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Top 10% Institutions and Economists in the Field of Market Microstructure, as of June 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 7611 institutions with 53578 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 260 authors affiliated with 879 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

1.24420.86
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.73170.8
2Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.73450.8
3Federal Reserve Bank of New York

New York City, New York (USA)

5.68752.99
4Toulouse School of Economics (TSE)

Toulouse, France

6.221542.53
5Cass Business School, City University

London, United Kingdom

6.48393.22
6National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

6.53780.61
7Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

10.011093.02
8Department of Economics, Princeton University

Princeton, New Jersey (USA)

10.71500.5
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.29492.98
9Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.98570.48
10Department of Economics, New York University (NYU)

New York City, New York (USA)

13.74510.4
11IESE Business School, Universidad de Navarra

Barcelona, Spain

13.95130.23
12Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

14.47200.22
13Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

15.65770.28
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

16.2560.43
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

20.2280.81
14HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

20.22280.81
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

21.86231.29
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

23.78560.9
15Graduate School of Business, Stanford University

Stanford, California (USA)

24.09350.48
16Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

24.85550.75
17Business School, University of Technology Sydney

Sydney, Australia

25.19853.25
18Università Commerciale Luigi Bocconi

Milano, Italy

29.411691.18
18Booth School of Business, University of Chicago

Chicago, Illinois (USA)

29.41541.99
20European Central Bank

Frankfurt am Main, Germany

30.722002.29
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

31.62150.14
21William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

32.68110.33
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

33.06403.14
22Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

35.46360.11
23Bank for International Settlements (BIS)

Basel, Switzerland

35.9690.94
24Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

36.89180.67
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

37.0940.11
25London School of Economics (LSE)

London, United Kingdom

38.662990.46
26Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

39.11661.18
27Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

39.13280.88
28Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

41.9241
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

44.56121.47
29Henley Business School, University of Reading

Reading, United Kingdom

44.56271.47
30School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

45.07281.64
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.54540.27
31Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.54650.27
32Department of Economics, University of California-Irvine

Irvine, California (USA)

48.81400.36
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

49.28181.58
33Argyros School of Business and Economics, Chapman University

Orange, California (USA)

49.92450.49
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

49.92360.49
34Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

50.271111.99
35Economics Department, Georgetown University

Washington, District of Columbia (USA)

52.24430.17
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

52.7260.54
36Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

55.26982.71
37Tinbergen Instituut

Amsterdam, Netherlands

56.011250.77
38Université Paris-Dauphine (Paris IX)

Paris, France

56.981283.25
39International Monetary Fund (IMF)

Washington, District of Columbia (USA)

57.394080.7
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

60.130.02
40Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

60.28720.87
41School of Economics and Finance, Queen Mary University of London

London, United Kingdom

61.92421.57
42Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

64.1180.19
43Department of Economics, Northwestern University

Evanston, Illinois (USA)

64.37380.11
44School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

66.79950.47
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

68.17231.41
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

68.91131
45Warwick Business School, University of Warwick

Coventry, United Kingdom

68.91291
46Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

68.941730.74
47Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

69.12911.7
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

70.38342.5
48Rotman School of Management, University of Toronto

Toronto, Canada

70.91410.73
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

70.9180.73
49Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

72.21390.49
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

73.25140.61
50Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

73.72610.13
51Business School, Imperial College

London, United Kingdom

75.7410.58
52Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

76.21801.19
53School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

78.22200.09
54Department of Economics, University of Chicago

Chicago, Illinois (USA)

80.24590.07
55Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

80.69510.32
56Business School, Deakin University

Melbourne, Australia

82.08780.87
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

83.77280.13
57Graduate School of Business, Columbia University

New York City, New York (USA)

83.77420.13
58Department of Economics, McGill University

Montréal, Canada

85.28340.37
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

85.57211.47
59BI Handelshøyskolen

Oslo, Norway

85.57491.47
60École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

86.621040.46
---Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

89.33260.63
61Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

89.4430.28
62Centre for Economic Policy Research (CEPR)

London, United Kingdom

89.982760.15
63Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

90.72882.22
64Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

90.98610.3
65Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

91.86741.72
66DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

92.711440.33
67PBC School of Finance, Tsinghua University

Beijing, China

92.8270.21
68Graduate School of Management, Macquarie University

Sydney, Australia

94.8241
69Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

95.78330.18
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), École d'Économie d'Aix-Marseille, Aix-Marseille Université

Marseille, France

96.32890.41
70New Economic School (NES)

Moscow, Russia

102.12490.92
71Bank of Canada

Ottawa, Canada

102.751332.99
72College of Business and Economics, Dankook University

Yongin, South Korea

105.0221
---Department of Economics, College of Business and Economics, Dankook University

Yongin, South Korea

105.0221
73Norges Bank

Oslo, Norway

108.65290.82
74Bank of England

London, United Kingdom

109.011912.79
---Department of Finance and Business Economics, Marshall School of Business, University of Southern California

Los Angeles, California (USA)

110.78140.33
75Marshall School of Business, University of Southern California

Los Angeles, California (USA)

110.78210.33
76School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

111.2552.2
77Sloan School of Management, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

115.77410.12
78Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

115.78480.87
79Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

116.3890.24
80Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

117.56190.18
81Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

117.99301.03
82Schulich School of Business, York University

Toronto, Canada

118.3570.14
---Department of Finance, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

118.7421
83Department of Economics and Related Studies, University of York

York, United Kingdom

122.89880.07
84Singapore Management University

Singapore, Singapore

123.68380.09
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

125.05251.66
---School of Economics, Singapore Management University

Singapore, Singapore

125.73320.08
85College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

126.81240.68
86Institut Européen d'Administration (INSEAD)

Fontainebleau, France

127.26200.48
---Finance Department, London School of Economics (LSE)

London, United Kingdom

129.7110.12
---École Doctorale de Sciences Économiques, Toulouse School of Economics (TSE)

Toulouse, France

130.1250.12
87Department of Economics, Simon Fraser University

Burnaby, Canada

134.42431.28

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 260 authors affiliated with 879 institutions.
All authors classified in this field.

RankAuthorScore
1Tim Bollerslev

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

2
2George Tauchen

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

2.78
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

3.79
4Torben G. Andersen

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

4.42
5Mark P. Taylor

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

4.62
6Thierry Foucault

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

6.58
7Yacine Ait-Sahalia

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

8.22
8Bruno R Biais

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

12.6
9Ricardo Lagos

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

13.42
10Nikolaus Hautsch

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

13.62
11Lasse Heje Pedersen

14.31
12Carol Osler

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

15.6
13Neil Shephard

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

15.74
14Francis X. Diebold

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

18.48
15Takatoshi Ito

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

18.65
16Albert J. Menkveld

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

19.45
17Michael 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)

19.67
18Oliver Bruce Linton

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

21.41
19Martin Evans

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

21.86
20Guillaume Rocheteau

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

22.27
21Peter Reinhard Hansen

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

25.16
22Ole E. Barndorff-Nielsen

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

26.88
23Pierre-Olivier Weill

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

27.02
24Asger Lunde

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

27.7
25Mark Podolskij

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

28.08
26Dagfinn Rime

Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway

28.12

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.