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Top 10% Institutions and Economists in the Field of Market Microstructure, as of April 2018

What this page is about

This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

  • 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.
  • 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 7556 institutions with 52794 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 256 authors affiliated with 872 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

1.26410.86
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.94170.8
2Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.94450.8
3Toulouse School of Economics (TSE)

Toulouse, France

5.81532.54
4Federal Reserve Bank of New York

New York City, New York (USA)

6.13762.98
5Cass Business School, City University

London, United Kingdom

6.27373.22
6National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

6.43790.61
7Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

9.121103.03
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

10.42492.99
8Department of Economics, Princeton University

Princeton, New Jersey (USA)

11.25460.52
9Department of Economics, New York University (NYU)

New York City, New York (USA)

11.86470.4
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.75560.44
11IESE Business School, Universidad de Navarra

Barcelona, Spain

13.54120.23
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

14.98750.28
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

17.6860.45
13Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

17.82200.2
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

21.32231.29
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.5780.8
14HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.57280.8
15Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

22.16550.75
16Graduate School of Business, Stanford University

Stanford, California (USA)

22.82350.48
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

24.32570.9
17Business School, University of Technology Sydney

Sydney, Australia

24.93833.25
18Università Commerciale Luigi Bocconi

Milano, Italy

29.31661.18
19Booth School of Business, University of Chicago

Chicago, Illinois (USA)

29.68542
20European Central Bank

Frankfurt am Main, Germany

30.091972.32
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

31.65150.14
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

34.11403.14
21Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

34.12170.67
22William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

34.16110.33
23Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

34.77350.11
24London School of Economics (LSE)

London, United Kingdom

35.382980.48
25Bank for International Settlements (BIS)

Basel, Switzerland

35.55700.96
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

36.0640.11
26Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

37.66651.18
27Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

42.27241
28Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

42.6280.85
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

44.25111.47
29Henley Business School, University of Reading

Reading, United Kingdom

44.25261.47
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.96540.27
30Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.96650.27
31School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

48.16281.61
32Department of Economics, University of California-Irvine

Irvine, California (USA)

48.89370.36
33Argyros School of Business and Economics, Chapman University

Orange, California (USA)

50450.49
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

50360.49
34Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

51.051101.99
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

51.8360.54
35Rotman School of Management, University of Toronto

Toronto, Canada

52.22420.77
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

52.2290.77
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

53.04181.56
36Economics Department, Georgetown University

Washington, District of Columbia (USA)

54.4440.17
37Université Paris-Dauphine (Paris IX)

Paris, France

56.291273.25
38International Monetary Fund (IMF)

Washington, District of Columbia (USA)

56.684070.7
39Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

57.1982.72
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

59.2430.02
40Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

60.27160.19
41School of Economics and Finance, Queen Mary University of London

London, United Kingdom

60.96431.57
42Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

61.47690.87
43Department of Economics, Northwestern University

Evanston, Illinois (USA)

62.38370.11
44Centre for Economic Policy Research (CEPR)

London, United Kingdom

62.612750.17
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

65.54131
45Warwick Business School, University of Warwick

Coventry, United Kingdom

65.54281
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

68.13231.41
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

70.58342.5
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

71.36130.61
46Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

71.59901.7
47Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

72.47360.49
48Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

74.22801.35
49Department of Economics, University of Chicago

Chicago, Illinois (USA)

74.39590.07
50Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

74.46600.13
51Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

76.31670.69
52Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

76.43741.73
53School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

76.53210.09
54Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

79.11500.32
55Tinbergen Instituut

Amsterdam, Netherlands

80.31230.74
56Department of Economics, McGill University

Montréal, Canada

81.79330.37
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

82.9270.13
57Graduate School of Business, Columbia University

New York City, New York (USA)

82.9420.13
58Business School, Deakin University

Melbourne, Australia

84.96780.87
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

85.9201.47
59BI Handelshøyskolen

Oslo, Norway

85.9451.47
60École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

86.581020.46
61Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

88.42852.22
---Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

89.84260.63
62Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

90.22440.28
63Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

93.9610.3
64Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

95.22330.18
65PBC School of Finance, Tsinghua University

Beijing, China

96.1770.21
66New Economic School (NES)

Moscow, Russia

96.52480.92
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), École d'Économie d'Aix-Marseille, Aix-Marseille Université

Marseille, France

96.79880.41
67DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

97.431440.32
68Graduate School of Management, Macquarie University

Sydney, Australia

97.4941
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

97.5261.67
69School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

98.45940.45
70Bank of Canada

Ottawa, Canada

104.321322.99
71School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

109.03552.2
72Norges Bank

Oslo, Norway

109.23290.82
73College of Business and Economics, Dankook University

Yongin, South Korea

110.6321
---Department of Economics, College of Business and Economics, Dankook University

Yongin, South Korea

110.6321
74Bank of England

London, United Kingdom

111.991902.79
75Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

112.1490.87
76Schulich School of Business, York University

Toronto, Canada

11370.15
---Department of Finance and Business Economics, Marshall School of Business, University of Southern California

Los Angeles, California (USA)

114.14150.33
77Marshall School of Business, University of Southern California

Los Angeles, California (USA)

114.14210.33
78Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

115.5680.24
79Sloan School of Management, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

115.67390.12
80Business School, Imperial College

London, United Kingdom

117.76400.56
81Monash Business School, Monash University

Melbourne, Australia

119.641510.56
---Department of Finance, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

119.7621
82Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

119.8291.03
83Singapore Management University

Singapore, Singapore

120.8370.09
84Institut Européen d'Administration (INSEAD)

Fontainebleau, France

121.85190.78
---School of Economics, Singapore Management University

Singapore, Singapore

122.49310.09
85Department of Economics and Related Studies, University of York

York, United Kingdom

123.89860.07
---Finance Department, London School of Economics (LSE)

London, United Kingdom

125.54110.12
86College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

126.49240.68
---École Doctorale de Sciences Économiques, Toulouse School of Economics (TSE)

Toulouse, France

128.3550.12
87Department of Economics, Simon Fraser University

Burnaby, Canada

132.6431.28

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 256 authors affiliated with 872 institutions.
All authors classified in this field.

RankAuthorScore
1Tim Bollerslev

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

2.02
2George Tauchen

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

2.55
3Xavier Vives

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

3.83
4Torben G. Andersen

National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)

4.27
5Mark P. Taylor

Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)

4.57
6Thierry Foucault

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

7.24
7Yacine Ait-Sahalia

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

9.29
8Bruno R Biais

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

12.61
9Ricardo Lagos

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

12.64
10Nikolaus Hautsch

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

12.96
11Lasse Heje Pedersen

14.46
12Neil Shephard

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

15.14
13Carol Osler

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

15.89
14Francis X. Diebold

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

18.34
15Takatoshi Ito

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

18.53
16Michael 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)

19.84
17Oliver Bruce Linton

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

20.38
18Guillaume Rocheteau

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

21.52
19Martin Evans

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

21.92
20Peter Reinhard Hansen

Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)

23.42
21Ole E. Barndorff-Nielsen

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

24.89
22Pierre-Olivier Weill

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

26.05
23Asger Lunde

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

26.12
24Peter C. B. Phillips

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

26.33
25Thomas P. Gehrig

Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

27.54

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.

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IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.