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Top 10% Institutions and Economists in the Field of Market Microstructure, as of June 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 7444 institutions with 50390 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Market Microstructure, these are 421 authors affiliated with 851 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)

1.16470.94
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

3.2580.63
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.581183.51
4Federal Reserve Bank of New York

New York City, New York (USA)

5.62813.47
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.74573.46
5Cass Business School, City University

London, United Kingdom

7.09393.24
6Warwick Business School, University of Warwick

Coventry, United Kingdom

7.65281.27
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

7.97180.73
7Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

7.97440.73
8National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

8.534930.48
9Toulouse School of Economics (TSE)

Toulouse, France

10.581662.18
10Department of Economics, New York University (NYU)

New York City, New York (USA)

11.38540.41
11Department of Economics, Princeton University

Princeton, New Jersey (USA)

13.34470.51
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

15.9170.25
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

16.27621.17
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

16.79700.28
13William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

18.29120.54
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

18.5830.08
14IESE Business School, Universidad de Navarra

Barcelona, Spain

19.39150.2
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

20.350.44
15Graduate School of Business, Stanford University

Stanford, California (USA)

21.68350.64
16Bank for International Settlements (BIS)

Basel, Switzerland

21.83721.08
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

22.19271.31
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

22.7390.89
17HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

22.73280.89
18Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

24.55590.75
19Università Commerciale Luigi Bocconi

Milano, Italy

24.931671.56
20Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

28.14200.67
21Booth School of Business, University of Chicago

Chicago, Illinois (USA)

29.6551.98
22Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

30.88361.16
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

31.69423.5
23Business School, University of Technology Sydney

Sydney, Australia

31.69823.5
24Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

34.61241.03
25Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

34.91370.11
26European Central Bank

Frankfurt am Main, Germany

38.621862.47
27London School of Economics (LSE)

London, United Kingdom

38.993000.49
28School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

40.39352.38
29Argyros School of Business and Economics, Chapman University

Orange, California (USA)

40.42460.54
30Warrington College of Business, University of Florida

Gainesville, Florida (USA)

41.76110.66
31Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

42.08300.86
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

43.4750.1
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

43.63121.47
32Henley Business School, University of Reading

Reading, United Kingdom

43.63291.47
33Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

44.69711.15
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

44.88400.5
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

45.12212.14
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.24510.27
34Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.24620.27
35Department of Economics, University of California-Irvine

Irvine, California (USA)

47.29380.36
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

48.22130.74
36Université Paris-Dauphine (Paris IX)

Paris, France

48.691303.58
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

49.660.54
37New Economic School (NES)

Moscow, Russia

57.19461.92
38Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

57.88650.15
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

59.29180.19
40Economics Department, Georgetown University

Washington, District of Columbia (USA)

59.5410.15
41Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

61.85761.24
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

62.14372.83
42Centre for Economic Policy Research (CEPR)

London, United Kingdom

62.943050.16
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

63.01121
43Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

63.9360.49
44Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

64.47931.89
45Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

64.88690.82
46School of Economics and Finance, Queen Mary University of London

London, United Kingdom

65.52390.52
---Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

65.83240.89
47Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

68.141690.8
48Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

68.21420.35
49School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

69.52240.09
50Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

70.3530.39
51Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

70.3230.67
52Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

70.75640.43
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

71.05300.16
53Graduate School of Business, Columbia University

New York City, New York (USA)

71.05460.16
54Tinbergen Instituut

Amsterdam, Netherlands

74.221370.76
55Business School, Deakin University

Melbourne, Australia

76.33570.87
56Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

77.871141.47
57Department of Economics, University of Toronto

Toronto, Canada

77.88631.57
58Rotman School of Management, University of Toronto

Toronto, Canada

78.89400.32
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

78.8980.32
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

80.05191.51
59BI Handelshøyskolen

Oslo, Norway

80.05431.51
60Department of Economics, Simon Fraser University

Burnaby, Canada

81.15421.43
61Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

83.29300.71
62DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

85.771530.38
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

86.55981.42
63PBC School of Finance, Tsinghua University

Beijing, China

87.8160.21
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

89.16271.18
64Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

89.84310.18
65Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

92.37720.68
66Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

92.671111.89
67Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

93.61950.46
68Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

94.19962.22
69Graduate School of Management, Macquarie University

Sydney, Australia

94.7951
70School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

97.31542.25
71Norges Bank

Oslo, Norway

100.85310.83
72Department of Economics and Related Studies, University of York

York, United Kingdom

101.01850.07
73Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

101.34480.87
74Monash Business School, Monash University

Melbourne, Australia

102.631480.56
75Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

102.780.26
76Department of Economics, Northwestern University

Evanston, Illinois (USA)

104.43370.11
77Schulich School of Business, York University

Toronto, Canada

106.2680.15
78Singapore Management University

Singapore, Singapore

107.6390.09
---School of Economics, Singapore Management University

Singapore, Singapore

109.03320.09
79Cardiff Business School, Cardiff University

Cardiff, United Kingdom

114.34522.13
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

114.94480.42
80Bank of Canada

Ottawa, Canada

115.331182.04
81School of Business, University of Alberta

Edmonton, Canada

118.24150.24
82Bank of England

London, United Kingdom

118.681823.4
83Département de Sciences Économiques, Université de Montréal

Montréal, Canada

119.44320.62
84College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

121.49240.68
85Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

121.8450.14

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)

1.88
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

3.57
4Torben G. Andersen

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

4.42
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

5.09
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)

9.51
8Ser-Huang Poon

11.07
9Robert Korajczyk

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

11.97
10Ricardo Lagos

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

12.53
11Bruno R Biais

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

12.71
12Neil Shephard

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

14.94
13Nikolaus Hautsch

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

15.2
14Paolo Pasquariello

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

15.5
15Lasse Heje Pedersen

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

16.67
16Carol Osler

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

18
17Francis X. Diebold

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

19.49
18Takatoshi Ito

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

20.04
19Jianqing Fan

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

22.02
20Caroline Fohlin

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

22.34
21Peter C. B. Phillips

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

23.5
22Guillaume Rocheteau

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

23.75
23Peter Reinhard Hansen

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

25.83
24Michael 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)

27.15
25Pierre-Olivier Weill

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

27.47
26Ole E. Barndorff-Nielsen

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

27.54
27Martin Evans

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

28.19
28Meziane Lasfer

Cass Business School, City University, London, United Kingdom

28.43
29Oliver Bruce Linton

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

30.88
30Thomas P. Gehrig

Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

31.43
31Asger Lunde

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

31.81
32Mark Podolskij

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

33.01
33Dagfinn Rime

Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway

33.39
34Clara Vega

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

34.81
35Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

35.21
36Michael Ostrovsky

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

35.39
37Lucio Sarno

Cass Business School, City University, London, United Kingdom

35.65
38Sébastien Laurent

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

36.87
39Kate Phylaktis

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

38.3
40Christopher J. Neely

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

38.46
41Bruce Mizrach

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

39.3
42Dick van Dijk

Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam, Rotterdam, Netherlands

41.53

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.