IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Top 10% Institutions and Economists in the Field of Market Microstructure, as of July 2015

This page shows one of the many rankings computed with RePEc data. They are based on data about authors who have registered with the RePEc Author Service, institutions listed on EDIRC, bibliographic data collected by RePEc, citation analysis performed by CitEc and popularity data compiled by LogEc. To find more rankings, historical data and detailed methodology, click here. Or see the ranking FAQ. For Market Microstructure, these are 374 authors affiliated with 769 institutions.
All authors classified in this field.

Top 10% institutions in the field of Market Microstructure

The scores of institutions in each field are determined by a weighted sum of all authors affiliated with the respective institutions. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in NEP-MST (Market Microstructure).
RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

1.14450.98
2Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.23401
3Stern School of Business, New York University (NYU)

New York City, New York (USA)

3.49570.49
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

4.71140.92
4Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.11142.99
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.19562.91
5Warwick Business School, University of Warwick

Coventry, United Kingdom

6.47231.27
6Federal Reserve Bank of New York

New York City, New York (USA)

7.82793.13
7Cass Business School, City University

London, United Kingdom

9.04363.01
8Department of Economics, Princeton University

Princeton, New Jersey (USA)

9.89460.68
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

14.56130.25
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

14.7220.1
9Department of Economics, New York University (NYU)

New York City, New York (USA)

15.04540.67
10Toulouse School of Economics (TSE)

Toulouse, France

15.161411.93
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

15.24660.29
12William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

17.25120.54
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

17.3150.56
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

17.41591.18
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

18.8361.59
13Business School, University of Technology Sydney

Sydney, Australia

20.93773.06
14HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.59191.19
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.5981.19
15IESE Business School, Universidad de Navarra

Barcelona, Spain

24.03160.19
16Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

25.39321.19
17Booth School of Business, University of Chicago

Chicago, Illinois (USA)

27.26572.02
18Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

28.07370.14
19National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

28.164870.36
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

29.58412.86
20Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

30.38530.66
21London School of Economics (LSE)

London, United Kingdom

30.552760.51
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

32.76111.3
22Henley Business School, University of Reading

Reading, United Kingdom

32.76281.3
23Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

35.78320.9
24Warrington College of Business, University of Florida

Gainesville, Florida (USA)

35.83100.2
25Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

38.22261.03
26Graduate School of Business, Stanford University

Stanford, California (USA)

43.45310.37
27Université Paris-Dauphine (Paris IX)

Paris, France

43.971174.25
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

47.24450.24
28Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

47.24560.24
29Argyros School of Business and Economics, Chapman University

Orange, California (USA)

47.74460.61
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

48.0250.5
30Department of Economics, University of California-Irvine

Irvine, California (USA)

48.74310.36
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

49.01100.73
31Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

51.05670.16
32Bank for International Settlements (BIS)

Basel, Switzerland

51.14560.76
33Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

52.53660.94
34Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

53.04540.43
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

54.1260.09
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

56.34363.5
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

56.4410.54
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

56.71270.16
35Graduate School of Business, Columbia University

New York City, New York (USA)

56.71450.16
36Bank of Canada

Ottawa, Canada

58.361041.77
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

58.59110.99
37Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

58.78200.35
38Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

58.8330.67
39Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

59.18340.49
40Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

60.03621.46
41Economics Department, Georgetown University

Washington, District of Columbia (USA)

60.69460.14
42School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

60.9270.09
43Department of Economics, Northwestern University

Evanston, Illinois (USA)

60.91370.23
44Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

61.5671.13
45Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

61.981090.56
46European Central Bank

Frankfurt am Main, Germany

63.511630.99
47Department of Economics, Simon Fraser University

Burnaby, Canada

64.37411.42
48School of Economics and Finance, Queen Mary

London, United Kingdom

64.52440.54
49Rotman School of Management, University of Toronto

Toronto, Canada

64.64370.33
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

64.6460.33
50Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

67.02290.2
51Department of Economics, University of Toronto

Toronto, Canada

67.34601.67
52Department of Economics, Central European University

Budapest, Hungary

67.87290.52
53Tinbergen Instituut

Amsterdam, Netherlands

71.011470.84
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

71.19910.48
54Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

71.67821.47
55School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

72.57492.67
56BI Handelshøyskolen

Oslo, Norway

73.59421.53
57Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

74.311030.54
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

75.4181.52
58Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

75.681390.63
59Centre for Economic Policy Research (CEPR)

London, United Kingdom

77.692890.11
60Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

79.52181.16
61School of Economics and Political Science, Universität St. Gallen

Sankt Gallen, Switzerland

81.62611.51
62PBC School of Finance, Tsinghua University

Beijing, China

82.2250.21
63Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

82.98691.52
64Department of Economics, European University Institute

Firenze, Italy

83.32380.16
65Institut Européen d'Administration (INSEAD)

Fontainebleau, France

84.68232.25
66Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

88.38862.64
67New Economic School (NES)

Moscow, Russia

89.04441.06
---Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

91.03140.18
68Norges Bank

Oslo, Norway

93.07281.14
69Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover

Hannover, Germany

93.14540.52
70Monash Business School, Monash University

Melbourne, Australia

93.791330.59
71Saïd Business School, Oxford University

Oxford, United Kingdom

94.1301.02
72School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

96.24260.44
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

96.24140.44
73Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

96.71480.91
74Cardiff Business School, Cardiff University

Cardiff, United Kingdom

97.58482.64
75Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

98.27140.73
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

99.87271.51
76Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

100.6960.23

Top 10% authors in the field of Market Microstructure

This ranking is based on registered authors only, and only those who are classified within this field. Authors can register at the RePEc Author Service.
RankAuthorScore
1Tim Bollerslev

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

1.48
2George Tauchen

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

2.81
3Mark P. Taylor

Warwick Business School, University of Warwick, Coventry, United Kingdom

3.04
4Torben G. Andersen

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

4.72
5Xavier Vives

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

7.36
6Thierry Foucault

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

8.41
7Neil Shephard

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

9.96
8Ser-Huang Poon

11.14
9Robert Korajczyk

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

11.32
10Bruno R Biais

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

12.33
11Nikolaus Hautsch

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

13.26
12Francis X. Diebold

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

14.06
13Peter C. B. Phillips

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

14.36
14Lasse Heje Pedersen

Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)

14.38
15Takatoshi Ito

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

14.77
16Carol Osler

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

15
17Ricardo Lagos

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

16.27
18Paolo Pasquariello

Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA)

17.61
19Chris Brooks

ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom

21.7
20Guillaume Rocheteau

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

23.76
21Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

23.98
22Ole E. Barndorff-Nielsen

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

26.43
23Jianqing Fan

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

26.82
24Sébastien Laurent

Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France

27.55
25Christopher J. Neely

Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)

27.96
26Mark Podolskij

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

28.38
27Michael McAleer

Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan

28.56
28Pierre-Olivier Weill

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

28.97
29Martin Evans

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

29.02
30Michael 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)

29.21
31Lucio Sarno

Cass Business School, City University, London, United Kingdom

29.76
32Rosario Nunzio Mantegna

Department of Economics, Central European University, Budapest, Hungary

29.88
33Peter Reinhard Hansen

Department of Economics, European University Institute, Firenze, Italy

30.56
34Meziane Lasfer

Cass Business School, City University, London, United Kingdom

30.75
35Dagfinn Rime

Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway

32.26
36Asger Lunde

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

34.76
37Colin Carter

Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA)

35.45

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.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.