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Top 10% Institutions and Economists in the Field of Market Microstructure, as of January 2015

This page shows one of the many rankings computed with RePEc data. They are based on data about authors who have registered with the RePEc Author Service, institutions listed on EDIRC, bibliographic data collected by RePEc, citation analysis performed by CitEc and popularity data compiled by LogEc. To find more rankings, historical data and detailed methodology, click here. Or see the ranking FAQ. For Market Microstructure, these are 353 authors affiliated with 754 institutions.
All authors classified in this field.

Top 10% institutions in the field of Market Microstructure

The scores of institutions in each field are determined by a weighted sum of all authors affiliated with the respective institutions. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in NEP-MST (Market Microstructure).
RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

1.15440.99
2Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

2.05371.51
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.17131.43
3Stern School of Business, New York University (NYU)

New York City, New York (USA)

4.01570.5
4Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.461162.69
5Warwick Business School, University of Warwick

Coventry, United Kingdom

6.07251.32
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.54572.62
6Cass Business School, City University

London, United Kingdom

7.75392.9
7Federal Reserve Bank of New York

New York City, New York (USA)

8.24813.13
8Department of Economics, Princeton University

Princeton, New Jersey (USA)

9.46480.68
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.1420.1
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.38130.26
9Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.95690.29
10Department of Economics, New York University (NYU)

New York City, New York (USA)

14.01540.42
11Toulouse School of Economics (TSE)

Toulouse, France

14.511411.81
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

14.78601.25
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

14.8950.56
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

17.92371.46
12William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

18.47130.34
13Business School, University of Technology Sydney

Sydney, Australia

20.33762.81
14HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

23.25181.07
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

23.2571.07
15Booth School of Business, University of Chicago

Chicago, Illinois (USA)

23.59582.03
16IESE Business School, Universidad de Navarra

Barcelona, Spain

24.95170.16
17Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

25.98370.14
18National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

26.544870.36
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

27.3101.33
19Henley Business School, University of Reading

Reading, United Kingdom

27.3271.33
20Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

28.21300.19
21Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

29.2300.9
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

30.99412.61
22Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

31.99261.03
23Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

32.1510.59
24Warrington College of Business, University of Florida

Gainesville, Florida (USA)

33.47140.2
25Université Paris-Dauphine (Paris IX)

Paris, France

35.031153.25
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

41.14460.24
26Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

41.14550.24
27Graduate School of Business, Stanford University

Stanford, California (USA)

41.74320.32
28Argyros School of Business and Economics, Chapman University

Orange, California (USA)

42.1440.61
29Department of Economics, University of California-Irvine

Irvine, California (USA)

42.43320.36
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

43.51100.71
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

45.1950.49
30Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

46.72540.43
31Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

47.36620.16
32Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

47.73660.95
33Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

48.04611.47
34Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

48.79360.49
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

49.09390.55
35Bank for International Settlements (BIS)

Basel, Switzerland

49.37520.71
36Graduate School of Business, Columbia University

New York City, New York (USA)

50.01440.17
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

50.01270.17
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

50.06352.5
37Bank of Canada

Ottawa, Canada

51.11821.41
38Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

51.99190.35
39Economics Department, Georgetown University

Washington, District of Columbia (USA)

52.4450.14
40School of Economics and Finance, Queen Mary

London, United Kingdom

52.52410.54
41Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

54.24681.13
42Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

54.2730.67
43European Central Bank

Frankfurt am Main, Germany

54.551580.99
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

56.57121.04
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

56.8160.08
44London School of Economics (LSE)

London, United Kingdom

57.662700.23
45Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

57.82240.2
46Rotman School of Management, University of Toronto

Toronto, Canada

58.3360.33
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

58.360.33
47National Graduate Institute for Policy Studies (GRIPS)

Tokyo, Japan

58.49330.13
48Department of Economics, University of Toronto

Toronto, Canada

59.67601.7
49Department of Economics, Northwestern University

Evanston, Illinois (USA)

60.03350.06
50Department of Economics, Central European University

Budapest, Hungary

60.13300.52
51Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

61.29950.35
52Centre for Economic Policy Research (CEPR)

London, United Kingdom

63.92890.11
53Department of Economics, Simon Fraser University

Burnaby, Canada

67.39401.36
54Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

68.85181.16
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

70.46830.26
55School of Economics and Political Science, Universität St. Gallen

Sankt Gallen, Switzerland

71.77591.52
56Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

71.891340.63
57Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)

Praha, Czech Republic

73.81810.77
58Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

74.8852.64
59Institut Européen d'Administration (INSEAD)

Fontainebleau, France

75.04222.25
60School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

75.23392.53
61PBC School of Finance, Tsinghua University

Beijing, China

75.5950.21
62Cardiff Business School, Cardiff University

Cardiff, United Kingdom

77.11502.83
---Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

78.93140.18
63Fachbereich Wirtschaftswissenschaften, Universität Konstanz

Konstanz, Germany

79.35420.78
64New Economic School (NES)

Moscow, Russia

82.35431.06
65Department of Agricultural and Resource Economics, University of California-Davis

Davis, California (USA)

82.39190.28
66Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

83.19461
67BI Handelshøyskolen

Oslo, Norway

83.86350.51
68Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover

Hannover, Germany

84.5530.53
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

85.42120.5
69Norges Bank

Oslo, Norway

87.86281.16
70Institut de Préparation à l'Administration et à la Gestion (IPAG)

Paris, France

88.67980.78
71Saïd Business School, Oxford University

Oxford, United Kingdom

88.88301.05
72Department of Economics, European University Institute

Firenze, Italy

89.47360.15
73Monash Business School, Monash University

Melbourne, Australia

89.871290.54
74Centre for Economics and Financial Econometrics Research (CEFER), Deakin University

Melbourne, Australia

90.57290.21
75Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

92.0650.25

Top 10% authors in the field of Market Microstructure

This ranking is based on registered authors only, and only those who are classified within this field. Authors can register at the RePEc Author Service.
RankAuthorScore
1Tim Bollerslev

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

1.76
2George Tauchen

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

2.94
3Mark P. Taylor

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

3.02
4Robert Korajczyk

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

3.5
5Torben G. Andersen

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

4.86
6Xavier Vives

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

9.5
7Neil Shephard

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

10.23
8Ser-Huang Poon

11.54
9Peter C. B. Phillips

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

13.37
10Thierry Foucault

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

13.48
11Bruno R Biais

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

14.05
12Francis X. Diebold

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

14.13
13Takatoshi Ito

National Graduate Institute for Policy Studies (GRIPS), Tokyo, Japan

14.26
14Carol Osler

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

14.34
15Nikolaus Hautsch

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

15.14
16Lasse Heje Pedersen

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

15.71
17Ricardo Lagos

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

17.25
18Paolo Pasquariello

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

18.23
19Chris Brooks

ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom

19.02
20Guillaume Rocheteau

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

21.88
21Meziane Lasfer

Cass Business School, City University, London, United Kingdom

23.58
22Ole E. Barndorff-Nielsen

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

25.79
23Michael 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)

27.04
24Christopher J. Neely

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

27.1
25Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

27.21
26Martin Evans

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

27.66
27Sébastien Laurent

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

27.67
28Mark Podolskij

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

27.94
29Pierre-Olivier Weill

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

28.21
30Lucio Sarno

Cass Business School, City University, London, United Kingdom

29.06
31Jianqing Fan

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

29.79
32Lajos Horvath

30.51
33Michael McAleer

Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan

31.2
34Rosario Nunzio Mantegna

Department of Economics, Central European University, Budapest, Hungary

31.49
35Asger Lunde

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

33.19

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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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.