Top 10% Institutions and Economists in the Field of Market Microstructure, as of April 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 8849 institutions with 68432 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 240 authors affiliated with 1071 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.3	49	1.08
2	Federal Reserve Bank of New York New York City, New York (USA)	4.7	98	3.45
3	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	4.83	478	0.93
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.77	42	1.24
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.7	19	0.71
5	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.7	54	0.71
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.9	9	1.11
6	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.9	15	1.11
7	Bayes Business School, City University London, United Kingdom	6.93	44	4.14
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.21	17	1.14
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.93	42	0.65
9	Department of Economics, New York University (NYU) New York City, New York (USA)	15.72	61	0.7
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	17.46	72	0.36
11	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	17.81	114	2.95
12	Department of Economics, Princeton University Princeton, New Jersey (USA)	19.44	51	0.4
13	IESE Business School, Universidad de Navarra Barcelona, Spain	20.34	15	0.2
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	20.94	66	1.18
14	European Central Bank Frankfurt am Main, Germany	24.51	264	2.47
15	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	24.64	14	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	24.64	10	1
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	24.82	7	0.37
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	25.98	43	2.56
16	Bank for International Settlements (BIS) Basel, Switzerland	26.77	99	1.63
17	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	27.29	28	0.21
18	Booth School of Business, University of Chicago Chicago, Illinois (USA)	28.43	65	1.54
19	Stern School of Business, New York University (NYU) New York City, New York (USA)	29.25	56	0.31
20	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	31.42	67	1.32
21	London School of Economics (LSE) London, United Kingdom	32.17	346	0.9
22	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	32.83	15	1
23	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	34.92	83	1.87
24	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	35.68	91	1.84
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	35.88	17	1.2
25	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	36.34	63	0.92
26	Business School, University of Technology Sydney Sydney, Australia	36.47	92	3.67
27	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	37.18	33	0.18
28	Copenhagen Business School København, Denmark	37.92	84	0.41
29	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	38.94	54	0.54
30	Toulouse School of Economics (TSE) Toulouse, France	39.24	154	1.71
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	39.98	29	1.83
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	40.15	38	3.61
31	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	40.41	37	2.06
---	Institut for Finansiering, Copenhagen Business School København, Denmark	42.13	4	0.16
32	International Monetary Fund (IMF) Washington, District of Columbia (USA)	42.43	521	1.95
33	Università Commerciale Luigi Bocconi Milano, Italy	45.47	173	1.2
34	Rotman School of Management, University of Toronto Toronto, Canada	45.82	53	1.35
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	45.82	12	1.35
35	Graduate School of Business, Columbia University New York City, New York (USA)	46.86	56	0.32
36	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	51.09	23	0.34
37	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	52.75	12	0.4
38	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	54.65	216	3.02
39	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	55.11	4	1
---	Finance Department, London School of Economics (LSE) London, United Kingdom	56.52	12	0.56
40	Business School, Imperial College London, United Kingdom	56.56	48	0.67
41	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	56.92	51	0.13
42	Centre for Economic Policy Research (CEPR) London, United Kingdom	57.03	371	0.33
43	Swiss Finance Institute Genève/Zürich, Switzerland	57.25	29	0.53
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	57.51	8	0.77
44	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	59.5	45	0.88
45	Marshall School of Business, University of Southern California Los Angeles, California (USA)	61.93	24	0.2
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	61.93	15	0.2
46	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	63.72	128	2.02
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	64.37	54	0.27
47	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	64.37	61	0.27
48	Department of Economics, University of Chicago Chicago, Illinois (USA)	64.53	81	0.11
49	Bank of Canada Ottawa, Canada	66.11	183	3.21
50	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	68.17	11	0.19
51	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	68.42	29	1.57
52	INSEAD Fontainebleau, France	71.72	23	0.6
53	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	73.57	40	3.39
54	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	75.51	67	1.09
55	Université Paris-Dauphine (Paris IX) Paris, France	76.21	146	4.64
56	Department of Economics, University of California-Irvine Irvine, California (USA)	76.56	48	0.35
57	Monash Business School, Monash University Melbourne, Australia	77.38	193	0.66
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	79.64	19	0.04
58	School of Economics and Finance, Queen Mary University of London London, United Kingdom	79.86	68	1.72
59	Economics Department, Georgetown University Washington, District of Columbia (USA)	80.65	50	0.2
60	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	81.18	51	0.43
61	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	81.94	51	0.9
62	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	82.44	35	0.83
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	83.46	27	0.17
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	86.98	14	1.35
63	Warwick Business School, University of Warwick Coventry, United Kingdom	86.98	28	1.35
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	87.51	35	2.11
64	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	87.51	45	2.11
65	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	88.28	130	0.49
66	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	91.83	29	0.08
67	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	93.28	18	0.88
68	Department of Economics, Northwestern University Evanston, Illinois (USA)	97.52	43	0.05
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	97.73	2	0.02
69	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	109.66	119	1.54
70	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	109.95	90	2.53
71	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	110.36	54	1.18
72	Bank of England London, United Kingdom	115.44	211	3.18
73	Department of Economics, University of California-Berkeley Berkeley, California (USA)	116.15	65	0.13
74	Stockholm School of Economics Stockholm, Sweden	116.43	63	1.27
75	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	117.02	16	0.1
76	Barcelona School of Economics (BSE) Barcelona, Spain	117.25	167	1.72
77	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	117.44	29	0.68
78	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	117.68	19	0.14
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	118.31	36	3.1
79	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	118.43	126	0.82
80	Department of Economics, McGill University Montréal, Canada	119.13	35	0.31
81	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	120.64	31	0.78
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	121.4	9	1.1
82	New Economic School (NES) Moscow, Russia	123.14	41	1.28
83	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	123.34	143	0.5
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	123.52	27	0.66
84	Økonomisk Institut, Københavns Universitet København, Denmark	124.05	81	0.78
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	124.39	2	0.02
85	School of Accounting and Finance, University of Bristol Bristol, United Kingdom	125.51	7	0.23
86	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	125.52	54	1
87	Tinbergen Instituut Amsterdam, Netherlands	125.64	123	0.49
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	125.89	2	0.66
88	Judge Business School, University of Cambridge Cambridge, United Kingdom	126.92	42	0.1
89	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	128.58	151	0.66
90	Deutsche Bundesbank Frankfurt, Germany	128.69	177	3.77
91	Henley Business School, University of Reading Reading, United Kingdom	129.27	32	2.01
92	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	129.75	39	0.2
93	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	129.89	134	1.65
94	School of Management, Yale University New Haven, Connecticut (USA)	130.68	36	0.34
95	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	133.77	34	0.5
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	135.6	14	0.75
96	Argyros School of Business and Economics, Chapman University Orange, California (USA)	136.83	47	0.68
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	136.83	40	0.68
97	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	137.12	99	1.59
98	Business School, Macquarie University Sydney, Australia	137.26	44	0.65
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	141.97	13	1.87
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	142.95	22	0.94
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	143.08	97	1.5
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	143.63	23	1.41
99	BI Handelshøyskolen Oslo, Norway	143.63	55	1.41
100	School of Business, East China University of Science and Technology Shanghai, China	145.92	9	0.28
---	Centro de Investigaciones en Economía y Finanzas (CIENFI), Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	146.02	1	0.5
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	146.02	13	0.5
101	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	146.91	73	1.07
102	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	147.84	41	0.2
103	PBC School of Finance, Tsinghua University Beijing, China	150.55	12	0.17
104	Graduate School of Management, Macquarie University Sydney, Australia	151.02	4	1
105	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	151.75	62	0.26
106	Norges Bank Oslo, Norway	152.49	28	0.88
107	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	153.58	33	1

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 240 authors affiliated with 1071 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.97
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.23
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.58
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	5.7
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	7.03
6	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	7.66
7	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)	8.15
8	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	8.15
9	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	9.14
10	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	10.08
11	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	12.97
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.83
13	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.62
14	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	15.98
15	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	16.17
16	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	20.52
17	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	22
18	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	22.54
19	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	23.33
20	Rosario Nunzio Mantegna	24.28
21	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	25.16
22	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.06
23	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	28.62
24	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	29.13

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.

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