Top 10% Institutions and Economists in the Field of Market Microstructure, as of April 2022

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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.
To be classified, an author needs to have five or more working papers announced in the NEP report for this field. For authors whose first paper is less that 10 years old, having 25% of the papers in the NEP report is sufficient.
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There are 8574 institutions with 64491 registered authors evaluated for all the rankings.

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Same ranking by authors, institutions, countries and regions, and more rankings for , including the individual criteria used here.

The rankings

Top 10% institutions in the field of Market Microstructure

For Market Microstructure, these are 261 authors affiliated with 1024 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.27	50	1
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.71	19	1.03
2	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	4.71	53	1.03
3	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.33	35	1.26
4	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	5.44	459	0.97
5	Federal Reserve Bank of New York New York City, New York (USA)	6.25	89	3.2
---	Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	6.89	13	1.22
6	Bayes Business School, City University London, United Kingdom	7.43	39	4.11
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.71	10	1.12
7	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.71	17	1.12
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.5	43	0.73
9	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	11.77	121	3.12
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	14.86	48	2.78
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	17	75	0.38
11	IESE Business School, Universidad de Navarra Barcelona, Spain	17.5	16	0.22
12	Department of Economics, New York University (NYU) New York City, New York (USA)	18.02	59	0.41
13	European Central Bank Frankfurt am Main, Germany	23.47	245	2.47
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	25.37	66	1.04
14	Stern School of Business, New York University (NYU) New York City, New York (USA)	26.79	52	0.34
15	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	26.98	27	0.21
16	Department of Economics, Princeton University Princeton, New Jersey (USA)	27.06	54	0.3
17	London School of Economics (LSE) London, United Kingdom	28.13	322	1.04
18	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	29.93	85	1.87
19	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	31.81	63	1.31
20	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	32.23	12	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	32.23	8	1
21	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	32.64	37	2.66
22	Booth School of Business, University of Chicago Chicago, Illinois (USA)	32.78	60	1.55
23	Business School, University of Technology Sydney Sydney, Australia	33.09	88	3.72
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	34.76	30	1.83
24	Toulouse School of Economics (TSE) Toulouse, France	34.95	155	2.01
25	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	36.45	59	0.67
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	37.5	6	0.27
26	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	37.87	93	1.13
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	38.44	37	3.65
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	38.99	15	1.11
27	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	39.43	11	0.54
28	Università Commerciale Luigi Bocconi Milano, Italy	39.64	165	1.23
29	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	41.64	30	0.18
30	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	41.99	34	2.61
31	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	42.7	22	0.39
32	Bank for International Settlements (BIS) Basel, Switzerland	46.01	92	1.31
33	Rotman School of Management, University of Toronto Toronto, Canada	46.2	49	1.35
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	46.2	12	1.35
34	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	47.99	47	0.46
35	Business School, Imperial College London, United Kingdom	49.64	45	1.02
36	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	50.36	47	0.11
---	Finance Department, London School of Economics (LSE) London, United Kingdom	53.14	12	0.67
37	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	53.5	208	2.73
38	International Monetary Fund (IMF) Washington, District of Columbia (USA)	54.84	480	0.86
39	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	55.02	4	1
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	55.58	7	0.54
40	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	55.92	118	2.06
41	Department of Economics, University of Chicago Chicago, Illinois (USA)	59.22	76	0.21
42	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	63.04	39	0.66
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	63.85	50	0.24
43	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	63.85	57	0.24
44	Université Paris-Dauphine (Paris IX) Paris, France	64.26	138	4.28
45	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	65.68	25	1.58
46	Bank of Canada Ottawa, Canada	65.96	175	3.28
47	INSEAD Fontainebleau, France	67.28	22	0.6
48	School of Economics and Finance, Queen Mary University of London London, United Kingdom	67.52	61	1.67
49	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	67.93	14	1
50	Monash Business School, Monash University Melbourne, Australia	68.4	184	0.66
51	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	70.17	9	0.19
52	Economics Department, Georgetown University Washington, District of Columbia (USA)	70.3	48	0.2
53	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	72.67	59	0.91
54	Bangor Business School, Bangor University Bangor, United Kingdom	72.93	36	1
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	75.15	15	0.04
55	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	75.27	35	0.84
56	Department of Economics, University of California-Irvine Irvine, California (USA)	76.68	47	0.35
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	78.16	28	0.17
57	Graduate School of Business, Columbia University New York City, New York (USA)	78.16	51	0.17
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	78.3	15	1.34
58	Warwick Business School, University of Warwick Coventry, United Kingdom	78.3	29	1.34
59	Centre for Economic Policy Research (CEPR) London, United Kingdom	79.95	352	0.31
60	Marshall School of Business, University of Southern California Los Angeles, California (USA)	84.2	23	0.24
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	84.2	17	0.24
61	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	84.77	50	0.95
62	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	85.17	109	1.29
63	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	86.67	30	0.08
64	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	87.23	117	0.48
65	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	87.28	48	0.4
66	Swiss Finance Institute Genève/Zürich, Switzerland	87.64	26	0.4
67	Bank of England London, United Kingdom	88.83	203	3.25
68	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	90.2	17	0.98
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	91.48	36	2.11
69	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	91.48	45	2.11
70	Department of Economics, Northwestern University Evanston, Illinois (USA)	92.84	43	0.05
71	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	93.12	28	0.61
72	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	95.8	100	2.59
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	98.34	35	2.75
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	100.54	2	0.02
73	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	101.97	53	1.21
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	105.72	2	0.02
74	Department of Economics, McGill University Montréal, Canada	106.83	33	0.37
75	New Economic School (NES) Moscow, Russia	108.05	43	1.32
76	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	109.1	19	0.16
77	Barcelona School of Economics (BSE) Barcelona, Spain	109.65	166	1.71
78	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	110.16	140	0.61
79	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	110.8	38	0.22
80	Argyros School of Business and Economics, Chapman University Orange, California (USA)	112.49	50	0.7
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	112.49	42	0.7
---	Institutt for finans, BI Handelshøyskolen Oslo, Norway	114.32	22	1.47
81	BI Handelshøyskolen Oslo, Norway	114.32	55	1.47
82	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	114.63	147	0.34
83	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	115.05	32	0.51
84	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	116.3	29	0.68
85	Stockholm School of Economics Stockholm, Sweden	117.44	62	1.28
86	Judge Business School, University of Cambridge Cambridge, United Kingdom	119.12	42	0.1
87	School of Management, Yale University New Haven, Connecticut (USA)	119.35	36	0.45
88	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	120.08	35	0.78
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	121.18	17	1.01
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	122.57	9	1.12
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	124.07	2	0.66
89	School of Business, East China University of Science and Technology Shanghai, China	125.06	7	0.32
90	School of Accounting and Finance, University of Bristol Bristol, United Kingdom	125.2	5	0.23
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	125.59	28	0.66
91	Tinbergen Instituut Amsterdam, Netherlands	125.73	123	0.48
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	125.85	97	1.56
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	132.89	18	0.94
92	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	133.12	53	1
93	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	133.5	102	1.59
94	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	133.61	16	0.07
95	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	134.23	110	0.65
96	Norges Bank Oslo, Norway	135.88	27	0.89
97	Økonomisk Institut, Københavns Universitet København, Denmark	140.76	77	0.5
98	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	140.77	63	0.33
99	School of Economics, University of Bristol Bristol, United Kingdom	141.99	60	2.33
100	School of Economics, Finance and Marketing, RMIT University Melbourne, Australia	142.52	29	0.24
---	Economics Subject Group, Business School, Newcastle University Newcastle upon Tyne, United Kingdom	144.46	19	1
101	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	144.46	30	1
102	Department of Economics, University of California-Berkeley Berkeley, California (USA)	146.21	62	0.16

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 261 authors affiliated with 1024 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.9
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.06
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	4.33
4	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.89
5	Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	5.69
6	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	7.91
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.28
8	Jonathan Brogaard Department of Finance, David Eccles School of Business, University of Utah, Salt Lake City, Utah (USA)	9.8
9	Michael 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)	10.27
10	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	11.55
11	Lasse Heje Pedersen	13.16
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	14.35
13	Bruno R Biais Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	14.75
14	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	14.98
15	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	19.19
16	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	19.62
17	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	20.99
18	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	23.07
19	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	24.74
20	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	25.3
21	Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA)	26.91
22	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.21
23	Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA)	27.26
24	Angelo Ranaldo School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland	27.38
25	Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	28.77
26	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	29.76

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:

Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Instituto Valenciano de Investigaciones Económicas (IVIE), Valencia, Spain.
Abstract views and downloads statistics from LogEc project by Sune Karlsson, Örebro University, Sweden.
Author registration by Ivan Kumanov, Minsk, Belarus.
Institutions database and ranking computations by Christian Zimmermann, Federal Reserve Bank of St. Louis.
RePEc has been initiated by Thomas Krichel.

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