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Top 10% Institutions and Economists in the Field of Market Microstructure, as of August 2018

What this page is about

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.
  • 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 7669 institutions with 54057 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 251 authors affiliated with 870 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

1.19410.86
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.78170.8
2Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.78450.8
3Federal Reserve Bank of New York

New York City, New York (USA)

5.49782.75
4Toulouse School of Economics (TSE)

Toulouse, France

6.271532.51
5National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

6.413840.61
6Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

9.811103.02
7Department of Economics, Princeton University

Princeton, New Jersey (USA)

11.06520.48
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.1492.98
8Cass Business School, City University

London, United Kingdom

11.53382.72
9Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.55560.53
10Department of Economics, New York University (NYU)

New York City, New York (USA)

13.93510.4
11IESE Business School, Universidad de Navarra

Barcelona, Spain

14.14130.23
12Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

14.35200.22
13Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

15.36770.28
14Graduate School of Business, Stanford University

Stanford, California (USA)

15.92360.59
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

1760.42
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

20.280.75
15HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

20.2280.75
16European Central Bank

Frankfurt am Main, Germany

20.382052.83
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

22.7231.28
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

24.29590.89
17Business School, University of Technology Sydney

Sydney, Australia

25.42873.01
18Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

26.42550.75
19Booth School of Business, University of Chicago

Chicago, Illinois (USA)

29.89571.99
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

31.97140.14
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

32.71402.93
20William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

33.43110.33
21Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

35.07350.12
22Bank for International Settlements (BIS)

Basel, Switzerland

36.23700.94
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

38.1940.11
23London School of Economics (LSE)

London, United Kingdom

38.842950.47
24Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

39.45170.67
25Università Commerciale Luigi Bocconi

Milano, Italy

39.611670.72
26Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

39.81661.18
27Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

42.02280.88
28Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

42.32241
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

45.54121.47
29Henley Business School, University of Reading

Reading, United Kingdom

45.54271.47
30School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

45.58301.63
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

45.71540.27
31Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

45.71650.27
32Department of Economics, University of California-Irvine

Irvine, California (USA)

48.66420.36
33Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

48.971101.99
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

49.42201.58
34Economics Department, Georgetown University

Washington, District of Columbia (USA)

53.14450.17
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

54.260.54
35Université Paris-Dauphine (Paris IX)

Paris, France

54.511313.25
36Argyros School of Business and Economics, Chapman University

Orange, California (USA)

54.74430.49
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

54.74340.49
37Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

54.85972.71
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

54.9300.21
38Graduate School of Business, Columbia University

New York City, New York (USA)

54.9450.21
39International Monetary Fund (IMF)

Washington, District of Columbia (USA)

56.664140.7
40Tinbergen Instituut

Amsterdam, Netherlands

57.611240.76
41School of Economics and Finance, Queen Mary University of London

London, United Kingdom

58.83421.61
42Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

60.9710.87
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

62.230.02
43Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

65.31180.19
44Department of Economics, Northwestern University

Evanston, Illinois (USA)

65.53390.11
45Business School, Imperial College

London, United Kingdom

67.34420.66
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.36221.42
46School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

68.3950.47
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

68.56332.5
47Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

68.78901.69
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

70.08131
48Warwick Business School, University of Warwick

Coventry, United Kingdom

70.08291
49Rotman School of Management, University of Toronto

Toronto, Canada

70.6410.73
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

70.680.73
50Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

70.991750.69
51Business School, Deakin University

Melbourne, Australia

72.69780.89
52Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

72.77370.49
53Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

74.46620.13
54Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

77.78791.19
55Department of Economics, University of Chicago

Chicago, Illinois (USA)

78.54570.07
56School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

79.43200.09
57Department of Economics, McGill University

Montréal, Canada

85.71340.37
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

86.13201.47
58BI Handelshøyskolen

Oslo, Norway

86.13471.47
59École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

87.051010.46
60Department of Economics, University of California-Berkeley

Berkeley, California (USA)

87.35530.32
61Bank of Canada

Ottawa, Canada

90.31373.58
62Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

90.38430.28
63School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

91.2542.27
64DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

91.571460.33
65PBC School of Finance, Tsinghua University

Beijing, China

91.6180.21
66Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

92.29600.3
67Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

94.51761.72
68Centre for Economic Policy Research (CEPR)

London, United Kingdom

94.752810.13
69Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

94.83882.16
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), École d'Économie d'Aix-Marseille, Aix-Marseille Université

Marseille, France

95.11870.41
70College of Business and Economics, Dankook University

Yongin, South Korea

96.0721
---Department of Economics, College of Business and Economics, Dankook University

Yongin, South Korea

96.0721
71Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

96.85330.18
72Graduate School of Management, Macquarie University

Sydney, Australia

97.2441
73New Economic School (NES)

Moscow, Russia

99.78500.92
74Bank of England

London, United Kingdom

105.091922.54
---Department of Finance and Business Economics, Marshall School of Business, University of Southern California

Los Angeles, California (USA)

108.07140.33
75Marshall School of Business, University of Southern California

Los Angeles, California (USA)

108.07210.33
76Norges Bank

Oslo, Norway

108.89290.82
77Faculty of Business and Economics, Macquarie University

Sydney, Australia

112.91340.74
78Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

114.0790.23
---Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

114.68260.41
79Sloan School of Management, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

114.91400.12
80Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

115.69291.03
81Schulich School of Business, York University

Toronto, Canada

115.770.14
---Department of Economics, Tepper School of Business Administration, Carnegie Mellon University

Pittsburgh, Pennsylvania (USA)

116.07170.53
82Tepper School of Business Administration, Carnegie Mellon University

Pittsburgh, Pennsylvania (USA)

116.07230.53
83Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

118.66180.06
84College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

118.75240.68
---Department of Finance, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

120.5221
85Singapore Management University

Singapore, Singapore

120.97370.09
---School of Economics, Singapore Management University

Singapore, Singapore

122.69310.08
86INSEAD

Fontainebleau, France

124.73190.48
---Department of Finance, College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

127.2210.66
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

127.33261.66
87Federal Reserve Bank of San Francisco

San Francisco, California (USA)

129.5400.21

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 251 authors affiliated with 870 institutions.
All authors classified in this field.

RankAuthorScore
1Tim Bollerslev

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

2.03
2George Tauchen

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

2.75
3Xavier Vives

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

3.98
4Torben G. Andersen

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

4.33
5Mark P. Taylor

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

4.49
6Thierry Foucault

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

6.34
7Yacine Ait-Sahalia

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

8.39
8Bruno R Biais

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

12.92
9Ricardo Lagos

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

13.05
10Nikolaus Hautsch

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

13.18
11Lasse Heje Pedersen

13.73
12Neil Shephard

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

15.5
13Carol Osler

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

16.3
14Francis X. Diebold

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

18.15
15Albert J. Menkveld

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

18.42
16Takatoshi Ito

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

19.32
17Michael 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)

19.51
18Oliver Bruce Linton

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

21.5
19Martin Evans

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

21.59
20Guillaume Rocheteau

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

21.84
21Peter Reinhard Hansen

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

24.72
22Ole E. Barndorff-Nielsen

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

26.38
23Pierre-Olivier Weill

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

26.39
24Peter C. B. Phillips

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

26.68
25Kenneth R. Ahern

Department of Finance and Business Economics, Marshall School of Business, University of Southern California, Los Angeles, California (USA)

26.69

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.