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Top 10% Institutions and Economists in the Field of Market Microstructure, as of April 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 7408 institutions with 49959 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Market Microstructure, these are 423 authors affiliated with 847 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)

1.19460.94
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

3.97580.6
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

4.41180.85
3Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

4.41440.85
4Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.471233.55
5Federal Reserve Bank of New York

New York City, New York (USA)

5.57823.48
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.61573.51
6Cass Business School, City University

London, United Kingdom

6.32383.35
7Warwick Business School, University of Warwick

Coventry, United Kingdom

8.98271.29
8Toulouse School of Economics (TSE)

Toulouse, France

11.121662.21
9Department of Economics, New York University (NYU)

New York City, New York (USA)

12.38550.41
10Department of Economics, Princeton University

Princeton, New Jersey (USA)

14480.51
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

15.13180.25
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

15.84621.18
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

16.56700.28
12William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

17.2120.54
13IESE Business School, Universidad de Navarra

Barcelona, Spain

19.64150.2
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

19.6530.08
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

19.9250.44
14National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

20.674920.32
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.6490.89
15HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.64290.89
16Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

22.22590.75
17Graduate School of Business, Stanford University

Stanford, California (USA)

23.13350.64
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

23.19271.32
18Bank for International Settlements (BIS)

Basel, Switzerland

23.81680.95
19Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

25.38200.67
20Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

31.42241.03
21Università Commerciale Luigi Bocconi

Milano, Italy

32.071501.4
22Booth School of Business, University of Chicago

Chicago, Illinois (USA)

32.25551.99
23Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

32.37351.16
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

32.73433.5
24Business School, University of Technology Sydney

Sydney, Australia

32.73833.5
25Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

36.11370.11
26School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

38.7352.41
27London School of Economics (LSE)

London, United Kingdom

39.263000.49
28Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

39.4320.86
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

42.33121.47
29Henley Business School, University of Reading

Reading, United Kingdom

42.33291.47
30Warrington College of Business, University of Florida

Gainesville, Florida (USA)

42.86110.66
31Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

43.39731.15
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

43.6750.1
32European Central Bank

Frankfurt am Main, Germany

44.051862
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

44.06212.17
33Department of Economics, University of California-Irvine

Irvine, California (USA)

44.96380.36
34Université Paris-Dauphine (Paris IX)

Paris, France

45.041293.58
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

45.94130.74
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.38510.26
35Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.38620.26
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

48.460.54
36Argyros School of Business and Economics, Chapman University

Orange, California (USA)

55.02460.54
37New Economic School (NES)

Moscow, Russia

55.05461.92
38Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

55.09921.89
39Economics Department, Georgetown University

Washington, District of Columbia (USA)

56.96420.15
40Centre for Economic Policy Research (CEPR)

London, United Kingdom

57.83040.22
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

58.04362.83
41Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

58.06650.15
42Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

59.14340.49
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

60.65121.03
43Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

61.13761.41
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

61.69400.5
44Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

64.07700.82
45Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

66.8630.67
46School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

67.11240.09
47School of Economics and Finance, Queen Mary University of London

London, United Kingdom

67.46410.52
48Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

68.24190.18
49Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

70.121640.8
50Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

70.59420.35
51Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

71.02520.39
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

72.47290.16
52Graduate School of Business, Columbia University

New York City, New York (USA)

72.47450.16
53Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

73.1630.43
54Business School, Deakin University

Melbourne, Australia

74.42570.87
55Department of Economics, University of Toronto

Toronto, Canada

74.47631.57
56Tinbergen Instituut

Amsterdam, Netherlands

75.181370.76
57Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

78.121131.49
58Department of Economics, Simon Fraser University

Burnaby, Canada

78.95431.43
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

80.45191.51
59BI Handelshøyskolen

Oslo, Norway

80.45431.51
60DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

80.531510.38
61Rotman School of Management, University of Toronto

Toronto, Canada

80.69400.32
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

80.6980.32
62Institut Européen d'Administration (INSEAD)

Fontainebleau, France

81.89181.75
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

86.52971.42
63Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

87.32720.68
64PBC School of Finance, Tsinghua University

Beijing, China

88.1360.21
65Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

88.771091.88
66Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

88.93962.22
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

89.64271.35
67Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

91.25300.7
68Graduate School of Management, Macquarie University

Sydney, Australia

91.7951
69Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

93.08310.18
70Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

97970.46
71Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

98.1280.26
72Norges Bank

Oslo, Norway

103.08320.83
73Schulich School of Business, York University

Toronto, Canada

105.1380.15
74Department of Economics, Northwestern University

Evanston, Illinois (USA)

109.31370.11
---Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

109.9160.72
75Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

110.21470.87
76Bank of England

London, United Kingdom

110.311803.4
77Monash Business School, Monash University

Melbourne, Australia

110.471370.56
78Singapore Management University

Singapore, Singapore

111.43390.09
79Cardiff Business School, Cardiff University

Cardiff, United Kingdom

112.51522.13
---School of Economics, Singapore Management University

Singapore, Singapore

113.03320.09
80Bank of Canada

Ottawa, Canada

114.021172.09
81Department of Economics and Related Studies, University of York

York, United Kingdom

116.64840.07
82School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

116.96552.13
83Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

117.34460.14
84College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

118.09230.68

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)

2.08
2George Tauchen

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

2.68
3Torben G. Andersen

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

4.16
4Mark P. Taylor

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

4.19
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

5.21
6Thierry Foucault

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

9.2
7Yacine Ait-Sahalia

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

9.27
8Ser-Huang Poon

11.47
9Paolo Pasquariello

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

11.83
10Robert Korajczyk

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

12.27
11Ricardo Lagos

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

12.57
12Bruno R Biais

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

13.64
13Nikolaus Hautsch

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

14.5
14Lasse Heje Pedersen

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

15.42
15Carol Osler

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

15.53
16Neil Shephard

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

16.58
17Takatoshi Ito

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

17.08
18Peter C. B. Phillips

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

18.45
19Francis X. Diebold

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

20.1
20Caroline Fohlin

Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)

20.97
21Jianqing Fan

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

21.87
22Guillaume Rocheteau

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

22.87
23Thomas P. Gehrig

Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

24.83
24Meziane Lasfer

Cass Business School, City University, London, United Kingdom

26.53
25Michael 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)

27.01
26Pierre-Olivier Weill

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

27.61
27Martin Evans

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

28.05
28Oliver Bruce Linton

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

29.31
29Peter Reinhard Hansen

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

29.93
30Mark Podolskij

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

32.1
31Ole E. Barndorff-Nielsen

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

32.23
32Asger Lunde

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

32.67
33Dagfinn Rime

Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway

32.85
34Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

34.32
35Michael Ostrovsky

Graduate School of Business, Stanford University, Stanford, California (USA)

34.93
36Bruce Mizrach

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

36.63
37Sébastien Laurent

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

36.81
38Kate Phylaktis

Faculty of Finance, Cass Business School, City University, London, United Kingdom

37.38
39Clara Vega

Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA)

37.5
40Lucio Sarno

Cass Business School, City University, London, United Kingdom

37.86
41Michael James Aitken

Graduate School of Management, Macquarie University, Sydney, Australia

42.06
42Christopher J. Neely

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

43.1

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.