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

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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 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.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.22	50	0.99
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.57	18	1.03
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.57	51	1.03
3	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.02	34	1.34
4	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	6.38	444	1.13
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	6.43	12	1.29
5	Cass Business School, City University London, United Kingdom	7.4	38	3.28
6	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.97	16	1.02
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.97	9	1.02
7	Graduate School of Business, Stanford University Stanford, California (USA)	10.51	39	0.72
8	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.93	118	3.09
9	Federal Reserve Bank of New York New York City, New York (USA)	14.02	85	2.78
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	14.96	49	2.79
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	16.36	74	0.39
11	IESE Business School, Universidad de Navarra Barcelona, Spain	16.91	16	0.23
12	Business School, University of Technology Sydney Sydney, Australia	17.74	91	4.64
13	Department of Economics, New York University (NYU) New York City, New York (USA)	19.56	59	0.34
14	Department of Economics, Princeton University Princeton, New Jersey (USA)	20.09	57	0.37
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	20.8	38	4.55
15	European Central Bank Frankfurt am Main, Germany	21.63	240	2.57
16	Stern School of Business, New York University (NYU) New York City, New York (USA)	24.79	55	0.34
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	27.62	6	0.33
17	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	28.29	87	1.87
18	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	29.55	65	1.32
19	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	31.47	35	2.66
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	32.83	31	1.83
20	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	33.4	29	1.2
21	Booth School of Business, University of Chicago Chicago, Illinois (USA)	33.62	64	1.59
22	Toulouse School of Economics (TSE) Toulouse, France	33.83	158	2.01
23	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	35.46	56	0.73
24	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	37.97	11	0.56
25	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	39.02	12	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	39.02	8	1
26	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	39.68	27	0.18
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	39.82	61	0.91
27	London School of Economics (LSE) London, United Kingdom	40.63	310	0.57
28	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	41.52	15	1
---	Faculty of Finance, Cass Business School, City University London, United Kingdom	42.11	15	1.11
29	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	42.21	77	2.11
30	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	43	47	0.49
31	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	43.6	33	2.6
32	Università Commerciale Luigi Bocconi Milano, Italy	44.05	172	1.17
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	47.01	16	0.66
33	Marshall School of Business, University of Southern California Los Angeles, California (USA)	47.01	22	0.66
34	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	47.28	20	0.38
35	Rotman School of Management, University of Toronto Toronto, Canada	47.57	50	1.39
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	47.57	12	1.39
36	Bank for International Settlements (BIS) Basel, Switzerland	48.3	83	1.13
---	Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	48.88	22	1.56
37	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	50.09	44	0.11
38	International Monetary Fund (IMF) Washington, District of Columbia (USA)	50.12	448	0.88
39	Henley Business School, University of Reading Reading, United Kingdom	52.64	32	2.08
40	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	53.95	200	2.62
41	INSEAD Fontainebleau, France	54.18	22	0.68
42	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	54.57	25	0.12
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	56.62	7	0.55
43	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	57.69	107	2.07
44	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	57.94	40	0.66
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	60.61	14	1.93
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	64.48	59	0.25
45	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	64.48	69	0.25
46	Economics Department, Georgetown University Washington, District of Columbia (USA)	67.33	46	0.2
47	Université Paris-Dauphine (Paris IX) Paris, France	67.4	135	4.28
48	Business School, Imperial College London, United Kingdom	67.62	43	0.97
49	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	67.72	35	0.85
50	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	68.17	24	1.58
51	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	68.94	10	0.22
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	69.31	16	0.04
52	Department of Economics, University of California-Irvine Irvine, California (USA)	69.87	49	0.35
53	School of Economics and Finance, Queen Mary University of London London, United Kingdom	70.56	62	1.63
54	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	71.55	109	0.56
55	Bank of Canada Ottawa, Canada	74.11	170	3.3
56	Department of Economics, Northwestern University Evanston, Illinois (USA)	76.92	39	0.1
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	77.78	27	0.17
57	Graduate School of Business, Columbia University New York City, New York (USA)	77.78	48	0.17
58	Department of Economics, University of Chicago Chicago, Illinois (USA)	78.02	74	0.09
59	Bank of England London, United Kingdom	78.2	206	3.45
60	Monash Business School, Monash University Melbourne, Australia	78.95	169	0.54
61	Bangor Business School, Bangor University Bangor, United Kingdom	79.5	36	1
62	School of Economics, University of Bristol Bristol, United Kingdom	81.91	60	3.37
63	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	83.18	51	0.95
64	Centre for Economic Policy Research (CEPR) London, United Kingdom	83.29	334	0.3
---	Finance Department, London School of Economics (LSE) London, United Kingdom	83.72	12	0.21
65	Swiss Finance Institute Genève/Zürich, Switzerland	88.37	24	0.39
66	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	92.53	114	0.73
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	94.73	36	2.11
67	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	94.73	45	2.11
68	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	95.09	19	0.97
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	95.12	2	0.02
69	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	95.97	19	0.19
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	99.91	2	0.02
70	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	99.99	99	2.12
71	Tinbergen Instituut Amsterdam, Netherlands	101.22	122	0.44
72	Argyros School of Business and Economics, Chapman University Orange, California (USA)	102.27	54	0.7
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	102.27	44	0.7
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	102.28	36	2.75
73	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	104.65	51	1.21
74	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	108.15	48	0.38
75	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	108.38	37	0.22
76	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	109.98	166	1.78
77	Department of Economics, McGill University Montréal, Canada	113.04	31	0.38
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	113.63	22	1.47
78	BI Handelshøyskolen Oslo, Norway	113.63	54	1.47
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	115.29	17	1.01
79	Judge Business School, University of Cambridge Cambridge, United Kingdom	116.76	42	0.1
80	Handelshögskolan i Stockholm Stockholm, Sweden	117.2	63	1.28
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	117.24	28	0.66
81	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	117.77	55	0.89
82	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	118.45	150	0.33
---	Department of Finance, Handelshögskolan i Stockholm Stockholm, Sweden	122.13	9	1.12
83	School of Business, East China University of Science and Technology Shanghai, China	122.6	6	0.32
84	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	123.44	101	1.68
85	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	124.45	16	0.11
86	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	125.7	31	1.1
87	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	125.97	138	0.61
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	128.47	99	1.63
88	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	131.25	24	0.68
89	Deutsche Bundesbank Frankfurt, Germany	131.81	164	3.38
90	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	132.07	108	0.65
91	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	133.46	107	1.67
92	Økonomisk Institut, Københavns Universitet København, Denmark	133.88	77	0.5
93	Norges Bank Oslo, Norway	134.89	28	0.89
94	Department of Economics and Finance, Emek Yezreel Academic College Emek Yezreel, Israel	138.02	9	1
95	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	139.03	135	0.16
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	139.62	21	0.38
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	140.1	2	0.66
96	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	140.74	19	0.08
97	Department of Economics, University of California-Berkeley Berkeley, California (USA)	140.77	57	0.16
98	PBC School of Finance, Tsinghua University Beijing, China	142.12	9	0.17

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.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.87
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.17
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.13
4	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.92
5	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	5.58
6	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	5.97
7	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	8.04
8	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	9.91
9	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	12
10	Lasse Heje Pedersen	13
11	Bruno R Biais Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	13.98
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.22
13	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14.47
14	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	15.61
15	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	17.96
16	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	21.63
17	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	21.74
18	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	23.01
19	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	24.22
20	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	24.83
21	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	24.84
22	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	26.25
23	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	26.76
24	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	27.19
25	Tobias Adrian International Monetary Fund (IMF), Washington, District of Columbia (USA)	27.47
26	Angelo 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.

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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