Queen Mary

London, United Kingdom

64.96460.54
50New Economic School (NES)

Moscow, Russia

65.23431.56
51Graduate School of Business, Columbia University

New York City, New York (USA)

66.41440.16
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

66.41280.16
52Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

69.771151.49
53Norges Bank

Oslo, Norway

69.85281.12
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

72.0880.32
54Rotman School of Management, University of Toronto

Toronto, Canada

72.08390.32
55Institut Européen d'Administration (INSEAD)

Fontainebleau, France

72.94211.75
56Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

73.6730.67
57Department of Economics, European University Institute

Firenze, Italy

74.65400.16
58BI Handelshøyskolen

Oslo, Norway

75.62421.49
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

75.62191.49
59Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

76.92711.86
60Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

77.19600.45
61Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

77.44912.22
62Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

78.1310.2
63Business School, Deakin University

Melbourne, Australia

78.19570.84
64Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

78.52290.71
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

78.53981.42
65Department of Economics, Central European University

Budapest, Hungary

78.74300.51
66Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

79.08670.9
67Department of Economics, Simon Fraser University

Burnaby, Canada

80.03421.35
68DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

81.661520.2
69PBC School of Finance, Tsinghua University

Beijing, China

83.550.21
70Tinbergen Instituut

Amsterdam, Netherlands

85.291401
71Singapore Management University

Singapore, Singapore

86.79380.59
72Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

88.89470.88
73Graduate School of Management, Macquarie University

Sydney, Australia

89.3951
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

89.78271.85
74School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

92.53532.26
75Monash Business School, Monash University

Melbourne, Australia

93.311350.58
76Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

95.870.25
77Cardiff Business School, Cardiff University

Cardiff, United Kingdom

97.85512.29
78Bangor Business School, Bangor University

Bangor, United Kingdom

98.81330.5
79Schulich School of Business, York University

Toronto, Canada

100.4280.16
80Department of Agricultural and Resource Economics, University of California-Davis

Davis, California (USA)

101.07220.25
81Department of Economics and Related Studies, University of York

York, United Kingdom

101.47860.07

Top 10% authors in the field of Market Microstructure

Ranking of institutions
Ranking of authors
Details

RankAuthorScore
1Tim Bollerslev

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

1.89
2George Tauchen

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

2.51
3Mark P. Taylor

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

3.05
4Torben G. Andersen

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

4.87
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

6.72
6Yacine Ait-Sahalia

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

7.9
7Thierry Foucault

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

10.87
8Ricardo Lagos

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

11.35
9Ser-Huang Poon

12.02
10Robert Korajczyk

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

12.13
11Nikolaus Hautsch

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

12.86
12Neil Shephard

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

13.49
13Paolo Pasquariello

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

14.79
14Takatoshi Ito

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

14.95
15Carol Osler

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

15.6
16Lasse Heje Pedersen

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

16.57
17Francis X. Diebold

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

16.95
18Bruno R Biais

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

17.18
19Peter C. B. Phillips

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

17.58
20Guillaume Rocheteau

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

23.45
21Martin Evans

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

25.98
22Ole E. Barndorff-Nielsen

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

26.02
23Meziane Lasfer

Cass Business School, City University, London, United Kingdom

26.41
24Peter Reinhard Hansen

Department of Economics, European University Institute, Firenze, Italy

28.8
25Pierre-Olivier Weill

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

29.21
26Asger Lunde

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

30.95
27Oliver Bruce Linton

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

31
28Thomas P. Gehrig

Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

31.25
29Michael 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)

31.73
30Kate Phylaktis

Faculty of Finance, Cass Business School, City University, London, United Kingdom

31.83
31Jianqing Fan

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

32.18
32Dagfinn Rime

Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway

32.48
33Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

33.56
34Lucio Sarno

Cass Business School, City University, London, United Kingdom

34.44
35Michael Ostrovsky

Graduate School of Business, Stanford University, Stanford, California (USA)

34.52
36Sébastien Laurent

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

34.54
37Clara Vega

Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA)

34.72
38Bruce Mizrach

Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)

35.95
39Marco Pagano

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

38.66
40Mark Podolskij

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

39.96

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.