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 261 authors affiliated with 611 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) | 1.25 | 19 | 8.92
|
| 2 | Economics Department, Yale University New Haven, Connecticut (USA) | 2.88 | 50 | 29.5
|
| 3 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.03 | 39 | 35.25
|
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 5.52 | 15 | 13.15
|
| --- | Department of Economics, Business School, University of Auckland Auckland, New Zealand | 5.58 | 13 | 10.05
|
| 4 | Business School, University of Auckland Auckland, New Zealand | 5.58 | 18 | 14.58
|
| 5 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 6.53 | 44 | 39.13
|
| 6 | Tinbergen Instituut Amsterdam, Netherlands | 8.65 | 149 | 33.32
|
| 7 | Department of Economics, Duke University Durham, North Carolina (USA) | 9.19 | 44 | 34.12
|
| 8 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 10.1 | 97 | 63.89
|
| 9 | Department of Economics, European University Institute Firenze, Italy | 10.58 | 34 | 23
|
| 10 | Department of Economics, University of Nevada-Las Vegas Las Vegas, Nevada (USA) | 10.8 | 6 | 4.89
|
| 11 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 12.14 | 115 | 85.37
|
| 12 | Warwick Business School, University of Warwick Coventry, United Kingdom | 12.68 | 16 | 13.22
|
| --- | Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 12.83 | 22 | 10.44
|
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 13.25 | 52 | 28.11
|
| 13 | Economics Division, University of Southampton Southampton, United Kingdom | 14.43 | 25 | 20.84
|
| 14 | Federal Reserve Bank of New York New York City, New York (USA) | 17.23 | 73 | 67.65
|
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 17.66 | 1 | 0.71
|
| 15 | Department of Economics, New York University (NYU) New York City, New York (USA) | 17.95 | 57 | 45.16
|
| 16 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 18.89 | 47 | 34.29
|
| 17 | Faculty of Economic and Management Sciences, University of Pretoria Pretoria, South Africa | 20.17 | 22 | 16.63
|
| --- | Department of Economics, Faculty of Economic and Management Sciences, University of Pretoria Pretoria, South Africa | 20.17 | 22 | 16.63
|
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 20.96 | 12 | 9.88
|
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 22.46 | 5 | 4.26
|
| 18 | Cass Business School, City University London, United Kingdom | 23.34 | 36 | 28.89
|
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 23.61 | 57 | 52.99
|
| 19 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 24.93 | 13 | 11.64
|
| 20 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 27.29 | 72 | 53.08
|
| 21 | Toulouse School of Economics (TSE) Toulouse, France | 28.01 | 145 | 121.09
|
| 22 | IESE Business School, Universidad de Navarra Pamplona, Spain | 30.55 | 18 | 10.86
|
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 30.59 | 39 | 24.97
|
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 31.47 | 9 | 8.5
|
| 23 | Henley Business School, University of Reading Reading, United Kingdom | 31.47 | 27 | 23.58
|
| 24 | Department of Economics, Oxford University Oxford, United Kingdom | 31.99 | 151 | 119.57
|
| 25 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 32.7 | 27 | 22.3
|
| --- | Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 34.88 | 23 | 14.07
|
| --- | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 38.55 | 44 | 19.79
|
| 26 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 40.79 | 466 | 50.39
|
| 27 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 40.82 | 51 | 46.69
|
| 28 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 42.9 | 26 | 22.11
|
| 29 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 43.68 | 57 | 43.49
|
| 30 | Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin Berlin, Germany | 43.89 | 21 | 8.96
|
| 31 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 45.19 | 40 | 34.54
|
| 32 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 45.92 | 14 | 12.72
|
| 33 | Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy | 46.03 | 28 | 16.58
|
| 34 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 46.07 | 11 | 11
|
| 35 | Business School, University of Technology Sydney Sydney, Australia | 46.82 | 74 | 70.32
|
| 36 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 47.47 | 38 | 24.79
|
| 37 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 49.43 | 17 | 14.97
|
| --- | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 51 | 3 | 0.8
|
| 38 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 51.39 | 112 | 104.37
|
| 39 | Economics Department, Michigan State University East Lansing, Michigan (USA) | 52.49 | 38 | 33.4
|
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 55.17 | 33 | 18.31
|
| 40 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 57.34 | 19 | 17.3
|
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 58.98 | 5 | 2.45
|
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 59.16 | 45 | 38.57
|
| 41 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 59.16 | 49 | 41.78
|
| 42 | School of Business and Economics, Maastricht University Maastricht, Netherlands | 59.54 | 105 | 77.19
|
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 59.55 | 2 | 2
|
| 43 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 59.55 | 10 | 8.53
|
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 59.79 | 10 | 9.57
|
| 44 | Norges Bank Oslo, Norway | 60 | 27 | 20.81
|
| 45 | Department of Economics, University of California-Irvine Irvine, California (USA) | 61.86 | 31 | 28.28
|
| --- | Finance & Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 62.48 | 23 | 18.98
|
| 46 | Graduate School of Business, Columbia University New York City, New York (USA) | 62.48 | 39 | 30.97
|
| 47 | Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy | 62.78 | 45 | 17.24
|
| 48 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 63.44 | 2 | 1.46
|
| 49 | Department of Economics, University of Toronto Toronto, Canada | 63.54 | 53 | 45.83
|
| 50 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 65.2 | 32 | 30.88
|
| 51 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 65.23 | 34 | 30.5
|
| 52 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 65.64 | 30 | 22.6
|
| 53 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 69.18 | 273 | 22.21
|
| 54 | London School of Economics (LSE) London, United Kingdom | 69.22 | 230 | 158.38
|
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 69.23 | 45 | 43.28
|
| 55 | Faculty of Economics, University of Tokyo Tokyo, Japan | 72.25 | 28 | 25.41
|
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 74.88 | 8 | 6.68
|
| 56 | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium | 76.25 | 144 | 105.44
|
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 78.94 | 16 | 11.82
|
| 57 | Department of Economics, Simon Fraser University Burnaby, Canada | 79.87 | 34 | 31.16
|
| 58 | Rotman School of Management, University of Toronto Toronto, Canada | 82.59 | 33 | 28.09
|
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 82.59 | 5 | 4.7
|
| 59 | European Central Bank Frankfurt am Main, Germany | 82.78 | 147 | 124.07
|
| 60 | Bank for International Settlements (BIS) Basel, Switzerland | 83.2 | 26 | 21.32
|
| 61 | Faculteit Economie en Bedrijfswetenschappen, Katholieke Universiteit Leuven Leuven, Belgium | 85.94 | 106 | 72.3
|
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, Rotterdam, Netherlands
Tinbergen Instituut, Amsterdam, Netherlands | 1.75 |
| 2 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 2.24 |
| 3 | Wolfgang Karl Härdle Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin, Berlin, Germany
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin, Berlin, Germany | 2.76 |
| 4 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.74 |
| 5 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.02 |
| 6 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 6.53 |
| 7 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 8.57 |
| 8 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 9.81 |
| 9 | Neil Shephard Department of Economics, Oxford University, Oxford, United Kingdom | 10.1 |
| 10 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 10.67 |
| 11 | Colin Carter Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA) | 12.32 |
| 12 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 14 |
| 13 | Nikolaus Hautsch Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin, Berlin, Germany | 16.4 |
| 14 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 17.43 |
| 15 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 17.86 |
| 16 | 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) | 17.91 |
| 17 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 18.29 |
| 18 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 18.72 |
| 19 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 19.3 |
| 20 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 20.26 |
| 21 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 21.14 |
| 22 | Hans Degryse Faculteit Economie en Bedrijfswetenschappen, Katholieke Universiteit Leuven, Leuven, Belgium | 22.71 |
| 23 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 24.96 |
| 24 | Hao Zhou Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 26.22 |
| 25 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 26.39 |
| 26 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 27.2 |
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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