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

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Only authors registered with the RePEc Author Service are considered.
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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 9042 institutions with 70903 registered authors evaluated for all the rankings.

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The rankings

Top 10% institutions in the field of Market Microstructure

For Market Microstructure, these are 237 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)	1.39	49	1.06
2	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	5	478	0.93
3	Federal Reserve Bank of New York New York City, New York (USA)	5.28	98	3.43
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.74	41	1.27
5	Bayes Business School, City University London, United Kingdom	6.54	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	52	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	7.2	17	1.18
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.97	48	1.02
9	Department of Economics, Princeton University Princeton, New Jersey (USA)	14.93	53	0.51
10	Department of Economics, New York University (NYU) New York City, New York (USA)	16.51	61	0.71
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	18.57	72	0.35
12	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	19.67	115	2.92
13	IESE Business School, Universidad de Navarra Barcelona, Spain	23.15	19	0.2
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	23.93	65	1.16
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	24.46	7	0.39
14	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	24.76	16	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	24.76	10	1
15	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	25.44	71	1.47
16	Booth School of Business, University of Chicago Chicago, Illinois (USA)	28.25	68	1.67
17	European Central Bank Frankfurt am Main, Germany	28.52	268	2.34
18	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	29.27	12	0.5
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	29.28	40	2.47
19	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	29.86	30	0.21
20	Stern School of Business, New York University (NYU) New York City, New York (USA)	31.09	58	0.31
21	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	31.99	65	0.98
22	Rotman School of Management, University of Toronto Toronto, Canada	32.36	52	1.55
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	32.36	12	1.55
23	Bank for International Settlements (BIS) Basel, Switzerland	32.37	100	1.54
24	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	32.48	85	2.04
25	Business School, University of Technology Sydney Sydney, Australia	33.65	92	4.08
26	London School of Economics (LSE) London, United Kingdom	34.16	348	0.92
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	34.34	13	1
27	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	34.34	15	1
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	36.81	37	4.01
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	36.81	30	2
28	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	36.87	94	1.83
29	Copenhagen Business School København, Denmark	36.93	84	0.49
---	Faculty of Finance, Bayes Business School, City University London, United Kingdom	37.46	17	1.19
30	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	41.5	37	2.16
31	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	41.56	54	0.53
32	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	43.24	130	2.54
33	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	43.93	35	0.18
---	Institut for Finansiering, Copenhagen Business School København, Denmark	43.95	4	0.15
34	Toulouse School of Economics (TSE) Toulouse, France	44.97	156	1.73
35	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	47.05	54	1.17
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	48.64	7	0.83
36	Università Commerciale Luigi Bocconi Milano, Italy	50.04	185	1.19
37	International Monetary Fund (IMF) Washington, District of Columbia (USA)	50.22	535	1.82
38	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	50.94	211	3.1
39	Henley Business School, University of Reading Reading, United Kingdom	52.28	33	2.24
40	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	54.67	23	0.33
41	Swiss Finance Institute Genève/Zürich, Switzerland	55.75	30	0.56
42	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	56.83	11	0.4
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	56.99	14	2.1
43	Graduate School of Business, Columbia University New York City, New York (USA)	58.42	59	0.27
44	Paul Merage School of Business, University of California-Irvine Irvine, California (USA)	59.59	11	0.25
---	Finance Department, London School of Economics (LSE) London, United Kingdom	60.06	11	0.59
45	Business School, Imperial College London, United Kingdom	60.82	50	0.66
46	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	61.23	5	1
47	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	63.04	30	1.57
48	Centre for Economic Policy Research (CEPR) London, United Kingdom	63.15	380	0.32
49	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	65.6	44	0.88
50	Marshall School of Business, University of Southern California Los Angeles, California (USA)	67.52	24	0.19
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	67.52	14	0.19
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	68.72	52	0.28
51	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	68.72	61	0.28
52	INSEAD Fontainebleau, France	72.1	25	0.6
53	Economics Department, Georgetown University Washington, District of Columbia (USA)	74.81	50	0.24
54	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	75.52	11	0.19
55	Monash Business School, Monash University Melbourne, Australia	80.71	199	0.72
56	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	82.42	134	0.55
57	Université Paris-Dauphine (Paris IX) Paris, France	82.65	152	4.54
58	Department of Economics, University of Chicago Chicago, Illinois (USA)	83	84	0.09
59	School of Economics and Finance, Queen Mary University of London London, United Kingdom	84.81	71	2.72
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	84.92	15	1.4
60	Warwick Business School, University of Warwick Coventry, United Kingdom	84.92	30	1.4
61	Department of Economics, University of California-Irvine Irvine, California (USA)	86.37	50	0.35
62	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	87.3	53	0.44
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	87.47	19	0.04
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	90.96	27	0.17
63	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	94.53	69	0.86
64	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	94.62	35	0.79
65	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	95.57	53	0.9
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	96.87	35	2.11
66	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	96.87	45	2.11
67	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	97.15	30	0.08
68	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	99.94	26	0.5
69	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	101.78	90	2.55
70	Bank of Canada Ottawa, Canada	106.31	175	2.22
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	106.37	2	0.02
71	Bank of England London, United Kingdom	107.67	214	4.36
72	Department of Economics, Northwestern University Evanston, Illinois (USA)	108.93	48	0.05
73	New Economic School (NES) Moscow, Russia	112.41	41	1.39
74	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	112.99	21	0.84
75	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	119.16	32	0.76
75	Barcelona School of Economics (BSE) Barcelona, Spain	119.16	166	1.77
77	Stockholm School of Economics Stockholm, Sweden	121.2	62	1.19
78	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	121.61	56	1.18
79	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	121.71	19	0.14
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	122.27	37	3
80	Department of Economics, University of California-Berkeley Berkeley, California (USA)	122.5	64	0.13
81	Facultad de Ciencias Económicas y Empresariales, Universidad de los Andes (Chile) Santiago/Las Condes, Chile	124.2	16	1.5
82	Wirtschaftswissenschaftliches Zentrum, Universität Basel Basel, Switzerland	124.94	66	0.5
83	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	125.85	30	0.68
84	Judge Business School, University of Cambridge Cambridge, United Kingdom	126.47	42	0.1
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	126.83	8	1.1
85	Tinbergen Instituut Amsterdam, Netherlands	127.47	124	0.44
86	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	127.91	154	0.68
87	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	128.39	17	0.1
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	130.24	29	0.65
88	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	131.69	125	0.81
89	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	132.02	141	0.49
90	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	132.41	34	1
91	Økonomisk Institut, Københavns Universitet København, Denmark	132.59	78	0.85
92	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	134.01	142	1.6
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	134.07	2	0.66
93	Department of Economics, McGill University Montréal, Canada	134.11	34	0.31
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	136.64	2	0.01
94	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	137.37	98	1.47
95	School of Management, Yale University New Haven, Connecticut (USA)	137.94	41	0.3
96	Economics Department, University of Essex Colchester, United Kingdom	138.61	51	0.65
97	School of Economics, University of Bristol Bristol, United Kingdom	140.43	57	1.8
98	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	142.41	53	1
99	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	142.76	47	0.49
---	Office of Financial Research, Department of the Treasury, Government of the United States Washington, District of Columbia (USA)	143.08	15	1.74
100	Department of the Treasury, Government of the United States Washington, District of Columbia (USA)	143.08	37	1.74
101	Norges Bank Oslo, Norway	143.29	27	0.86
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	144.79	13	0.75
102	Argyros School of Business and Economics, Chapman University Orange, California (USA)	145.83	47	0.67
---	Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA)	145.83	40	0.67
103	Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France	145.87	19	1.24
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	145.98	95	1.56
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	149.12	23	1.42
104	BI Handelshøyskolen Oslo, Norway	149.12	53	1.42
105	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	149.92	77	1.09
106	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	149.95	42	3.2
107	Michael G. Foster School of Business, University of Washington Seattle, Washington (USA)	150.19	11	0.08

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 237 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)	1.98
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.53
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	5.08
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	5.96
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.85
6	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)	8.4
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.73
8	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	9.26
9	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	10.23
10	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	10.56
11	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	10.91
12	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	11.25
13	Darrell Duffie Graduate School of Business, Stanford University, Stanford, California (USA)	12.3
14	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	12.82
15	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	16.82
16	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	17.52
17	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	20.32
18	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland Wirtschaftswissenschaftliches Zentrum, Universität Basel, Basel, Switzerland	23.09
19	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	23.09
20	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	23.36
21	Rosario Nunzio Mantegna	25.67
22	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	25.88
23	Albert J. Menkveld School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	27.66

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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