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Authors in Market Microstructure

This list attempts to categories authors by fields. The procedure is to look at all their papers announced in a NEP report. If 5 or more have appeared in a report, authors are considered to be working within that field. For authors whose first paper is less than 10 years old, having 25% of the papers announced in NEP be announced in this report is sufficient. Note that a paper may appear in several reports.

Below are authors identified to be in the following field: NEP-MST (Market Microstructure). See the top institutions and authors in this field. ? signals authors with whom we have lost contact and are seeking a current email address.


A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z

A
Aase, Knut Kristian Ait-Sahalia, Yacine Asai, Manabu
Abdi, Farshid Allahrakha, M. Meraj Audrino, Francesco
Adrian, Tobias Allen, David Edmund
Aggarwal, Nidhi Andersen, Torben G.
B
Babus, Ana Biais, Bruno R Braun-Munzinger, Karen Anna Clara ?
Barndorff-Nielsen, Ole E. Boadu-Sebbe, Gregory Breedon, Francis
Barunik, Jozef Bollerslev, Tim Brito, Rui Pedro
Battiston, Stefano Bostanci, Gorkem Burnside, Craig
Bellia, Mario Boussetta, Selma
Benamar, Hedi Boyarchenko, Nina
C
Caginalp, Carey Allen Challet, Damien Colliard, Jean-Edouard
Caporale, Guglielmo Maria Cimon, David A. Corsi, Fulvio
Caporin, Massimiliano Cipriani, Marco Cotter, John
Cartea, Alvaro Clinet, Simon ? Czech, Robert
Cespa, Giovanni Cocquemas, Francois
D
Dastarac, Hugues Desagre, Christophe Di Maggio, Marco
Daures (formerly Lescourret), Laurence D'Hondt, Catherine Dionne, Georges
Degryse, Hans Diebold, Francis X. Dungey, Mardi
E
Evans, Martin
F
Fagiolo, Giorgio Fei, Chengcheng J. Foucault, Thierry
Farmer, J. Doyne Fleming, Michael J. Froemmel, Michael
Fatum, Rasmus Forbes, Catherine Scipione
G
Gallo, Giampiero M. Ghosh, Kaushik Gross, Christian
Garcia, Philip Ghosh, Priyanta Guarino, Antonio
Garriott, Corey Gil-Alana, Luis Alberiko Guerin, Pierre
Gehrig, Thomas P. Girardi, Alessandro Gunduz, Yalin
Gerig, Austin Goncalves, Silvia
H
Haerdle, Wolfgang Karl Hau, Harald Hjalmarsson, Erik
Halim, Edward Hautsch, Nikolaus Hofer, Heiko
Han, Song He, Xuezhong (Tony) Hoffmann, Peter
Hanousek, Jan Hirayama, Kenjiro Horst, Ulrich
Hansen, Peter Reinhard Hizmeri, Rodrigo Hu, Zhepeng
I
Idem, Berk Iori, Giulia Iwatsubo, Kentaro
Imbet, Juan Felipe Ito, Takatoshi
J
Jagannathan, Ravi Jiao, Peiran
Jensen, Febi Caesara Jurkatis, Simon
K
Kargar, Mahyar Kocenda, Evzen Kraussl, Roman
Kerssenfischer, Mark Koeppl, Thorsten V.
Kim, Sehoon Kondor, Peter
L
Ladley, Daniel Leeuwenkamp, Aleksy Livdan, Dmitry
Lagos, Ricardo Lehalle, Charles-Albert Lo, Ingrid Ka Man ?
Landier, Augustin Lester, Benjamin R. Lu, Ye
Laurent, Sebastien Leung, Tim Lunde, Asger
Leano, Jose Miguel ? Li, Zhiyong Luong, Nhung Thi
Lee, Kyungsub Linton, Oliver Bruce
M
Maheu, John M. Martin, Gael Margaret Moinas, Sophie
Malec, Peter Jacek McAleer, Michael Moravcova, Michala
Malyshkin, Vladislav Medeiros, Marcelo C. M'Saddek, Oussama
Mandel, Antoine Menkhoff, Lukas Mueller, Benjamin
Mantegna, Rosario Nunzio Menkveld, Albert J. Mukhopadhyay, Mayukh
Marcellino, Massimiliano Mikhalishchev, Sergei
Martin, Antoine Mizrach, Bruce
N
Naes, Randi Neely, Christopher J. Novotny, Jan
Napoletano, Mauro Neuhoff, Karsten Michael
Nautz, Dieter Nguyen, Duc Khuong
O
Obizhaeva, Anna A. Oechssler, Joerg Osler, Carol
Odegaard, Bernt Arne Oriol, Nathalie Ozkan, Harun
P
Paddrik, Mark Endel Pedersen, Lasse Heje Plastun, Alex
Pagano, Marco Pelizzon, Loriana Podolskij, Mark
Papadimitriou, Dimitris Pellizzari, Paolo Potiron, Yoann
Park, Andreas Pereira, Ana Elisa Puglia, Michael
Parlatore, Cecilia Phillips, Peter C. B.
Patel, Vinay Pinto-Gutierrez, Cristian A
R
Ranaldo, Angelo Reule, Raphael Constantin Georg ? Rousseau, Fabrice
Reade, J James Rime, Dagfinn Roventini, Andrea
Rehse, Dominik Rindi, Barbara Ruchti, Thomas
Reid, Tavoy Rocheteau, Guillaume
Reitz, Stefan Jr. Rosokha, Yaroslav
S
Saef, Danial Schneider, Michael Sheppard, Kevin Keith
Santagiustina, Carlo Romano Marcello Alessandro Schrimpf, Andreas Shourideh, Ali
Sarkar, Asani Schuerhoff, Norman Shreyas, Ujwal Parswanath ?
Sarno, Lucio Serikova, Ekaterina Skjeltorp, Johannes Atle
Scharth, Marcel Sevi, Benoit Sojli, Elvira
Schasfoort, Joeri Shachar, Or Somogyi, Fabricius
Schaumburg, Ernst Shephard, Neil Stenfors, Alexis
T
Tauchen, George Thesmar, David Tsoy, Anton
Taylor, Mark P. Thomas, Susan Tsutsui, Yoshiro
Theissen, Erik Todorov, Karamfil
U
Uthemann, Andreas
V
Vacha, Lukas Vega, Clara Voev, Valeri
van der Wel, Michel Venkateswaran, Venky Vogel, Sebastian
van Dijk, Dick Vitale, Paolo Vogt, Erik
Vasios, Michalis Vives, Xavier Voigt, Stefan
W
Walton, Adrian Weill, Pierre-Olivier Wright, Jonathan H.
Wehrli, Alexander Westerhoff, Frank Wu, Weili
Wei, Wei White, Roger McNeill
X
Xu, Dinghai
Y
Yang, Xiye Yergeau, Gabriel Yu, Jun
Z
Zagaglia, Paolo Zhou, Hao Zhu, Haoxiang
Zetlin-Jones, Ariel Zhou, Wei-Xing
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