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Top 10% Institutions and Economists in the Field of Market Microstructure, as of February 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 7366 institutions with 49472 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Market Microstructure, these are 423 authors affiliated with 838 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)

1.18470.94
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

3.81570.61
3Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

4.54420.84
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

4.54170.84
4Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.71233.56
5Federal Reserve Bank of New York

New York City, New York (USA)

5.58833.48
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.84573.52
6Cass Business School, City University

London, United Kingdom

6.53383.35
7Warwick Business School, University of Warwick

Coventry, United Kingdom

7.65261.29
8Department of Economics, New York University (NYU)

New York City, New York (USA)

11.57550.42
9Toulouse School of Economics (TSE)

Toulouse, France

12.321662.2
10Department of Economics, Princeton University

Princeton, New Jersey (USA)

12.85480.52
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

15.57170.25
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

16.71700.28
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

16.76631.18
12William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

17.21120.54
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

1930.08
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

19.3950.44
13Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

20.08590.76
14National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

20.354930.32
15IESE Business School, Universidad de Navarra

Barcelona, Spain

21.75150.18
16HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.86290.81
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.8690.81
17Graduate School of Business, Stanford University

Stanford, California (USA)

23.11350.61
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

24.32271.3
18Bank for International Settlements (BIS)

Basel, Switzerland

24.44640.96
19Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

25.3200.67
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

29.33433.5
20Business School, University of Technology Sydney

Sydney, Australia

29.33833.5
21Booth School of Business, University of Chicago

Chicago, Illinois (USA)

30.65551.99
22Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

31.07351.16
23Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

32.03241.03
24Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

35.25390.11
25School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

38.86352.41
26London School of Economics (LSE)

London, United Kingdom

39.232980.48
27Argyros School of Business and Economics, Chapman University

Orange, California (USA)

39.82460.54
28Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

40.22320.86
29Henley Business School, University of Reading

Reading, United Kingdom

41.6301.47
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

41.6121.47
30Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

42.32721.2
31Warrington College of Business, University of Florida

Gainesville, Florida (USA)

42.77110.66
32European Central Bank

Frankfurt am Main, Germany

43.721842.01
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

43.96400.5
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

44.71222.16
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

46.48120.74
33Department of Economics, University of California-Irvine

Irvine, California (USA)

47.42360.36
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

48.1760.54
34Université Paris-Dauphine (Paris IX)

Paris, France

48.221303.58
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

48.6550.09
35Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.92610.26
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.92480.26
36Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

54.76901.9
36Centre for Economic Policy Research (CEPR)

London, United Kingdom

54.763030.22
38Economics Department, Georgetown University

Washington, District of Columbia (USA)

55.67420.15
39New Economic School (NES)

Moscow, Russia

55.95461.92
40Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

57.79640.15
41Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

58.54340.49
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

58.8121.03
42Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

62.29741.41
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

62.37362.83
43Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

64.64700.82
44Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

66.711610.89
45Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

67.43190.18
46School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

67.47240.09
47Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

69.61420.35
48Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

70.3630.67
49Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

70.58520.39
50Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

70.89630.43
51School of Economics and Finance, Queen Mary University of London

London, United Kingdom

71.73410.52
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

72.09290.16
52Graduate School of Business, Columbia University

New York City, New York (USA)

72.09440.16
53Department of Economics, University of Toronto

Toronto, Canada

74.02631.58
54Tinbergen Instituut

Amsterdam, Netherlands

74.431380.76
55Business School, Deakin University

Melbourne, Australia

75.71560.87
56Norges Bank

Oslo, Norway

76.27331.1
57Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

77.071111.49
58Department of Economics, Simon Fraser University

Burnaby, Canada

78.83431.43
59Rotman School of Management, University of Toronto

Toronto, Canada

79.04390.32
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

79.0480.32
60Institut Européen d'Administration (INSEAD)

Fontainebleau, France

81.63191.75
61Bank of Canada

Ottawa, Canada

82.181182.45
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

82.22191.51
62BI Handelshøyskolen

Oslo, Norway

82.22421.51
63DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

84.761510.37
64Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

86.06300.71
65Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

86.1710.75
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

86.55941.42
66Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

87.72952.22
67PBC School of Finance, Tsinghua University

Beijing, China

88.2250.21
68Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

89.281101.88
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

89.98271.35
69Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

90.56310.18
70Graduate School of Management, Macquarie University

Sydney, Australia

91.7551
71Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

95.780.28
72Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

96.34970.46
73Cardiff Business School, Cardiff University

Cardiff, United Kingdom

99.45522.13
74Schulich School of Business, York University

Toronto, Canada

101.0280.15
75Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

103.54470.87
76Bank of England

London, United Kingdom

105.481763.4
77Department of Economics, Northwestern University

Evanston, Illinois (USA)

107.77370.11
78Monash Business School, Monash University

Melbourne, Australia

108.441380.56
79Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

109.41170.72
80Singapore Management University

Singapore, Singapore

109.67370.09
---School of Economics, Singapore Management University

Singapore, Singapore

111.62300.09
81Department of Economics and Related Studies, University of York

York, United Kingdom

112.88840.07
82School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

118.25542.13
83Fachbereich Wirtschaftswissenschaften, Universität Konstanz

Konstanz, Germany

118.86430.68

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)

2.03
2George Tauchen

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

2.72
3Mark P. Taylor

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

3.32
4Torben G. Andersen

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

5.08
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

6.15
6Yacine Ait-Sahalia

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

8.54
7Thierry Foucault

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

8.97
8Ser-Huang Poon

11.59
9Robert Korajczyk

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

12.25
10Ricardo Lagos

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

12.95
11Nikolaus Hautsch

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

13.38
12Paolo Pasquariello

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

13.44
13Bruno R Biais

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

15.25
14Neil Shephard

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

16.09
15Lasse Heje Pedersen

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

16.5
16Takatoshi Ito

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

17.07
17Carol Osler

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

17.69
18Peter C. B. Phillips

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

18.11
19Francis X. Diebold

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

18.5
20Caroline Fohlin

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

19.39
21Thomas P. Gehrig

Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

21.9
22Jianqing Fan

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

22.51
23Guillaume Rocheteau

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

24.02
24Martin Evans

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

26.27
25Meziane Lasfer

Cass Business School, City University, London, United Kingdom

26.49
26Michael 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)

28.31
27Oliver Bruce Linton

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

28.78
28Ole E. Barndorff-Nielsen

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

29.42
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)

29.84
30Peter Reinhard Hansen

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

30.04
31Dagfinn Rime

Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway

33.32
32Asger Lunde

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

34.01
33Michael Ostrovsky

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

34.75
34Mark Podolskij

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

34.88
35Ramazan Gencay

Department of Economics, Simon Fraser University, Burnaby, Canada

35.38
36Clara Vega

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

35.85
37Lucio Sarno

Cass Business School, City University, London, United Kingdom

36.07
38Sébastien Laurent

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

37.02
39Bruce Mizrach

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

37.29
40Kate Phylaktis

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

37.98
41Rosario Nunzio Mantegna

41.79
42Dick van Dijk

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

42.32

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.