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Top 10% Institutions and Economists in the Field of Market Microstructure, as of August 2017

What this page is about

This page is part of a larger set of rankings for research items, serial, individuals and institutions made available on this site. A FAQ is available. Additional detail specific to this particular ranking are:

  • 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 according to the weights they have set to each in their profile, or by default according to a formula described here.
  • Only institutions listed in EDIRC are counted.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • 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 7470 institutions with 50747 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Market Microstructure, these are 266 authors affiliated with 852 institutions.
All authors classified in this field.

Top 10% institutions in the field of Market Microstructure

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

1.14450.94
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

3.38580.61
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.791183.51
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.97573.47
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

6.9180.77
4Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

6.9450.77
5Toulouse School of Economics (TSE)

Toulouse, France

7.041642.56
6Federal Reserve Bank of New York

New York City, New York (USA)

7.14783.3
7Cass Business School, City University

London, United Kingdom

7.16393.35
8National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

8.34920.48
9Warwick Business School, University of Warwick

Coventry, United Kingdom

8.8281.26
10Department of Economics, New York University (NYU)

New York City, New York (USA)

13.17530.41
11Department of Economics, Princeton University

Princeton, New Jersey (USA)

13.79480.51
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

16.52170.24
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

17.27700.28
13William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

17.34130.62
14IESE Business School, Universidad de Navarra

Barcelona, Spain

20.63150.2
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

20.7750.44
15Bank for International Settlements (BIS)

Basel, Switzerland

20.88721.13
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

21.0630.07
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.8890.89
16HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.88280.89
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

21.94601.07
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

23.37271.31
17Graduate School of Business, Stanford University

Stanford, California (USA)

23.63340.56
18Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

23.84590.77
19Università Commerciale Luigi Bocconi

Milano, Italy

26.351671.56
20Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

30.68200.67
21Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

31.86361.16
22Booth School of Business, University of Chicago

Chicago, Illinois (USA)

33.52552.01
23London School of Economics (LSE)

London, United Kingdom

34.623030.57
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

34.67423.52
24Business School, University of Technology Sydney

Sydney, Australia

34.67813.52
25Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

35.99241.03
26Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

36.03370.11
27Université Paris-Dauphine (Paris IX)

Paris, France

39.951313.75
28European Central Bank

Frankfurt am Main, Germany

40.361892.24
29School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

40.92352.38
30Argyros School of Business and Economics, Chapman University

Orange, California (USA)

42.57500.53
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

42.9520.29
31Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

42.9630.29
32Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

44.77290.86
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

45.29131.47
33Henley Business School, University of Reading

Reading, United Kingdom

45.29291.47
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

45.71212.14
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

46.83410.49
34Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

46.84691.15
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

47.2150.1
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

48.0260.57
35Department of Economics, University of California-Irvine

Irvine, California (USA)

48.2380.36
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

48.48373
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

51.32130.74
36New Economic School (NES)

Moscow, Russia

58.98471.92
37Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

60.9640.15
38Economics Department, Georgetown University

Washington, District of Columbia (USA)

61.55420.15
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

61.64180.19
40Centre for Economic Policy Research (CEPR)

London, United Kingdom

62.123100.17
41Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

63.67791.24
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

64.59121
42School of Economics and Finance, Queen Mary University of London

London, United Kingdom

64.67431.52
43Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

65.02720.82
44Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

66.37350.49
---Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

70.06250.89
45Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

70.4931.88
46Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

70.741700.79
47Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

72.28430.32
48Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

72.63640.43
49School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

72.82240.09
50Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

73.13530.34
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

73.58310.15
51Graduate School of Business, Columbia University

New York City, New York (USA)

73.58470.15
52Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

74.0730.67
53International Monetary Fund (IMF)

Washington, District of Columbia (USA)

77.824040.71
54Tinbergen Instituut

Amsterdam, Netherlands

78.261370.76
55Business School, Deakin University

Melbourne, Australia

79.69570.87
56Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

80.481121.47
57Rotman School of Management, University of Toronto

Toronto, Canada

81.54400.32
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

81.5480.32
58Department of Economics, University of Toronto

Toronto, Canada

82.73631.57
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

83.21201.51
59BI Handelshøyskolen

Oslo, Norway

83.21441.51
60Department of Economics, McGill University

Montréal, Canada

84.5360.36
61Department of Economics, Simon Fraser University

Burnaby, Canada

85.53421.43
62Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

88.93300.71
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

89.14971.42
63DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

89.881510.37
64Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

90310.18
65PBC School of Finance, Tsinghua University

Beijing, China

90.170.21
66Institut Européen d'Administration (INSEAD)

Fontainebleau, France

91.62191.75
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

92.44281.18
67Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

93.09962.25
68Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

95.78720.7
69Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

98.78970.46
70Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

99.611121.89
71Graduate School of Management, Macquarie University

Sydney, Australia

99.9651
72School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

104.1542.25
73Norges Bank

Oslo, Norway

106.49330.83
74Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

106.6480.87
75Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

109.8780.25
76Department of Economics, Northwestern University

Evanston, Illinois (USA)

110.24370.1
77Bangor Business School, Bangor University

Bangor, United Kingdom

110.29340.66
78Schulich School of Business, York University

Toronto, Canada

112.0780.15
79Cardiff Business School, Cardiff University

Cardiff, United Kingdom

115.75532.33
80Monash Business School, Monash University

Melbourne, Australia

115.931480.56
81Department of Economics and Related Studies, University of York

York, United Kingdom

116.2850.07
82Singapore Management University

Singapore, Singapore

117.21390.09
83London Business School (LBS)

London, United Kingdom

117.36330.07
---School of Economics, Singapore Management University

Singapore, Singapore

118.85320.09
---Finance Department, London School of Economics (LSE)

London, United Kingdom

119.34110.13
---Financial Markets Group (FMG), London School of Economics (LSE)

London, United Kingdom

121.94160.29
84Bank of England

London, United Kingdom

124.291823.4
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

124.44490.41
85Saïd Business School, Oxford University

Oxford, United Kingdom

126.62310.83

Top 10% authors in the field of Market Microstructure

Ranking of institutions
Ranking of authors
Details

RankAuthorScore
1Tim Bollerslev

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

1.93
2George Tauchen

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

2.3
3Mark P. Taylor

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

3.6
4Torben G. Andersen

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

4.3
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

4.82
6Thierry Foucault

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

7.34
7Yacine Ait-Sahalia

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

8.91
8Bruno R Biais

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

11.25
9Nikolaus Hautsch

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

11.36
10Ricardo Lagos

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

11.38
11Neil Shephard

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

13.37
12Lasse Heje Pedersen

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

14.02
13Carol Osler

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

14.78
14Francis X. Diebold

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

16.69
15Takatoshi Ito

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

17.07
16Guillaume Rocheteau

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

19.28
17Peter C. B. Phillips

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

21.75
18Peter Reinhard Hansen

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

22.08
19Pierre-Olivier Weill

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

22.76
20Ole E. Barndorff-Nielsen

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

23.06
21Michael 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)

23.38
22Martin Evans

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

23.8
23Oliver Bruce Linton

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

23.85
24Thomas P. Gehrig

Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

24.67
25Asger Lunde

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

25.09
26Dagfinn Rime

Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway

25.82

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.