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Top 10% Institutions and Economists in the Field of Market Microstructure, as of April 2021

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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 8332 institutions with 61933 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 265 authors affiliated with 981 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

1.22500.99
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

4.57181.03
2Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

4.57511.03
3HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

5.02341.34
4National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

6.384441.13
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

6.43121.29
5Cass Business School, City University

London, United Kingdom

7.4383.28
6Robert H. Smith School of Business, University of Maryland

College Park, Maryland (USA)

7.97161.02
---Finance Department, Robert H. Smith School of Business, University of Maryland

College Park, Maryland (USA)

7.9791.02
7Graduate School of Business, Stanford University

Stanford, California (USA)

10.51390.72
8Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

12.931183.09
9Federal Reserve Bank of New York

New York City, New York (USA)

14.02852.78
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

14.96492.79
10Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

16.36740.39
11IESE Business School, Universidad de Navarra

Barcelona, Spain

16.91160.23
12Business School, University of Technology Sydney

Sydney, Australia

17.74914.64
13Department of Economics, New York University (NYU)

New York City, New York (USA)

19.56590.34
14Department of Economics, Princeton University

Princeton, New Jersey (USA)

20.09570.37
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

20.8384.55
15European Central Bank

Frankfurt am Main, Germany

21.632402.57
16Stern School of Business, New York University (NYU)

New York City, New York (USA)

24.79550.34
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

27.6260.33
17Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

28.29871.87
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

29.55651.32
19Alliance Manchester Business School, University of Manchester

Manchester, United Kingdom

31.47352.66
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

32.83311.83
20Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

33.4291.2
21Booth School of Business, University of Chicago

Chicago, Illinois (USA)

33.62641.59
22Toulouse School of Economics (TSE)

Toulouse, France

33.831582.01
23Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

35.46560.73
24William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

37.97110.56
25David Eccles School of Business, University of Utah

Salt Lake City, Utah (USA)

39.02121
---Department of Finance, David Eccles School of Business, University of Utah

Salt Lake City, Utah (USA)

39.0281
26School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

39.68270.18
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

39.82610.91
27London School of Economics (LSE)

London, United Kingdom

40.633100.57
28Facultad de Ciencias Administrativas y Económicas, Universidad Icesi

Cali, Colombia

41.52151
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

42.11151.11
29Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

42.21772.11
30Sloan School of Management, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

43470.49
31School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

43.6332.6
32Università Commerciale Luigi Bocconi

Milano, Italy

44.051721.17
---Department of Finance and Business Economics, Marshall School of Business, University of Southern California

Los Angeles, California (USA)

47.01160.66
33Marshall School of Business, University of Southern California

Los Angeles, California (USA)

47.01220.66
34Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

47.28200.38
35Rotman School of Management, University of Toronto

Toronto, Canada

47.57501.39
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

47.57121.39
36Bank for International Settlements (BIS)

Basel, Switzerland

48.3831.13
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

48.88221.56
37Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

50.09440.11
38International Monetary Fund (IMF)

Washington, District of Columbia (USA)

50.124480.88
39Henley Business School, University of Reading

Reading, United Kingdom

52.64322.08
40Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

53.952002.62
41INSEAD

Fontainebleau, France

54.18220.68
42Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

54.57250.12
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

56.6270.55
43Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

57.691072.07
44Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

57.94400.66
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

60.61141.93
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

64.48590.25
45Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

64.48690.25
46Economics Department, Georgetown University

Washington, District of Columbia (USA)

67.33460.2
47Université Paris-Dauphine (Paris IX)

Paris, France

67.41354.28
48Business School, Imperial College

London, United Kingdom

67.62430.97
49Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

67.72350.85
50Faculty of Business and Economics, University of Hong Kong

Pokfulam, Hong Kong

68.17241.58
51Fisher College of Business, Ohio State University

Columbus, Ohio (USA)

68.94100.22
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

69.31160.04
52Department of Economics, University of California-Irvine

Irvine, California (USA)

69.87490.35
53School of Economics and Finance, Queen Mary University of London

London, United Kingdom

70.56621.63
54School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

71.551090.56
55Bank of Canada

Ottawa, Canada

74.111703.3
56Department of Economics, Northwestern University

Evanston, Illinois (USA)

76.92390.1
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

77.78270.17
57Graduate School of Business, Columbia University

New York City, New York (USA)

77.78480.17
58Department of Economics, University of Chicago

Chicago, Illinois (USA)

78.02740.09
59Bank of England

London, United Kingdom

78.22063.45
60Monash Business School, Monash University

Melbourne, Australia

78.951690.54
61Bangor Business School, Bangor University

Bangor, United Kingdom

79.5361
62School of Economics, University of Bristol

Bristol, United Kingdom

81.91603.37
63Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

83.18510.95
64Centre for Economic Policy Research (CEPR)

London, United Kingdom

83.293340.3
---Finance Department, London School of Economics (LSE)

London, United Kingdom

83.72120.21
65Swiss Finance Institute

Genève/Zürich, Switzerland

88.37240.39
66Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

92.531140.73
---School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington

Wellington, New Zealand

94.73362.11
67Wellington School of Business and Government, Victoria University of Wellington

Wellington, New Zealand

94.73452.11
68Fakultät für Betriebswirtschaftslehre, Universität Mannheim

Mannheim, Germany

95.09190.97
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

95.1220.02
69College of Business, Florida Atlantic University

Boca Raton, Florida (USA)

95.97190.19
---Department of Finance, Fisher College of Business, Ohio State University

Columbus, Ohio (USA)

99.9120.02
70Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

99.99992.12
71Tinbergen Instituut

Amsterdam, Netherlands

101.221220.44
72Argyros School of Business and Economics, Chapman University

Orange, California (USA)

102.27540.7
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

102.27440.7
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

102.28362.75
73Faculté des Hautes Études Commerciales (HEC), Université de Lausanne

Lausanne, Switzerland

104.65511.21
74Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

108.15480.38
75Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

108.38370.22
76Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

109.981661.78
77Department of Economics, McGill University

Montréal, Canada

113.04310.38
---Institutt for finans, BI Handelshøyskolen

Oslo, Norway

113.63221.47
78BI Handelshøyskolen

Oslo, Norway

113.63541.47
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

115.29171.01
79Judge Business School, University of Cambridge

Cambridge, United Kingdom

116.76420.1
80Handelshögskolan i Stockholm

Stockholm, Sweden

117.2631.28
---Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

117.24280.66
81Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

117.77550.89
82DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

118.451500.33
---Department of Finance, Handelshögskolan i Stockholm

Stockholm, Sweden

122.1391.12
83School of Business, East China University of Science and Technology

Shanghai, China

122.660.32
84Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

123.441011.68
85Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

124.45160.11
86Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

125.7311.1
87School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

125.971380.61
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

128.47991.63
88College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

131.25240.68
89Deutsche Bundesbank

Frankfurt, Germany

131.811643.38
90École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

132.071080.65
91Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

133.461071.67
92Økonomisk Institut, Københavns Universitet

København, Denmark

133.88770.5
93Norges Bank

Oslo, Norway

134.89280.89
94Department of Economics and Finance, Emek Yezreel Academic College

Emek Yezreel, Israel

138.0291
95Faculteit Economie en Bedrijfswetenschappen, KU Leuven

Leuven, Belgium

139.031350.16
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

139.62210.38
---Department of Finance, College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

140.120.66
96Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

140.74190.08
97Department of Economics, University of California-Berkeley

Berkeley, California (USA)

140.77570.16
98PBC School of Finance, Tsinghua University

Beijing, China

142.1290.17

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 265 authors affiliated with 981 institutions.
All authors classified in this field.

RankAuthorScore
1Tim Bollerslev

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

1.87
2George Tauchen

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

3.17
3Xavier Vives

IESE Business School, Universidad de Navarra, Barcelona, Spain

4.13
4Torben G. Andersen

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

4.92
5Mark P. Taylor

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

5.58
6Thierry Foucault

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

5.97
7Ravi Jagannathan

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

8.04
8Takatoshi Ito

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

9.91
9Jonathan Brogaard

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

12
10Lasse Heje Pedersen

13
11Bruno R Biais

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

13.98
12Nikolaus Hautsch

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

14.22
13Neil Shephard

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

14.47
14Yacine Ait-Sahalia

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

15.61
15Oliver Bruce Linton

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

17.96
16Haoxiang Zhu

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

21.63
17Ricardo Lagos

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

21.74
18Albert J. Menkveld

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

23.01
19Bruce Mizrach

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

24.22
20Martin Evans

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

24.83
21Peter Reinhard Hansen

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

24.84
22Carol Osler

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

26.25
23Asger Lunde

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

26.76
24Fulvio Corsi

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

27.19
25Tobias Adrian

International Monetary Fund (IMF), Washington, District of Columbia (USA)

27.47
26Angelo Ranaldo

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

28.64

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.