Top 10% Institutions and Economists in the Field of Market Microstructure, as of August 2018

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Only authors registered with the RePEc Author Service are considered.
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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.
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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 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 7669 institutions with 54057 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 251 authors affiliated with 870 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.19	41	0.86
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	3.78	17	0.8
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	3.78	45	0.8
3	Federal Reserve Bank of New York New York City, New York (USA)	5.49	78	2.75
4	Toulouse School of Economics (TSE) Toulouse, France	6.27	153	2.51
5	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	6.41	384	0.61
6	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	9.81	110	3.02
7	Department of Economics, Princeton University Princeton, New Jersey (USA)	11.06	52	0.48
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	11.1	49	2.98
8	Cass Business School, City University London, United Kingdom	11.53	38	2.72
9	Stern School of Business, New York University (NYU) New York City, New York (USA)	11.55	56	0.53
10	Department of Economics, New York University (NYU) New York City, New York (USA)	13.93	51	0.4
11	IESE Business School, Universidad de Navarra Barcelona, Spain	14.14	13	0.23
12	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	14.35	20	0.22
13	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	15.36	77	0.28
14	Graduate School of Business, Stanford University Stanford, California (USA)	15.92	36	0.59
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	17	6	0.42
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	20.2	8	0.75
15	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	20.2	28	0.75
16	European Central Bank Frankfurt am Main, Germany	20.38	205	2.83
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	22.7	23	1.28
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	24.29	59	0.89
17	Business School, University of Technology Sydney Sydney, Australia	25.42	87	3.01
18	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	26.42	55	0.75
19	Booth School of Business, University of Chicago Chicago, Illinois (USA)	29.89	57	1.99
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	31.97	14	0.14
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	32.71	40	2.93
20	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	33.43	11	0.33
21	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	35.07	35	0.12
22	Bank for International Settlements (BIS) Basel, Switzerland	36.23	70	0.94
---	Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain	38.19	4	0.11
23	London School of Economics (LSE) London, United Kingdom	38.84	295	0.47
24	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	39.45	17	0.67
25	Università Commerciale Luigi Bocconi Milano, Italy	39.61	167	0.72
26	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	39.81	66	1.18
27	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	42.02	28	0.88
28	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	42.32	24	1
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	45.54	12	1.47
29	Henley Business School, University of Reading Reading, United Kingdom	45.54	27	1.47
30	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	45.58	30	1.63
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	45.71	54	0.27
31	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	45.71	65	0.27
32	Department of Economics, University of California-Irvine Irvine, California (USA)	48.66	42	0.36
33	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	48.97	110	1.99
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	49.42	20	1.58
34	Economics Department, Georgetown University Washington, District of Columbia (USA)	53.14	45	0.17
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	54.2	6	0.54
35	Université Paris-Dauphine (Paris IX) Paris, France	54.51	131	3.25
36	Argyros School of Business and Economics, Chapman University Orange, California (USA)	54.74	43	0.49
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	54.74	34	0.49
37	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	54.85	97	2.71
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	54.9	30	0.21
38	Graduate School of Business, Columbia University New York City, New York (USA)	54.9	45	0.21
39	International Monetary Fund (IMF) Washington, District of Columbia (USA)	56.66	414	0.7
40	Tinbergen Instituut Amsterdam, Netherlands	57.61	124	0.76
41	School of Economics and Finance, Queen Mary University of London London, United Kingdom	58.83	42	1.61
42	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	60.9	71	0.87
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	62.2	3	0.02
43	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	65.31	18	0.19
44	Department of Economics, Northwestern University Evanston, Illinois (USA)	65.53	39	0.11
45	Business School, Imperial College London, United Kingdom	67.34	42	0.66
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	67.36	22	1.42
46	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	68.3	95	0.47
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	68.56	33	2.5
47	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	68.78	90	1.69
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	70.08	13	1
48	Warwick Business School, University of Warwick Coventry, United Kingdom	70.08	29	1
49	Rotman School of Management, University of Toronto Toronto, Canada	70.6	41	0.73
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	70.6	8	0.73
50	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	70.99	175	0.69
51	Business School, Deakin University Melbourne, Australia	72.69	78	0.89
52	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	72.77	37	0.49
53	Economics Department, University of Michigan Ann Arbor, Michigan (USA)	74.46	62	0.13
54	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	77.78	79	1.19
55	Department of Economics, University of Chicago Chicago, Illinois (USA)	78.54	57	0.07
56	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	79.43	20	0.09
57	Department of Economics, McGill University Montréal, Canada	85.71	34	0.37
---	Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway	86.13	20	1.47
58	BI Handelshøyskolen Oslo, Norway	86.13	47	1.47
59	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	87.05	101	0.46
60	Department of Economics, University of California-Berkeley Berkeley, California (USA)	87.35	53	0.32
61	Bank of Canada Ottawa, Canada	90.3	137	3.58
62	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	90.38	43	0.28
63	School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom	91.2	54	2.27
64	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	91.57	146	0.33
65	PBC School of Finance, Tsinghua University Beijing, China	91.61	8	0.21
66	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	92.29	60	0.3
67	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	94.51	76	1.72
68	Centre for Economic Policy Research (CEPR) London, United Kingdom	94.75	281	0.13
69	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	94.83	88	2.16
---	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), École d'Économie d'Aix-Marseille, Aix-Marseille Université Marseille, France	95.11	87	0.41
70	College of Business and Economics, Dankook University Yongin, South Korea	96.07	2	1
---	Department of Economics, College of Business and Economics, Dankook University Yongin, South Korea	96.07	2	1
71	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	96.85	33	0.18
72	Graduate School of Management, Macquarie University Sydney, Australia	97.24	4	1
73	New Economic School (NES) Moscow, Russia	99.78	50	0.92
74	Bank of England London, United Kingdom	105.09	192	2.54
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	108.07	14	0.33
75	Marshall School of Business, University of Southern California Los Angeles, California (USA)	108.07	21	0.33
76	Norges Bank Oslo, Norway	108.89	29	0.82
77	Faculty of Business and Economics, Macquarie University Sydney, Australia	112.91	34	0.74
78	Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany	114.07	9	0.23
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	114.68	26	0.41
79	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	114.91	40	0.12
80	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	115.69	29	1.03
81	Schulich School of Business, York University Toronto, Canada	115.7	7	0.14
---	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University Pittsburgh, Pennsylvania (USA)	116.07	17	0.53
82	Tepper School of Business Administration, Carnegie Mellon University Pittsburgh, Pennsylvania (USA)	116.07	23	0.53
83	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	118.66	18	0.06
84	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	118.75	24	0.68
---	Department of Finance, Faculty of Business and Economics, University of Melbourne Melbourne, Australia	120.52	2	1
85	Singapore Management University Singapore, Singapore	120.97	37	0.09
---	School of Economics, Singapore Management University Singapore, Singapore	122.69	31	0.08
86	INSEAD Fontainebleau, France	124.73	19	0.48
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	127.22	1	0.66
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	127.33	26	1.66
87	Federal Reserve Bank of San Francisco San Francisco, California (USA)	129.5	40	0.21

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 251 authors affiliated with 870 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	2.03
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	2.75
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona, Spain	3.98
4	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.33
5	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	4.49
6	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.34
7	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	8.39
8	Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France	12.92
9	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	13.05
10	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	13.18
11	Lasse Heje Pedersen	13.73
12	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.5
13	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	16.3
14	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	18.15
15	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	18.42
16	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	19.32
17	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)	19.51
18	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	21.5
19	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	21.59
20	Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA)	21.84
21	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	24.72
22	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	26.38
23	Pierre-Olivier Weill Department of Economics, University of California-Los Angeles (UCLA), Los Angeles, California (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	26.39
24	Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA) School of Economics, Singapore Management University, Singapore, Singapore	26.68
25	Kenneth R. Ahern Department of Finance and Business Economics, Marshall School of Business, University of Southern California, Los Angeles, California (USA)	26.69

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:

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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