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Top 10% Institutions and Economists in the Field of Market Microstructure, as of July 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 7188 institutions with 47731 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Market Microstructure, these are 402 authors affiliated with 820 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)

1.14450.95
2Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

3.56420.97
3Stern School of Business, New York University (NYU)

New York City, New York (USA)

3.96580.55
4Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.861233.61
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

4.99150.89
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.05583.54
5Cass Business School, City University

London, United Kingdom

6.14363.32
6Warwick Business School, University of Warwick

Coventry, United Kingdom

6.96221.25
7Federal Reserve Bank of New York

New York City, New York (USA)

8.77822.94
8Department of Economics, New York University (NYU)

New York City, New York (USA)

10.32540.43
9Toulouse School of Economics (TSE)

Toulouse, France

11.671652.2
10Department of Economics, Princeton University

Princeton, New Jersey (USA)

12.73460.53
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

14.85680.29
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

16.15170.23
12William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

16.52120.54
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

17.4530.08
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

18.6450.44
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

20.08621.03
13Business School, University of Technology Sydney

Sydney, Australia

21.68823.73
14IESE Business School, Universidad de Navarra

Barcelona, Spain

21.89160.18
15Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

22.32550.73
16National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

22.524880.31
17HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

22.78180.83
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

22.7870.83
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

23.58291.31
18Bank for International Settlements (BIS)

Basel, Switzerland

24.9630.92
19Graduate School of Business, Stanford University

Stanford, California (USA)

27.5320.59
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

29.89423.53
20Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

30.73351.16
21Booth School of Business, University of Chicago

Chicago, Illinois (USA)

31.09562
22Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

33.14390.12
23Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

33.17241.03
24European Central Bank

Frankfurt am Main, Germany

35.411762.26
25Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

36.5300.86
26London School of Economics (LSE)

London, United Kingdom

37.492890.49
27Argyros School of Business and Economics, Chapman University

Orange, California (USA)

38.47460.57
28School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

38.56332.55
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

40.22111.3
29Henley Business School, University of Reading

Reading, United Kingdom

40.22281.3
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

43.91410.51
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

44.72212.3
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

46.6360.53
30Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

46.85751.08
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

47470.26
31Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

47580.26
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

47.41100.72
32Department of Economics, University of California-Irvine

Irvine, California (USA)

48.08330.36
33Warrington College of Business, University of Florida

Gainesville, Florida (USA)

50.71100.16
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

52.760.09
34Université Paris-Dauphine (Paris IX)

Paris, France

53.121273.75
35Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

53.41200.35
36Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

54.59650.15
37Economics Department, Georgetown University

Washington, District of Columbia (USA)

54.83420.15
38Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

54.87680.88
39Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

56.11350.49
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

57.14380.2
41Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

58.86881.51
42Centre for Economic Policy Research (CEPR)

London, United Kingdom

61.592990.21
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

63.52110.99
43Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

64.131121.53
44Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

64.261490.73
45School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

65.2260.09
46Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

65.32400.35
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

67.78363
47Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

68.29690.98
48Department of Economics, University of Toronto

Toronto, Canada

69.38611.58
49School of Economics and Finance, Queen Mary

London, United Kingdom

70.27460.54
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

70.73951.47
50Graduate School of Business, Columbia University

New York City, New York (USA)

72.75440.16
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

72.75280.16
51Bank of Canada

Ottawa, Canada

76.081092.5
52Rotman School of Management, University of Toronto

Toronto, Canada

77.21380.32
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

77.2180.32
53Norges Bank

Oslo, Norway

78.29281.12
54New Economic School (NES)

Moscow, Russia

78.88431.56
55Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

79.12470.46
56Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

82.4830.67
57Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

82.51711.86
58Department of Economics, European University Institute

Firenze, Italy

82.7400.16
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

83.05191.49
59BI Handelshøyskolen

Oslo, Norway

83.05421.49
60Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

83.5300.2
61Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

85.37490.42
62Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

85.89290.71
63Institut Européen d'Administration (INSEAD)

Fontainebleau, France

86.39221.75
64Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

86.83912.22
65PBC School of Finance, Tsinghua University

Beijing, China

8750.21
66Department of Economics, Simon Fraser University

Burnaby, Canada

87.27421.35
67DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

88.551490.22
68Tinbergen Instituut

Amsterdam, Netherlands

89.341401
69Singapore Management University

Singapore, Singapore

92.72380.59
70Department of Economics, Central European University

Budapest, Hungary

93.19300.51
71Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

93.87480.88
72Business School, Deakin University

Melbourne, Australia

95.18550.45
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

96.56271.85
73Monash Business School, Monash University

Melbourne, Australia

97.841360.98
74Department of Economics and Related Studies, University of York

York, United Kingdom

100.52860.12
75Graduate School of Management, Macquarie University

Sydney, Australia

102.5341
76Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

103.7270.25
77School of Business and Economics, Maastricht University

Maastricht, Netherlands

104.1970.62
---Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

104.22130.17
78Schulich School of Business, York University

Toronto, Canada

105.980.18
79Cardiff Business School, Cardiff University

Cardiff, United Kingdom

106.01512.29
80Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

106.54170.64
81School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

107.73532.26
---School of Economics, Singapore Management University

Singapore, Singapore

108.61300.09
82Saïd Business School, Oxford University

Oxford, United Kingdom

109.45310.91

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)

1.83
2George Tauchen

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

2.56
3Mark P. Taylor

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

3
4Torben G. Andersen

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

5.4
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

6.83
6Yacine Ait-Sahalia

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

7.56
7Thierry Foucault

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

10.53
8Ricardo Lagos

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

11.92
9Ser-Huang Poon

11.94
10Robert Korajczyk

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

12.42
11Neil Shephard

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

12.55
12Nikolaus Hautsch

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

12.84
13Paolo Pasquariello

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

14.5
14Carol Osler

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

15.75
15Bruno R Biais

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

15.76
16Takatoshi Ito

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

16.08
17Lasse Heje Pedersen

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

16.44
18Francis X. Diebold

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

16.82
19Peter C. B. Phillips

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

17.31
20Guillaume Rocheteau

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

24.43
21Ole E. Barndorff-Nielsen

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

25.2
22Martin Evans

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

26.46
23Sébastien Laurent

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

26.7
24Meziane Lasfer

Cass Business School, City University, London, United Kingdom

27.07
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)

29.17
26Peter Reinhard Hansen

Department of Economics, European University Institute, Firenze, Italy

30.43
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)

31.54
28Oliver Bruce Linton

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

31.65
29Asger Lunde

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

31.82
30Thomas P. Gehrig

Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

32.35
31Dagfinn Rime

Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway

32.89
32Jianqing Fan

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

33.12
33Kate Phylaktis

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

34.1
34Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

34.19
35Chris Brooks

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

34.4
36Lucio Sarno

Cass Business School, City University, London, United Kingdom

34.4
37Clara Vega

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

35.84
38Bruce Mizrach

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

36.15
39Michael Ostrovsky

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

36.85
40Mark Podolskij

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

39.78

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.