IDEAS home Printed from https://ideas.repec.org/top/top.mst.html
 

Top 10% Institutions and Economists in the Field of Market Microstructure, as of April 2022

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.
  • To be classified, an author needs to have five or more working papers announced in the NEP report for this field. For authors whose first paper is less that 10 years old, having 25% of the papers in the NEP report is sufficient.
  • There are no such restrictions for institutions, it is thus possible that more institutions than authors are classified.
  • 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 8574 institutions with 64491 registered authors evaluated for all the rankings.

Similar rankings

EntityFull rankingLast 10 years10 best authorsLast 10 years, 10 best authorsTop 5% authorsMore
AuthorsShort Details Short Details More
InstitutionsShort Details Short Details Short Details Short Details All yearsLast 10 More
RegionsShort Details Short Details More

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 261 authors affiliated with 1024 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

1.27501
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

4.71191.03
2Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

4.71531.03
3HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

5.33351.26
4National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

5.444590.97
5Federal Reserve Bank of New York

New York City, New York (USA)

6.25893.2
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

6.89131.22
6Bayes Business School, City University

London, United Kingdom

7.43394.11
---Finance Department, Robert H. Smith School of Business, University of Maryland

College Park, Maryland (USA)

7.71101.12
7Robert H. Smith School of Business, University of Maryland

College Park, Maryland (USA)

7.71171.12
8Graduate School of Business, Stanford University

Stanford, California (USA)

10.5430.73
9Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.771213.12
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

14.86482.78
10Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

17750.38
11IESE Business School, Universidad de Navarra

Barcelona, Spain

17.5160.22
12Department of Economics, New York University (NYU)

New York City, New York (USA)

18.02590.41
13European Central Bank

Frankfurt am Main, Germany

23.472452.47
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

25.37661.04
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

26.79520.34
15Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

26.98270.21
16Department of Economics, Princeton University

Princeton, New Jersey (USA)

27.06540.3
17London School of Economics (LSE)

London, United Kingdom

28.133221.04
18Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

29.93851.87
19Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

31.81631.31
20David Eccles School of Business, University of Utah

Salt Lake City, Utah (USA)

32.23121
---Department of Finance, David Eccles School of Business, University of Utah

Salt Lake City, Utah (USA)

32.2381
21Alliance Manchester Business School, University of Manchester

Manchester, United Kingdom

32.64372.66
22Booth School of Business, University of Chicago

Chicago, Illinois (USA)

32.78601.55
23Business School, University of Technology Sydney

Sydney, Australia

33.09883.72
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

34.76301.83
24Toulouse School of Economics (TSE)

Toulouse, France

34.951552.01
25Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

36.45590.67
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

37.560.27
26Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

37.87931.13
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

38.44373.65
---Faculty of Finance, Bayes Business School, City University

London, United Kingdom

38.99151.11
27William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

39.43110.54
28Università Commerciale Luigi Bocconi

Milano, Italy

39.641651.23
29School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

41.64300.18
30School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

41.99342.61
31Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

42.7220.39
32Bank for International Settlements (BIS)

Basel, Switzerland

46.01921.31
33Rotman School of Management, University of Toronto

Toronto, Canada

46.2491.35
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

46.2121.35
34Sloan School of Management, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

47.99470.46
35Business School, Imperial College

London, United Kingdom

49.64451.02
36Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

50.36470.11
---Finance Department, London School of Economics (LSE)

London, United Kingdom

53.14120.67
37Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

53.52082.73
38International Monetary Fund (IMF)

Washington, District of Columbia (USA)

54.844800.86
39College of Economics and Management, Nanjing University of Aeroneautics and Astronautics

Nanjing, China

55.0241
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

55.5870.54
40Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

55.921182.06
41Department of Economics, University of Chicago

Chicago, Illinois (USA)

59.22760.21
42Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

63.04390.66
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

63.85500.24
43Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

63.85570.24
44Université Paris-Dauphine (Paris IX)

Paris, France

64.261384.28
45Faculty of Business and Economics, University of Hong Kong

Pokfulam, Hong Kong

65.68251.58
46Bank of Canada

Ottawa, Canada

65.961753.28
47INSEAD

Fontainebleau, France

67.28220.6
48School of Economics and Finance, Queen Mary University of London

London, United Kingdom

67.52611.67
49Facultad de Ciencias Administrativas y Económicas, Universidad Icesi

Cali, Colombia

67.93141
50Monash Business School, Monash University

Melbourne, Australia

68.41840.66
51Fisher College of Business, Ohio State University

Columbus, Ohio (USA)

70.1790.19
52Economics Department, Georgetown University

Washington, District of Columbia (USA)

70.3480.2
53Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

72.67590.91
54Bangor Business School, Bangor University

Bangor, United Kingdom

72.93361
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

75.15150.04
55Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

75.27350.84
56Department of Economics, University of California-Irvine

Irvine, California (USA)

76.68470.35
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

78.16280.17
57Graduate School of Business, Columbia University

New York City, New York (USA)

78.16510.17
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

78.3151.34
58Warwick Business School, University of Warwick

Coventry, United Kingdom

78.3291.34
59Centre for Economic Policy Research (CEPR)

London, United Kingdom

79.953520.31
60Marshall School of Business, University of Southern California

Los Angeles, California (USA)

84.2230.24
---Department of Finance and Business Economics, Marshall School of Business, University of Southern California

Los Angeles, California (USA)

84.2170.24
61Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

84.77500.95
62Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

85.171091.29
63Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

86.67300.08
64School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

87.231170.48
65Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

87.28480.4
66Swiss Finance Institute

Genève/Zürich, Switzerland

87.64260.4
67Bank of England

London, United Kingdom

88.832033.25
68Fakultät für Betriebswirtschaftslehre, Universität Mannheim

Mannheim, Germany

90.2170.98
---School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington

Wellington, New Zealand

91.48362.11
69Wellington School of Business and Government, Victoria University of Wellington

Wellington, New Zealand

91.48452.11
70Department of Economics, Northwestern University

Evanston, Illinois (USA)

92.84430.05
71Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

93.12280.61
72Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

95.81002.59
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

98.34352.75
---Department of Finance, Fisher College of Business, Ohio State University

Columbus, Ohio (USA)

100.5420.02
73Faculté des Hautes Études Commerciales (HEC), Université de Lausanne

Lausanne, Switzerland

101.97531.21
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

105.7220.02
74Department of Economics, McGill University

Montréal, Canada

106.83330.37
75New Economic School (NES)

Moscow, Russia

108.05431.32
76College of Business, Florida Atlantic University

Boca Raton, Florida (USA)

109.1190.16
77Barcelona School of Economics (BSE)

Barcelona, Spain

109.651661.71
78School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

110.161400.61
79Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

110.8380.22
80Argyros School of Business and Economics, Chapman University

Orange, California (USA)

112.49500.7
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

112.49420.7
---Institutt for finans, BI Handelshøyskolen

Oslo, Norway

114.32221.47
81BI Handelshøyskolen

Oslo, Norway

114.32551.47
82DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

114.631470.34
83Economics Department, University of California-Santa Cruz (UCSC)

Santa Cruz, California (USA)

115.05320.51
84College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

116.3290.68
85Stockholm School of Economics

Stockholm, Sweden

117.44621.28
86Judge Business School, University of Cambridge

Cambridge, United Kingdom

119.12420.1
87School of Management, Yale University

New Haven, Connecticut (USA)

119.35360.45
88Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim

Hohenheim, Germany

120.08350.78
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

121.18171.01
---Department of Finance, Stockholm School of Economics

Stockholm, Sweden

122.5791.12
---Department of Finance, College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

124.0720.66
89School of Business, East China University of Science and Technology

Shanghai, China

125.0670.32
90School of Accounting and Finance, University of Bristol

Bristol, United Kingdom

125.250.23
---Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

125.59280.66
91Tinbergen Instituut

Amsterdam, Netherlands

125.731230.48
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

125.85971.56
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

132.89180.94
92Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

133.12531
93Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

133.51021.59
94Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

133.61160.07
95École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

134.231100.65
96Norges Bank

Oslo, Norway

135.88270.89
97Økonomisk Institut, Københavns Universitet

København, Denmark

140.76770.5
98Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

140.77630.33
99School of Economics, University of Bristol

Bristol, United Kingdom

141.99602.33
100School of Economics, Finance and Marketing, RMIT University

Melbourne, Australia

142.52290.24
---Economics Subject Group, Business School, Newcastle University

Newcastle upon Tyne, United Kingdom

144.46191
101Business School, Newcastle University

Newcastle upon Tyne, United Kingdom

144.46301
102Department of Economics, University of California-Berkeley

Berkeley, California (USA)

146.21620.16

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 261 authors affiliated with 1024 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)

3.06
3Xavier Vives

IESE Business School, Universidad de Navarra, Barcelona, Spain

4.33
4Torben G. Andersen

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

4.89
5Thierry Foucault

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

5.69
6Ravi Jagannathan

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

7.91
7Mark P. Taylor

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

8.28
8Jonathan Brogaard

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

9.8
9Michael 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)

10.27
10Takatoshi Ito

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

11.55
11Lasse Heje Pedersen

13.16
12Nikolaus Hautsch

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

14.35
13Bruno R Biais

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

14.75
14Neil Shephard

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

14.98
15Oliver Bruce Linton

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

19.19
16Peter Reinhard Hansen

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

19.62
17Yacine Ait-Sahalia

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

20.99
18Ricardo Lagos

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

23.07
19Fulvio Corsi

Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy

24.74
20Haoxiang Zhu

Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA)
National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)

25.3
21Martin Evans

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

26.91
22Asger Lunde

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

27.21
23Carol Osler

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

27.26
24Angelo Ranaldo

School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland

27.38
25Bruce Mizrach

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

28.77
26Francis X. Diebold

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

29.76

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.
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.