Top 10% Institutions and Economists in the Field of Market Microstructure, as of January 2025

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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 institution according to the weights ("shares") they have set to each in their profile, or by default according to a formula described here.
Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
Only institutions listed in EDIRC are counted.
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 ("shares") 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.
There are no such restrictions for institutions, it is thus possible that more institutions than authors are classified.
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There are 9014 institutions with 70287 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 233 authors affiliated with 1058 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.44	49	1.06
2	Federal Reserve Bank of New York New York City, New York (USA)	4.94	98	3.26
3	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	5.06	478	0.93
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.58	41	1.28
5	Bayes Business School, City University London, United Kingdom	6.34	44	4.17
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.5	17	0.76
6	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.5	52	0.76
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.81	9	1.11
7	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.81	15	1.11
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.04	17	1.19
8	Graduate School of Business, Stanford University Stanford, California (USA)	13.34	47	0.99
9	Department of Economics, Princeton University Princeton, New Jersey (USA)	14.46	52	0.51
10	Department of Economics, New York University (NYU) New York City, New York (USA)	16.21	61	0.71
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	17.87	72	0.35
12	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	19.07	112	2.94
13	IESE Business School, Universidad de Navarra Barcelona, Spain	23.19	17	0.2
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	23.71	7	0.39
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	23.94	65	0.99
14	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	24.56	16	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	24.56	10	1
15	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	26.39	71	1.47
16	European Central Bank Frankfurt am Main, Germany	27.34	267	2.34
17	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	27.43	12	0.5
18	Booth School of Business, University of Chicago Chicago, Illinois (USA)	27.78	68	1.67
19	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	28.83	30	0.21
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	29.04	40	2.49
20	Stern School of Business, New York University (NYU) New York City, New York (USA)	30.5	58	0.31
21	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	30.66	85	2.04
22	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	31.69	65	0.98
23	Business School, University of Technology Sydney Sydney, Australia	32.65	92	4.08
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	33.67	13	1
24	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	33.67	15	1
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	34.69	29	2
25	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	34.94	93	1.83
26	London School of Economics (LSE) London, United Kingdom	35.25	350	0.89
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	35.93	37	4.01
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	36.55	17	1.2
27	Copenhagen Business School København, Denmark	36.79	83	0.49
28	Bank for International Settlements (BIS) Basel, Switzerland	39.62	100	1.29
29	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	40.09	37	2.16
30	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	40.49	54	0.53
31	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	41.79	35	0.18
---	Institut for Finansiering, Copenhagen Business School København, Denmark	43.1	4	0.15
32	Toulouse School of Economics (TSE) Toulouse, France	44	157	1.73
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	46.45	7	0.83
33	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	47.05	53	1.17
34	International Monetary Fund (IMF) Washington, District of Columbia (USA)	48.82	530	1.82
35	Università Commerciale Luigi Bocconi Milano, Italy	48.91	180	1.19
36	Henley Business School, University of Reading Reading, United Kingdom	50.92	32	2.24
37	Rotman School of Management, University of Toronto Toronto, Canada	51.4	53	1.1
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	51.4	12	1.1
38	Swiss Finance Institute Genève/Zürich, Switzerland	54.5	30	0.55
39	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	54.97	23	0.33
40	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	55.51	11	0.4
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	56.13	14	2.1
41	Graduate School of Business, Columbia University New York City, New York (USA)	56.89	59	0.27
42	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	57.43	213	3
43	Business School, Imperial College London, United Kingdom	57.52	50	0.67
44	Paul Merage School of Business, University of California-Irvine Irvine, California (USA)	58.33	11	0.25
45	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	59.85	5	1
46	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	60.68	29	1.57
47	Centre for Economic Policy Research (CEPR) London, United Kingdom	60.97	378	0.32
---	Finance Department, London School of Economics (LSE) London, United Kingdom	63.49	11	0.56
48	Marshall School of Business, University of Southern California Los Angeles, California (USA)	64.62	23	0.19
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	64.62	14	0.19
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	67	52	0.28
49	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	67	60	0.28
50	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	68.79	132	1.95
51	INSEAD Fontainebleau, France	70.44	25	0.6
52	Economics Department, Georgetown University Washington, District of Columbia (USA)	71.33	50	0.24
53	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	72.35	11	0.19
54	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	73.11	44	0.63
55	Monash Business School, Monash University Melbourne, Australia	78.35	198	0.72
56	Université Paris-Dauphine (Paris IX) Paris, France	78.64	152	4.54
57	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	80.19	133	0.55
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	82.83	15	1.4
58	Warwick Business School, University of Warwick Coventry, United Kingdom	82.83	30	1.4
59	Department of Economics, University of Chicago Chicago, Illinois (USA)	83.84	84	0.1
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	84.42	19	0.04
60	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	84.93	53	0.44
61	Department of Economics, University of California-Irvine Irvine, California (USA)	85.27	49	0.35
62	School of Economics and Finance, Queen Mary University of London London, United Kingdom	85.62	70	1.72
63	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	88	35	0.83
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	89.54	27	0.17
64	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	90.33	53	0.9
65	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	91.71	70	0.86
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	93.63	35	2.11
66	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	93.63	45	2.11
67	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	94.06	30	0.08
68	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	96.92	26	0.5
69	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	99.76	89	2.55
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	102.47	2	0.02
70	Department of Economics, Northwestern University Evanston, Illinois (USA)	107.9	48	0.05
71	Bank of England London, United Kingdom	109.32	214	3.38
72	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	110.29	20	0.84
73	Bank of Canada Ottawa, Canada	111.1	175	2.21
74	New Economic School (NES) Moscow, Russia	112.1	41	1.39
75	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	115.37	32	0.76
76	Stockholm School of Economics Stockholm, Sweden	117.93	62	1.19
77	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	118.65	55	1.18
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	118.86	38	3
78	Barcelona School of Economics (BSE) Barcelona, Spain	119.49	167	1.77
79	Wirtschaftswissenschaftliches Zentrum, Universität Basel Basel, Switzerland	120	64	0.5
80	Department of Economics, University of California-Berkeley Berkeley, California (USA)	120.04	64	0.13
81	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	120.38	19	0.14
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	122.94	8	1.1
82	Tinbergen Instituut Amsterdam, Netherlands	124.21	123	0.44
83	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	124.99	17	0.1
84	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	125.64	30	0.68
85	Judge Business School, University of Cambridge Cambridge, United Kingdom	126.31	43	0.1
86	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	126.81	153	0.68
87	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	126.88	125	0.81
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	127.88	28	0.65
88	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	128.91	142	0.49
89	Department of Economics, McGill University Montréal, Canada	129.02	34	0.31
90	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	130.86	34	1
91	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	131.46	53	1
92	Økonomisk Institut, Københavns Universitet København, Denmark	131.68	78	0.85
93	Department of Economics, University of Toronto Toronto, Canada	132.16	76	1.11
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	132.24	2	0.01
94	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	132.28	140	1.6
95	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	132.63	98	1.47
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	133.23	2	0.66
96	Deutsche Bundesbank Frankfurt, Germany	134.9	177	3.75
97	School of Economics, University of Bristol Bristol, United Kingdom	137.75	57	1.8
98	School of Management, Yale University New Haven, Connecticut (USA)	139.17	39	0.3
99	Norges Bank Oslo, Norway	141.05	27	0.86
100	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	141.83	47	0.49
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	142.32	13	0.75
101	Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France	142.67	20	1.24
102	Argyros School of Business and Economics, Chapman University Orange, California (USA)	145.57	49	0.67
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	145.57	42	0.67
103	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	146.6	41	3.21
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	146.82	95	1.56
104	Michael G. Foster School of Business, University of Washington Seattle, Washington (USA)	146.95	11	0.08
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	147.29	23	1.42
105	BI Handelshøyskolen Oslo, Norway	147.29	53	1.42

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 233 authors affiliated with 1058 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.99
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.6
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.97
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	6.46
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.83
6	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.44
7	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)	8.93
8	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	9.42
9	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	9.81
10	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	10.14
11	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	10.81
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	11.24
13	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	12.51
14	Darrell Duffie Graduate School of Business, Stanford University, Stanford, California (USA)	12.8
15	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	16.21
16	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	17.21
17	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	19.78
18	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland Wirtschaftswissenschaftliches Zentrum, Universität Basel, Basel, Switzerland	22.42
19	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	23.22
20	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	24.51
21	Rosario Nunzio Mantegna	26.22
22	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	26.8
23	Albert J. Menkveld School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	27.53

The data presented here are experimental. They are based on a 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, institution database, and ranking computations by Christian Zimmermann.
RePEc has been initiated by Thomas Krichel.

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