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Top 10% Institutions and Economists in the Field of Market Microstructure, as of December 2016

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 7310 institutions with 48918 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Market Microstructure, these are 416 authors affiliated with 824 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)

1.1470.95
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.41170.88
2Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.41420.88
3Stern School of Business, New York University (NYU)

New York City, New York (USA)

4.07570.59
4Federal Reserve Bank of New York

New York City, New York (USA)

4.99833.43
5Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.131233.54
6Cass Business School, City University

London, United Kingdom

5.35373.33
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.21573.5
7Warwick Business School, University of Warwick

Coventry, United Kingdom

7.14241.24
8Department of Economics, New York University (NYU)

New York City, New York (USA)

10.58550.42
9Toulouse School of Economics (TSE)

Toulouse, France

10.761662.2
10Department of Economics, Princeton University

Princeton, New Jersey (USA)

11.7460.52
11William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

15.04120.54
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

15.12170.23
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

15.39690.29
13Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

16.24590.75
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

16.58631.16
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

17.1430.08
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

17.9450.44
14National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

18.734910.31
15Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

19.17200.67
16Bank for International Settlements (BIS)

Basel, Switzerland

19.86630.98
17HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

20.19280.81
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

20.1990.81
18Graduate School of Business, Stanford University

Stanford, California (USA)

20.82350.61
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

22.22271.31
19IESE Business School, Universidad de Navarra

Barcelona, Spain

23.12150.16
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

24.68423.52
20Business School, University of Technology Sydney

Sydney, Australia

24.68813.52
21Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

28.39241.03
22Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

29.08351.16
23Booth School of Business, University of Chicago

Chicago, Illinois (USA)

29.37551.99
24Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

32.9380.11
25Argyros School of Business and Economics, Chapman University

Orange, California (USA)

35.13460.54
26School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

35.6352.41
27Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

35.88320.86
28London School of Economics (LSE)

London, United Kingdom

36.782880.49
29European Central Bank

Frankfurt am Main, Germany

37.711832
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

38.11121.47
30Henley Business School, University of Reading

Reading, United Kingdom

38.11301.47
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

38.96400.5
31Warrington College of Business, University of Florida

Gainesville, Florida (USA)

39.82110.66
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

40.74222.16
32Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

40.81721.19
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

40.87110.74
33Université Paris-Dauphine (Paris IX)

Paris, France

42.461303.58
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

44.0160.53
34Department of Economics, University of California-Irvine

Irvine, California (USA)

44.27350.36
35Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

45.82911.9
36Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.82600.24
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.82480.24
37Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

50.56340.49
38Centre for Economic Policy Research (CEPR)

London, United Kingdom

51.073010.23
39Economics Department, Georgetown University

Washington, District of Columbia (USA)

51.35420.15
40Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

53.11640.15
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

53.8150.08
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

56.06362.83
41Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

57.21660.82
42School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

60.79240.09
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

61.72110.98
43Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

63.57420.35
44Department of Economics, University of Toronto

Toronto, Canada

64.19621.58
45School of Economics and Finance, Queen Mary University of London

London, United Kingdom

64.66430.52
46Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

65.371540.64
47Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

65.43190.18
48Tinbergen Instituut

Amsterdam, Netherlands

66.051380.79
49Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

66.24630.46
50Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

67.17510.39
51Norges Bank

Oslo, Norway

67.43341.12
52Graduate School of Business, Columbia University

New York City, New York (USA)

68.99440.16
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

68.99290.16
53Bank of Canada

Ottawa, Canada

69.851182.5
54Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

72.341091.88
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

72.68191.51
55BI Handelshøyskolen

Oslo, Norway

72.68411.51
56Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

72.91101.49
57Institut Européen d'Administration (INSEAD)

Fontainebleau, France

72.93191.75
58Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

73.54741.36
59Rotman School of Management, University of Toronto

Toronto, Canada

74.3390.32
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

74.380.32
60Business School, Deakin University

Melbourne, Australia

74.6560.84
61Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

76.6130.67
62Department of Economics, Simon Fraser University

Burnaby, Canada

77.16421.44
63Graduate School of Management, Macquarie University

Sydney, Australia

78.5151
64Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

79.5932.21
65DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

79.681540.36
66Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

80.35300.71
67Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

80.39700.75
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

81.74931.42
68Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

81.8680.28
69New Economic School (NES)

Moscow, Russia

82.67441.52
70PBC School of Finance, Tsinghua University

Beijing, China

83.4550.21
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

85.3271.35
71Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

86.181000.49
72Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

86.37310.18
73Bank of England

London, United Kingdom

91.791713.36
74Monash Business School, Monash University

Melbourne, Australia

94.881350.57
75Department of Economics, Northwestern University

Evanston, Illinois (USA)

94.89370.12
76Schulich School of Business, York University

Toronto, Canada

98.7880.15
77Cardiff Business School, Cardiff University

Cardiff, United Kingdom

99.06522.15
78Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

99.85470.87
79School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

101.13532.13
80Singapore Management University

Singapore, Singapore

102.61370.09
81Department of Economics and Related Studies, University of York

York, United Kingdom

104.04840.07
---School of Economics, Singapore Management University

Singapore, Singapore

104.16300.09
82Department of Agricultural and Resource Economics, University of California-Davis

Davis, California (USA)

105.41220.25

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)

2.02
2George Tauchen

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

2.49
3Mark P. Taylor

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

3.27
4Torben G. Andersen

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

4.94
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

7.86
6Yacine Ait-Sahalia

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

8.15
7Thierry Foucault

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

9.39
8Robert Korajczyk

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

11.32
9Ser-Huang Poon

12.48
10Ricardo Lagos

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

12.59
11Nikolaus Hautsch

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

13.26
12Paolo Pasquariello

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

13.61
13Lasse Heje Pedersen

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

14.86
14Neil Shephard

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

14.88
15Takatoshi Ito

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

15.21
16Bruno R Biais

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

15.29
17Carol Osler

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

16.46
18Francis X. Diebold

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

17.86
19Peter C. B. Phillips

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

18.09
20Caroline Fohlin

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

20.45
21Thomas P. Gehrig

Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

22.97
22Guillaume Rocheteau

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

23.94
23Meziane Lasfer

Cass Business School, City University, London, United Kingdom

24.97
24Martin Evans

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

26.36
25Ole E. Barndorff-Nielsen

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

26.4
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)

27.92
27Michael 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)

28.49
28Peter Reinhard Hansen

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

29.51
29Jianqing Fan

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

29.97
30Oliver Bruce Linton

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

30.79
31Dagfinn Rime

Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway

31.6
32Asger Lunde

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

33.27
33Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

33.73
34Clara Vega

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

34.65
35Lucio Sarno

Cass Business School, City University, London, United Kingdom

34.85
36Kate Phylaktis

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

35.28
37Bruce Mizrach

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

35.44
38Michael Ostrovsky

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

35.72
39Sébastien Laurent

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

37.16
40Michael James Aitken

Graduate School of Management, Macquarie University, Sydney, Australia

40.95
41Mark Podolskij

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

41.25

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.