Top 10% Institutions and Economists in the Field of Market Microstructure, as of December 2024

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Only authors registered with the RePEc Author Service are considered.
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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.
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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 ("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.
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There are 9003 institutions with 70077 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 246 authors affiliated with 1075 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.33	49	1.06
2	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	5.06	478	0.93
3	Federal Reserve Bank of New York New York City, New York (USA)	5.07	98	3.45
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.76	41	1.28
5	Bayes Business School, City University London, United Kingdom	6.42	44	4.17
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.62	17	0.76
6	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.62	51	0.76
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.82	9	1.11
7	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.82	15	1.11
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.23	17	1.19
8	Graduate School of Business, Stanford University Stanford, California (USA)	12.55	47	1
9	Department of Economics, New York University (NYU) New York City, New York (USA)	16.15	61	0.71
10	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	18.66	72	0.35
11	Department of Economics, Princeton University Princeton, New Jersey (USA)	18.8	52	0.43
12	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	19.49	113	2.94
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	22.45	65	1.17
13	IESE Business School, Universidad de Navarra Barcelona, Spain	23.18	17	0.2
14	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	23.66	16	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	23.66	10	1
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	24.17	7	0.4
15	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	26.14	12	0.5
16	Booth School of Business, University of Chicago Chicago, Illinois (USA)	27.85	68	1.68
17	European Central Bank Frankfurt am Main, Germany	28.02	267	2.34
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	29.02	40	2.49
18	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	29.79	29	0.21
19	Bank for International Settlements (BIS) Basel, Switzerland	30.21	99	1.6
20	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	30.67	84	2.04
21	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	31.3	64	0.98
22	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	31.82	70	1.45
23	Stern School of Business, New York University (NYU) New York City, New York (USA)	33.21	58	0.31
24	Business School, University of Technology Sydney Sydney, Australia	33.25	90	4.08
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	34.52	29	2
25	London School of Economics (LSE) London, United Kingdom	35.04	349	0.89
26	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	35.36	93	1.83
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	35.45	13	1
27	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	35.45	15	1
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	36.74	36	4.01
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	37.14	17	1.2
28	Copenhagen Business School København, Denmark	37.2	83	0.49
29	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	40.31	131	2.55
30	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	40.8	54	0.53
31	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	41.74	37	2.16
32	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	42.24	36	0.18
---	Institut for Finansiering, Copenhagen Business School København, Denmark	43.15	4	0.15
33	Toulouse School of Economics (TSE) Toulouse, France	44.15	157	1.73
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	46.7	7	0.83
34	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	46.81	53	1.17
35	International Monetary Fund (IMF) Washington, District of Columbia (USA)	48.57	527	1.82
36	Università Commerciale Luigi Bocconi Milano, Italy	48.79	183	1.19
37	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	49.29	213	3.13
38	Rotman School of Management, University of Toronto Toronto, Canada	49.84	53	1.37
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	49.84	12	1.37
39	Henley Business School, University of Reading Reading, United Kingdom	51.29	32	2.24
40	Swiss Finance Institute Genève/Zürich, Switzerland	53.34	30	0.56
41	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	55.33	23	0.33
42	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	55.98	11	0.4
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	56.46	14	2.1
43	Business School, Imperial College London, United Kingdom	57.5	50	0.67
44	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	57.73	5	1
45	Graduate School of Business, Columbia University New York City, New York (USA)	57.84	59	0.27
46	Paul Merage School of Business, University of California-Irvine Irvine, California (USA)	58.26	11	0.25
47	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	59.88	29	1.57
48	Centre for Economic Policy Research (CEPR) London, United Kingdom	61.03	378	0.32
---	Finance Department, London School of Economics (LSE) London, United Kingdom	61.74	11	0.56
49	Marshall School of Business, University of Southern California Los Angeles, California (USA)	65.7	23	0.19
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	65.7	14	0.19
50	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	66.15	44	0.88
51	INSEAD Fontainebleau, France	69.57	25	0.6
52	Department of Economics, University of Chicago Chicago, Illinois (USA)	69.88	84	0.11
53	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	71.86	11	0.19
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	72.63	52	0.26
54	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	72.63	60	0.26
55	Economics Department, Georgetown University Washington, District of Columbia (USA)	78.16	50	0.22
56	Monash Business School, Monash University Melbourne, Australia	78.96	197	0.72
57	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	80.71	132	0.55
58	Université Paris-Dauphine (Paris IX) Paris, France	80.99	152	4.54
59	Department of Economics, University of California-Irvine Irvine, California (USA)	83.71	49	0.35
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	84.14	15	1.4
60	Warwick Business School, University of Warwick Coventry, United Kingdom	84.14	30	1.4
61	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	84.83	51	0.44
62	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	85.69	71	1.06
63	School of Economics and Finance, Queen Mary University of London London, United Kingdom	86.59	69	1.72
64	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	88.1	35	0.83
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	91.89	27	0.17
65	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	92.16	52	0.9
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	93.02	35	2.11
66	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	93.02	45	2.11
67	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	94.74	29	0.08
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	95.8	19	0.04
68	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	96.95	26	0.5
69	Bank of Canada Ottawa, Canada	101.86	177	2.31
70	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	103.05	89	2.55
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	103.44	2	0.02
71	Department of Economics, Northwestern University Evanston, Illinois (USA)	107.36	48	0.05
72	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	110.62	21	0.84
73	New Economic School (NES) Moscow, Russia	111.13	41	1.39
74	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	113.55	32	0.76
75	Bank of England London, United Kingdom	113.86	213	3.32
76	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	117.81	55	1.18
77	Stockholm School of Economics Stockholm, Sweden	119.02	62	1.22
78	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	120.84	19	0.14
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	121.08	38	3
79	Department of Economics, University of California-Berkeley Berkeley, California (USA)	121.14	64	0.13
80	Wirtschaftswissenschaftliches Zentrum, Universität Basel Basel, Switzerland	121.16	63	0.5
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	124.95	8	1.1
81	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	125.29	30	0.68
82	Tinbergen Instituut Amsterdam, Netherlands	125.84	124	0.44
83	Barcelona School of Economics (BSE) Barcelona, Spain	126.64	167	1.7
84	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	127.33	154	0.68
85	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	127.34	17	0.1
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	127.37	28	0.65
86	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	128.37	126	0.82
87	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	128.61	141	0.49
88	Department of Economics, McGill University Montréal, Canada	128.99	34	0.31
89	Judge Business School, University of Cambridge Cambridge, United Kingdom	130.34	43	0.1
90	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	131.02	98	1.47
91	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	132.3	34	1
92	Økonomisk Institut, Københavns Universitet København, Denmark	132.45	78	0.85
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	132.52	2	0.66
93	Deutsche Bundesbank Frankfurt, Germany	133.27	177	3.76
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	133.83	2	0.01
94	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	134.86	53	1
95	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	135.47	139	1.6
96	Economics Department, University of Essex Colchester, United Kingdom	139.04	52	0.66
97	School of Economics, University of Bristol Bristol, United Kingdom	140.21	57	1.8
98	Norges Bank Oslo, Norway	140.67	27	0.86
99	School of Management, Yale University New Haven, Connecticut (USA)	141.13	39	0.3
100	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	144.26	46	0.49
101	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	145.74	40	3.21
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	146.43	14	0.75
102	Argyros School of Business and Economics, Chapman University Orange, California (USA)	146.68	47	0.67
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	146.68	40	0.67
103	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	147.15	75	1.07
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	148.82	23	1.42
104	BI Handelshøyskolen Oslo, Norway	148.82	53	1.42
105	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	149.08	121	1.99
106	Michael G. Foster School of Business, University of Washington Seattle, Washington (USA)	150.01	11	0.08
107	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	150.53	38	0.16

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 246 authors affiliated with 1075 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)	3.42
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.76
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	6.39
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	7.24
6	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.79
7	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	8.95
8	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)	9.1
9	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	10.07
10	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	10.66
11	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	10.77
12	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	11.85
13	Darrell Duffie Graduate School of Business, Stanford University, Stanford, California (USA)	12.26
14	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	16.57
15	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	17.17
16	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	17.27
17	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	19.14
18	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	22.18
19	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland Wirtschaftswissenschaftliches Zentrum, Universität Basel, Basel, Switzerland	22.33
20	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	24.29
21	Rosario Nunzio Mantegna	25.66
22	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	26.28
23	Albert J. Menkveld School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	27.61
24	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	28.91

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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