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Top 10% Institutions and Economists in the Field of Market Microstructure, as of January 2018

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 7588 institutions with 52073 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Market Microstructure, these are 245 authors affiliated with 876 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)

3.48590.6
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.021153.53
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

6.11180.8
4Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

6.11460.8
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.19543.49
5Federal Reserve Bank of New York

New York City, New York (USA)

6.85783.13
6Cass Business School, City University

London, United Kingdom

7.01413.35
7Toulouse School of Economics (TSE)

Toulouse, France

7.081602.54
8Warwick Business School, University of Warwick

Coventry, United Kingdom

9.16291.26
8National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

9.164920.47
10Department of Economics, Princeton University

Princeton, New Jersey (USA)

14.48480.51
11Department of Economics, New York University (NYU)

New York City, New York (USA)

15.06520.4
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

16.61170.25
12IESE Business School, Universidad de Navarra

Barcelona, Spain

17.03160.23
13Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

17.76760.28
14William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

17.85130.59
15Bank for International Settlements (BIS)

Basel, Switzerland

20.24721.28
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

20.930.07
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

21.3460.44
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

21.81591.1
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

23.77251.29
---Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

24.4880.83
16HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

24.48290.83
17Università Commerciale Luigi Bocconi

Milano, Italy

24.611731.63
18Graduate School of Business, Stanford University

Stanford, California (USA)

24.72350.55
19Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

26.06600.75
20Booth School of Business, University of Chicago

Chicago, Illinois (USA)

31552.04
21Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

31.98321.16
22Business School, University of Technology Sydney

Sydney, Australia

32.29803.6
23Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

34.25200.67
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

36.43423.52
24London School of Economics (LSE)

London, United Kingdom

36.53060.55
25Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

37.14360.11
---Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra

Barcelona, Spain

38.1650.11
26European Central Bank

Frankfurt am Main, Germany

38.371972.15
27Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

44.12290.85
28Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

44.5231
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

45.18121.47
29Henley Business School, University of Reading

Reading, United Kingdom

45.18281.47
30Université Paris-Dauphine (Paris IX)

Paris, France

46.851323.58
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.87530.28
31Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.87640.28
32Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

49.13681.15
33Argyros School of Business and Economics, Chapman University

Orange, California (USA)

49.8510.51
34School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

50.05281.62
35Department of Economics, University of California-Irvine

Irvine, California (USA)

51.06370.36
---Faculty of Finance, Cass Business School, City University

London, United Kingdom

51.99140.74
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

52.2660.54
36Economics Department, Georgetown University

Washington, District of Columbia (USA)

53.36460.17
37Rotman School of Management, University of Toronto

Toronto, Canada

53.93430.76
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

53.9390.76
---Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen

Sankt Gallen, Switzerland

53.94181.56
---Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University

Orange, California (USA)

54.58410.46
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

56.35362.83
38Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

58.031002.74
39International Monetary Fund (IMF)

Washington, District of Columbia (USA)

58.744130.7
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

61.26370.11
41Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

61.61170.19
42Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

62.49750.87
43School of Economics and Finance, Queen Mary University of London

London, United Kingdom

64.08431.54
44Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

64.2791.74
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

66.02131
45Centre for Economic Policy Research (CEPR)

London, United Kingdom

66.513200.17
---Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

67.45260.93
46Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

70.94911.87
47Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

71.63380.49
48Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

72.37450.31
49Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

73620.13
50Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

74.021690.7
51Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

74.26811.35
52School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

75220.09
53Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ)

Zürich, Switzerland

75.2130.67
54Department of Economics, University of Chicago

Chicago, Illinois (USA)

75.47600.07
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

76.99300.15
55Graduate School of Business, Columbia University

New York City, New York (USA)

76.99460.15
56Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

77.11540.33
57Tinbergen Instituut

Amsterdam, Netherlands

79.171390.74
58Business School, Deakin University

Melbourne, Australia

79.93790.87
59Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

82.711161.46
60Institut Européen d'Administration (INSEAD)

Fontainebleau, France

83.3201.78
61Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

85.23630.33
---Institutt for finansiell økonomi, BI Handelshøyskolen

Oslo, Norway

86.36201.47
62BI Handelshøyskolen

Oslo, Norway

86.36451.47
63Department of Economics, McGill University

Montréal, Canada

87.22350.36
64Department of Economics, Simon Fraser University

Burnaby, Canada

88.68431.43
65Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

91.22310.71
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

91.241021.4
66DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

92.261480.33
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

92.42281.68
67PBC School of Finance, Tsinghua University

Beijing, China

92.8270.21
68Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

92.93932.27
69Department of Economics, Hebrew University of Jerusalem

Jerusalem, Israel

94.42330.18
70Graduate School of Management, Macquarie University

Sydney, Australia

97.3151
71Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

98.421141.9
72New Economic School (NES)

Moscow, Russia

98.55470.92
73School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

101.08980.44
74Bank of Canada

Ottawa, Canada

106.191303
75School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

106.49562.23
76Norges Bank

Oslo, Norway

110.27320.82
77Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

112.04510.87
78Sloan School of Management, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

113.67400.13
79Bank of England

London, United Kingdom

115.41913.32
80Bangor Business School, Bangor University

Bangor, United Kingdom

115.9350.66
81Schulich School of Business, York University

Toronto, Canada

116.6270.15
82London Business School (LBS)

London, United Kingdom

116.91330.07
83Monash Business School, Monash University

Melbourne, Australia

117.411490.56
84Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg

Bamberg, Germany

117.5380.25
85Business School, Imperial College

London, United Kingdom

117.75390.56
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

120.62490.45
86Singapore Management University

Singapore, Singapore

121.25390.09
---Department of Finance, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

121.6521
87Department of Economics and Related Studies, University of York

York, United Kingdom

122.45850.07

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)

1.89
2George Tauchen

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

2.56
3Xavier Vives

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

3.73
4Mark P. Taylor

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

3.91
5Torben G. Andersen

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

4.05
6Thierry Foucault

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

7.44
7Yacine Ait-Sahalia

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

8.94
8Bruno R Biais

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

11.77
9Ricardo Lagos

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

12.01
10Nikolaus Hautsch

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

12.53
11Neil Shephard

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

13.51
12Lasse Heje Pedersen

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

14.84
13Carol Osler

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

14.9
14Francis X. Diebold

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

17.72
15Takatoshi Ito

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

17.76
16Michael 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)

18.03
17Martin Evans

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

19.75
18Guillaume Rocheteau

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

20.81
19Peter Reinhard Hansen

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

22.39
20Peter C. B. Phillips

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

23.61
21Ole E. Barndorff-Nielsen

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

24.04
22Oliver Bruce Linton

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

24.43
23Thomas P. Gehrig

Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

25.22
24Pierre-Olivier Weill

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

25.37

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:

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IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.