This page shows one of the many rankings computed with RePEc data. They are based on data about authors who have registered with the
. To find more rankings, historical data and detailed methodology, click
. Or see the
.
For Market Microstructure, these are 238 authors affiliated with 574 institutions.
The scores of institutions in each field are determined by a weighted sum of all authors affiliated with the respective institutions. The weights are determined, for each author, by the proportion of all working papers announced in
.
| Rank | Institution | Score | Authors | Author shares |
|---|
| 1 | Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA) | 1.34 | 20 | 9.46
|
| 2 | Economics Department, Yale University New Haven, Connecticut (USA) | 3.17 | 50 | 30.47
|
| 3 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.22 | 39 | 34.59
|
| (4) | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.7 | 14 | 12.18
|
| (4) | Department of Economics, Business School, University of Auckland Auckland, New Zealand | 4.97 | 10 | 8.16
|
| 4 | Business School, University of Auckland Auckland, New Zealand | 4.97 | 14 | 11.69
|
| 5 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 6.87 | 66 | 46.42
|
| 6 | Department of Economics, Duke University Durham, North Carolina (USA) | 8.54 | 43 | 32.38
|
| 7 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Netherlands | 9.52 | 93 | 61.88
|
| 8 | Department of Economics, European University Institute Firenze, Italy | 11.3 | 35 | 20.3
|
| (9) | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 11.56 | 48 | 25.53
|
| 9 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 11.56 | 109 | 82.06
|
| 10 | Tinbergen Instituut Amsterdam, Netherlands | 12.03 | 142 | 26.63
|
| 11 | Department of Economics, University of Nevada-Las Vegas Las Vegas, Nevada (USA) | 12.05 | 7 | 5.64
|
| 12 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 12.4 | 43 | 38
|
| 13 | Warwick Business School, University of Warwick Coventry, United Kingdom | 13.25 | 15 | 12.65
|
| (14) | Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Netherlands | 14.06 | 22 | 10.2
|
| 14 | Federal Reserve Bank of New York New York City, New York (USA) | 15.17 | 73 | 67.51
|
| 15 | Department of Economics, New York University (NYU) New York City, New York (USA) | 16.65 | 61 | 48.36
|
| 16 | Economics Division, University of Southampton Southampton, United Kingdom | 17.23 | 25 | 20.14
|
| (17) | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 19.35 | 59 | 55.35
|
| 17 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 20.26 | 48 | 35.47
|
| (18) | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 21.69 | 3 | 1.21
|
| (18) | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 22.15 | 9 | 9
|
| 18 | Henley Business School, University of Reading Reading, United Kingdom | 22.15 | 26 | 23.46
|
| 19 | Cass Business School, City University London, United Kingdom | 24.41 | 36 | 28.98
|
| (20) | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 24.55 | 5 | 4.75
|
| 20 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 25.61 | 13 | 11.64
|
| (21) | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 26.61 | 12 | 9.86
|
| 21 | Faculty of Economic and Management Sciences, University of Pretoria Pretoria, South Africa | 27.61 | 19 | 16.69
|
| (21) | Department of Economics, Faculty of Economic and Management Sciences, University of Pretoria Pretoria, South Africa | 27.61 | 19 | 16.69
|
| 22 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 30.41 | 28 | 24.09
|
| (23) | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 30.75 | 1 | 0.71
|
| (23) | Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 35.23 | 17 | 9.67
|
| 23 | Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi Milano, Italy | 36.45 | 22 | 10.54
|
| 24 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 39.27 | 34 | 22.68
|
| (24) | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 39.27 | 29 | 17.68
|
| (25) | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 40.68 | 43 | 17.05
|
| 25 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 41.25 | 10 | 10
|
| 26 | Oxford-Man Institute of Quantitative Finance, Oxford University Oxford, United Kingdom | 43.53 | 10 | 6.39
|
| 27 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 44.6 | 60 | 45.22
|
| (28) | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 45.46 | 40 | 27.32
|
| 28 | Toulouse School of Economics (TSE) Toulouse, France | 45.46 | 138 | 116.75
|
| 29 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 46.21 | 38 | 32.78
|
| 30 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 46.32 | 103 | 95.02
|
| 31 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 47 | 17 | 14.88
|
| 32 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 48.31 | 25 | 21.59
|
| (33) | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 48.87 | 44 | 36.82
|
| 33 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 48.87 | 48 | 40.04
|
| 34 | Department of Economics, University of Toronto Toronto, Canada | 50.23 | 53 | 46.86
|
| 35 | Economics Department, Michigan State University East Lansing, Michigan (USA) | 54.49 | 38 | 33.4
|
| 36 | Department of Economics, University of California-Irvine Irvine, California (USA) | 55.34 | 30 | 27.3
|
| 37 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 57.18 | 19 | 16.65
|
| 38 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 57.96 | 29 | 28.82
|
| 39 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 58.31 | 277 | 19.56
|
| (40) | Finance & Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 59.07 | 24 | 20.78
|
| 40 | Graduate School of Business, Columbia University New York City, New York (USA) | 59.07 | 40 | 32.91
|
| 41 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 59.15 | 29 | 22.91
|
| 42 | Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy | 59.86 | 43 | 17.16
|
| 43 | London School of Economics (LSE) London, United Kingdom | 60.34 | 221 | 151.43
|
| 44 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 61.01 | 34 | 29.58
|
| 45 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 61.05 | 459 | 38.61
|
| (46) | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 61.11 | 2 | 2
|
| 46 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 61.11 | 9 | 8.04
|
| 47 | IESE Business School, Universidad de Navarra Pamplona, Spain | 63.24 | 17 | 9.25
|
| (48) | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 63.56 | 42 | 40.36
|
| 48 | Business School, University of Technology Sydney Sydney, Australia | 63.56 | 69 | 65.05
|
| 49 | School of Business and Economics, Maastricht University Maastricht, Netherlands | 65.32 | 104 | 73.47
|
| 50 | Norges Bank Oslo, Norway | 65.98 | 22 | 15.81
|
| (51) | Faculty of Finance, Cass Business School, City University London, United Kingdom | 66.61 | 11 | 10.55
|
| 51 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 66.85 | 49 | 43.81
|
| 52 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 67.72 | 2 | 1.46
|
| 53 | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium | 72.03 | 139 | 93.9
|
| 54 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 72.52 | 30 | 28.84
|
| (55) | Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands | 73.46 | 9 | 7.05
|
| 55 | Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain | 74.28 | 150 | 124.03
|
| 56 | Faculty of Economics, University of Tokyo Tokyo, Japan | 76.38 | 26 | 24.54
|
| 57 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover, Germany | 76.4 | 36 | 31.55
|
This ranking is based on registered authors only, and only those who are classified within
. Authors can register at the
| Rank | Author | Score |
|---|
| 1 | Michael McAleer Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam, Netherlands
Tinbergen Instituut, Amsterdam, Netherlands | 1.65 |
| 2 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 2.21 |
| 3 | Wolfgang Karl Härdle Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin, Berlin, Germany | 3.03 |
| 4 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.54 |
| 5 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.33 |
| 6 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 6.18 |
| 7 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 6.71 |
| 8 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 7.89 |
| 9 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 10.01 |
| 10 | Neil Shephard Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford, United Kingdom | 11.35 |
| 11 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 15.57 |
| 12 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 15.79 |
| 13 | Nikolaus Hautsch Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin, Berlin, Germany | 17.48 |
| 14 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 17.56 |
| 15 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 17.8 |
| 16 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 18.2 |
| 17 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 20.39 |
| 18 | Michael J. Fleming Research and Statistics Group, Federal Reserve Bank of New York, New York City, New York (USA) | 20.56 |
| 19 | Pierre-Olivier Weill Department of Economics, University of California-Los Angeles (UCLA), Los Angeles, California (USA)
National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA) | 21.06 |
| 20 | Hans Degryse Faculteit Economie en Bedrijfswetenschappen, Katholieke Universiteit Leuven, Leuven, Belgium | 21.42 |
| 21 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 23.1 |
| 22 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 23.78 |
| 23 | Winfried Pohlmeier Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften, Universität Konstanz, Konstanz, Germany | 24.04 |
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.
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