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Top 10% Institutions and Economists in the Field of Market Microstructure, as of October 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 7522 institutions with 51326 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Market Microstructure, these are 269 authors affiliated with 858 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)

1.14440.94
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

3.42580.6
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.771163.52
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.92553.48
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

6.92180.77
4Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

6.92460.77
5Cass Business School, City University

London, United Kingdom

7.1403.35
6Toulouse School of Economics (TSE)

Toulouse, France

7.111632.56
7Federal Reserve Bank of New York

New York City, New York (USA)

7.27792.96
8National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

8.414960.48
9Warwick Business School, University of Warwick

Coventry, United Kingdom

8.84281.26
10Department of Economics, New York University (NYU)

New York City, New York (USA)

13.6530.41
11Department of Economics, Princeton University

Princeton, New Jersey (USA)

13.87490.51
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

16.35170.25
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

17.14740.28
13William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

17.73130.58
14Bank for International Settlements (BIS)

Basel, Switzerland

19.52711.18
15IESE Business School, Universidad de Navarra

Barcelona, Spain

20.52150.2
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

21.0260.44
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

21.2330.07
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.7290.89
16HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

21.72300.89
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

22.37601.07
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

24.1271.31
17Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

24.5580.77
18Graduate School of Business, Stanford University

Stanford, California (USA)

24.55350.56
19Università Commerciale Luigi Bocconi

Milano, Italy

26.141691.56
20Booth School of Business, University of Chicago

Chicago, Illinois (USA)

28.5552.06
21Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

32.02331.16
22Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

32.27200.67
23London School of Economics (LSE)

London, United Kingdom

34.653090.57
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

35.11433.51
24Business School, University of Technology Sydney

Sydney, Australia

35.11833.51
25Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

36.26360.11
26Université Paris-Dauphine (Paris IX)

Paris, France

38.491333.75
27European Central Bank

Frankfurt am Main, Germany

39.521922.26
28School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

40.87362.37
29Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

42.48231
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

43.37510.29
30Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

43.37620.29
31Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

44.52290.85
32Argyros School of Business and Economics, Chapman University

Orange, California (USA)

44.59500.51
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

45.19222.14
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

46.54121.47
33Henley Business School, University of Reading

Reading, United Kingdom

46.54281.47
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

46.7150.1
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

47.21363
34Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

47.39711.15
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

48.95410.47
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

49.0260.57
35Department of Economics, University of California-Irvine

Irvine, California (USA)

49.17370.36
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

52.21140.74
36Economics Department, Georgetown University

Washington, District of Columbia (USA)

61.17440.15
37Department of Economics, Northwestern University

Evanston, Illinois (USA)

61.28350.11
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

61.61180.19
39Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

61.9982.66
40Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

62.99781.24
41Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

64.03730.82
42Centre for Economic Policy Research (CEPR)

London, United Kingdom

64.423130.17
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

65.12121
43School of Economics and Finance, Queen Mary University of London

London, United Kingdom

65.44441.52
44Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

68.3350.49
45Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

69.07921.89
---Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

69.63250.89
46Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

71.09630.13
47Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

73.03430.32
48Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

73.93530.34
49Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

74.11690.7
50Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

74.4330.67
51School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

74.61230.09
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

75.2310.15
52Graduate School of Business, Columbia University

New York City, New York (USA)

75.2470.15
53Tinbergen Instituut

Amsterdam, Netherlands

77.691380.76
54Business School, Deakin University

Melbourne, Australia

80.25550.87
55Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

80.68640.34
56Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

80.851161.47
57Rotman School of Management, University of Toronto

Toronto, Canada

82400.32
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

8280.32
58Department of Economics, University of Toronto

Toronto, Canada

82.43641.57
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

82.76201.51
59BI Handelshøyskolen

Oslo, Norway

82.76441.51
60Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

82.91741.2
61International Monetary Fund (IMF)

Washington, District of Columbia (USA)

83.284060.67
62Department of Economics, McGill University

Montréal, Canada

85.92350.36
63Department of Economics, Simon Fraser University

Burnaby, Canada

87.9441.43
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

88.631011.42
64DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

88.751500.35
65Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

88.96300.71
66PBC School of Finance, Tsinghua University

Beijing, China

89.3270.21
67Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

92.14330.18
68Institut Européen d'Administration (INSEAD)

Fontainebleau, France

92.47191.75
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

92.7281.18
69Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

93.23962.26
70Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

95.761121.9
71Graduate School of Management, Macquarie University

Sydney, Australia

98.2651
72School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

98.75970.46
73New Economic School (NES)

Moscow, Russia

102.53460.92
74Norges Bank

Oslo, Norway

104.41330.83
75School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

106.92532.23
76Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

108.4500.87
77Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

112.0780.25
78Singapore Management University

Singapore, Singapore

112.28400.09
79Schulich School of Business, York University

Toronto, Canada

113.3580.15
---School of Economics, Singapore Management University

Singapore, Singapore

113.9320.09
80Bangor Business School, Bangor University

Bangor, United Kingdom

115.38350.66
81Monash Business School, Monash University

Melbourne, Australia

115.81530.56
82London Business School (LBS)

London, United Kingdom

116.95320.07
83Cardiff Business School, Cardiff University

Cardiff, United Kingdom

117.94562.31
84Department of Economics and Related Studies, University of York

York, United Kingdom

118.1840.07
---Finance Department, London School of Economics (LSE)

London, United Kingdom

118.77110.13
85College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

123.2240.68

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)

1.88
2George Tauchen

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

2.36
3Mark P. Taylor

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

3.63
4Torben G. Andersen

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

4.2
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

4.76
6Thierry Foucault

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

7.27
7Yacine Ait-Sahalia

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

8.83
8Bruno R Biais

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

11.49
9Nikolaus Hautsch

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

11.59
10Ricardo Lagos

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

11.67
11Neil Shephard

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

13.44
12Lasse Heje Pedersen

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

13.96
13Carol Osler

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

14.88
14Francis X. Diebold

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

16.74
15Takatoshi Ito

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

17.51
16Guillaume Rocheteau

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

20.12
17Peter C. B. Phillips

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

21.68
18Peter Reinhard Hansen

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

22.49
19Michael 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)

22.82
20Pierre-Olivier Weill

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

22.99
21Ole E. Barndorff-Nielsen

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

23.29
22Martin Evans

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

23.46
23Thomas P. Gehrig

Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

23.72
24Oliver Bruce Linton

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

24.35
25Asger Lunde

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

24.9
26Christopher J. Neely

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

25.99

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.