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

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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 8074 institutions with 58395 registered authors evaluated for all the rankings.

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Same ranking by authors, institutions, countries and regions, and more rankings for , including the individual criteria used here.

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.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

1.42480.86
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.46181.06
2Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.46511.06
3Cass Business School, City University

London, United Kingdom

6.03394.29
4Federal Reserve Bank of New York

New York City, New York (USA)

7.3803.6
5National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

7.764290.83
6Robert H. Smith School of Business, University of Maryland

College Park, Maryland (USA)

7.92141.02
---Finance Department, Robert H. Smith School of Business, University of Maryland

College Park, Maryland (USA)

7.9281.02
7Toulouse School of Economics (TSE)

Toulouse, France

9.941602.45
8Graduate School of Business, Stanford University

Stanford, California (USA)

10.6390.67
9Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

12.781143.02
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

14.08492.97
10Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

15.21730.41
11IESE Business School, Universidad de Navarra

Barcelona, Spain

16.89140.23
12Business School, University of Technology Sydney

Sydney, Australia

18.44893.84
13Department of Economics, Princeton University

Princeton, New Jersey (USA)

18.96570.42
14Department of Economics, New York University (NYU)

New York City, New York (USA)

19.34520.36
15HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

19.52320.89
16European Central Bank

Frankfurt am Main, Germany

21.152303.26
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.8490.84
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

22373.75
17Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

22.31230.24
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

23.09581.33
18Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

24.46862.37
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

25.8460.38
19Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

26.38661.37
20Stern School of Business, New York University (NYU)

New York City, New York (USA)

26.89490.29
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

27.53191.28
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

27.97302.33
21William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

29.09110.95
22Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

29.78580.79
23Alliance Manchester Business School, University of Manchester

Manchester, United Kingdom

33.97342.66
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

35.26161.32
24Università Commerciale Luigi Bocconi

Milano, Italy

38.621701.23
25Booth School of Business, University of Chicago

Chicago, Illinois (USA)

40.34631.96
26Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

40.54261
27Facultad de Ciencias Administrativas y Económicas, Universidad Icesi

Cali, Colombia

40.68151
28International Monetary Fund (IMF)

Washington, District of Columbia (USA)

43.424381.3
29London School of Economics (LSE)

London, United Kingdom

44.032900.48
30School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

45.25322.64
31Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

45.68210.29
32Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

47.62390.12
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

48.65211.6
33David Eccles School of Business, University of Utah

Salt Lake City, Utah (USA)

55.12111
---Department of Finance, David Eccles School of Business, University of Utah

Salt Lake City, Utah (USA)

55.1281
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

55.4970.57
34Bank for International Settlements (BIS)

Basel, Switzerland

55.89790.82
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

57.02580.26
35Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

57.02690.26
36Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

57.7690.99
37School of Economics and Finance, Queen Mary University of London

London, United Kingdom

58.07521.72
38Economics Department, Georgetown University

Washington, District of Columbia (USA)

59.26460.22
39Bank of Canada

Ottawa, Canada

59.711603.29
40Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

61.681902.01
41Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

61.94942.06
42Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

61.96390.64
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

64.5120.05
43Department of Economics, University of Chicago

Chicago, Illinois (USA)

65.21780.11
---Department of Finance and Business Economics, Marshall School of Business, University of Southern California

Los Angeles, California (USA)

66.03150.66
44Marshall School of Business, University of Southern California

Los Angeles, California (USA)

66.03240.66
45Business School, Imperial College

London, United Kingdom

66.23420.8
46Department of Economics, University of California-Irvine

Irvine, California (USA)

66.48470.35
47Université Paris-Dauphine (Paris IX)

Paris, France

67.441314.22
48Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

69.6320.83
49Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

69.831161.47
50Fisher College of Business, Ohio State University

Columbus, Ohio (USA)

70.4470.1
51Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

71.62200.48
52Henley Business School, University of Reading

Reading, United Kingdom

71.72291.29
53Business School, Deakin University

Melbourne, Australia

71.8740.91
54School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

73.691040.47
55Bank of England

London, United Kingdom

73.932063.69
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

74.9270.18
56Graduate School of Business, Columbia University

New York City, New York (USA)

74.9450.18
57Centre for Economic Policy Research (CEPR)

London, United Kingdom

75.333230.34
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

77.99131.18
58Warwick Business School, University of Warwick

Coventry, United Kingdom

77.99271.18
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

79.62121.14
59School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

81.87593.37
60Rotman School of Management, University of Toronto

Toronto, Canada

84.66440.94
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

84.66100.94
61Tinbergen Instituut

Amsterdam, Netherlands

84.781230.66
62Argyros School of Business and Economics, Chapman University

Orange, California (USA)

84.95510.68
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

84.95420.68
63Department of Economics, Northwestern University

Evanston, Illinois (USA)

86.68400.09
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

87.2620.02
64Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

91.21520.56
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

94.91332.72
65Department of Economics, McGill University

Montréal, Canada

97.76330.4
---Department of Finance, Fisher College of Business, Ohio State University

Columbus, Ohio (USA)

98.6320.02
---Finance Department, London School of Economics (LSE)

London, United Kingdom

102.29110.2
66Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

103.23360.22
67School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

103.671450.66
68College of Business, Florida Atlantic University

Boca Raton, Florida (USA)

103.79180.2
---School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington

Wellington, New Zealand

103.91392.11
69Wellington School of Business and Government, Victoria University of Wellington

Wellington, New Zealand

103.91472.11
70School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

104.62260.09
---Institutt for finans, BI Handelshøyskolen

Oslo, Norway

105.55221.48
71BI Handelshøyskolen

Oslo, Norway

105.55511.48
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

106.64220.98
72Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

110.15871.83
73Judge Business School, University of Cambridge

Cambridge, United Kingdom

111.34400.11
74Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

115.74160.12
75DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

116.911490.31
76Kelley School of Business, Indiana University

Bloomington, Indiana (USA)

117.19250.3
---Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

117.19260.65
77Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

117.76520.2
78Handelshögskolan i Stockholm

Stockholm, Sweden

119.82661.28
79New Economic School (NES)

Moscow, Russia

121.87471
80Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

123.73941.78
---Department of Finance, Handelshögskolan i Stockholm

Stockholm, Sweden

125.48101.12
81Sloan School of Management, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

127.17460.14
82Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

127.83540.9
83School of Business, East China University of Science and Technology

Shanghai, China

129.1150.33
84Norges Bank

Oslo, Norway

129.25280.9
85Swiss Finance Institute

Genève/Zürich, Switzerland

129.73230.33
86Department of Economics, University of California-Berkeley

Berkeley, California (USA)

129.79570.13
87Økonomisk Institut, Københavns Universitet

København, Denmark

130.73720.55
88Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

131.52540.38
89Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

132.32981.68
90PBC School of Finance, Tsinghua University

Beijing, China

133.1580.18
91Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

134.24610.33
92Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

134.671561.96
93École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

136.131090.55
94Facultad de Ciencia Económicas y Administrativas, Pontificia Universidad Católica de Chile

Santiago, Chile

136.88531.17
---Escuela de Administración, Facultad de Ciencia Económicas y Administrativas, Pontificia Universidad Católica de Chile

Santiago, Chile

139.51141.16
95College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

141.71240.68

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.

RankAuthorScore
1Tim Bollerslev

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

1.9
2George Tauchen

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

2.55
3Xavier Vives

IESE Business School, Universidad de Navarra, Barcelona, Spain

4.8
4Torben G. Andersen

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

5.11
5Mark P. Taylor

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

5.89
6Thierry Foucault

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

6.4
7Ravi Jagannathan

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

6.45
8Michael 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
9Yacine Ait-Sahalia

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

12.77
10Lasse Heje Pedersen

13.46
11Neil Shephard

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

13.55
12Nikolaus Hautsch

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

13.57
13Bruno R Biais

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

14.19
14Oliver Bruce Linton

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

15.98
15Jonathan Brogaard

Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)

17.97
16Ricardo Lagos

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

20.25
17Albert J. Menkveld

Tinbergen Instituut, Amsterdam, Netherlands
School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands

21.66
18Peter Reinhard Hansen

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

22.56
19Martin Evans

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

22.81
20Takatoshi Ito

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

25.13
21Francis X. Diebold

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

26.05
22Bruce Mizrach

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

26.96
23Carol Osler

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

27.07
24Asger Lunde

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

27.81
25Rosario Nunzio Mantegna

27.95
26Guillaume Rocheteau

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

28.36
27Tobias 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.

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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.