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 274 authors affiliated with 635 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 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 1.36 | 40 | 35.2 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 2.48 | 15 | 13.06 |
| 2 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.05 | 46 | 41.45 |
| 3 | Department of Economics, Duke University Durham, North Carolina (USA) | 3.7 | 42 | 33.78 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.68 | 116 | 84.29 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.72 | 55 | 28.18 |
| 5 | Federal Reserve Bank of New York New York City, New York (USA) | 7.56 | 74 | 68.69 |
| 6 | Cass Business School, City University London, United Kingdom | 7.84 | 36 | 29.4 |
| 7 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 8.96 | 48 | 33.98 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 10 | 10 | 9.5 |
| 8 | Henley Business School, University of Reading Reading, United Kingdom | 10 | 28 | 24.88 |
| 9 | Warwick Business School, University of Warwick Coventry, United Kingdom | 10.13 | 20 | 16.6 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 10.62 | 55 | 41.12 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 11.1 | 1 | 0.71 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 13.19 | 13 | 10.37 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 13.29 | 57 | 52.49 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 15.55 | 5 | 3.51 |
| 11 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 16.29 | 13 | 11.66 |
| 12 | Toulouse School of Economics (TSE) Toulouse, France | 16.87 | 146 | 120.37 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 19.03 | 39 | 24.94 |
| 13 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 19.97 | 29 | 23.84 |
| 14 | Department of Economics, Oxford University Oxford, United Kingdom | 21.12 | 161 | 126.4 |
| 15 | IESE Business School, Universidad de Navarra Pamplona, Spain | 22.58 | 18 | 11.53 |
| 16 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 28.4 | 52 | 47.68 |
| 17 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 28.69 | 22 | 19.6 |
| 18 | Business School, University of Technology Sydney Sydney, Australia | 29.83 | 76 | 72.19 |
| 19 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 30.24 | 63 | 49.24 |
| 20 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 30.94 | 26 | 21.64 |
| 21 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 31.52 | 11 | 11 |
| 22 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 31.97 | 77 | 57.18 |
| 23 | Norges Bank Oslo, Norway | 32.91 | 28 | 21.18 |
| 24 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 32.99 | 40 | 34.55 |
| 25 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 34.03 | 40 | 27.22 |
| 26 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 35.5 | 35 | 33.86 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 36.16 | 4 | 3.79 |
| 27 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 36.16 | 13 | 11.31 |
| 28 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 36.4 | 473 | 60.89 |
| 29 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 38.93 | 18 | 14.58 |
| 30 | Economics Department, Michigan State University East Lansing, Michigan (USA) | 39.06 | 38 | 32.76 |
| 31 | School of Business and Economics, Maastricht University Maastricht, Netherlands | 39.98 | 105 | 78.2 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 40.09 | 35 | 20.44 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 41.69 | 43 | 41.38 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 41.84 | 47 | 39.54 |
| 32 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 41.84 | 51 | 42.82 |
| 33 | Department of Economics, University of California-Irvine Irvine, California (USA) | 43.2 | 29 | 26.53 |
| --- | Finance & Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 43.46 | 25 | 20.85 |
| 34 | Graduate School of Business, Columbia University New York City, New York (USA) | 43.46 | 41 | 32.43 |
| 35 | Bangor Business School, Bangor University Bangor, United Kingdom | 44.27 | 34 | 31.15 |
| 36 | Université Paris-Dauphine (Paris IX) Paris, France | 45.25 | 96 | 78.21 |
| 37 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 46.1 | 2 | 1.46 |
| 38 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 49.9 | 35 | 30.54 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 50.02 | 6 | 2.53 |
| 39 | Graduate School of Business, Stanford University Stanford, California (USA) | 50.74 | 33 | 29.61 |
| 40 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 51.9 | 30 | 22.18 |
| 41 | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium | 51.98 | 147 | 108.94 |
| 42 | Department of Economics, University of Toronto Toronto, Canada | 52.28 | 57 | 49.78 |
| 43 | Bank for International Settlements (BIS) Basel, Switzerland | 54.73 | 44 | 37.76 |
| 44 | London School of Economics (LSE) London, United Kingdom | 56.7 | 250 | 175.83 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 56.85 | 10 | 9.59 |
| --- | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium | 58.88 | 60 | 43.41 |
| 45 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 59.1 | 16 | 14.02 |
| --- | Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands | 59.75 | 9 | 7.39 |
| --- | Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 60.86 | 24 | 14.59 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 61.31 | 31 | 30.88 |
| 46 | Faculty of Economics, University of Tokyo Tokyo, Japan | 61.48 | 28 | 25.41 |
| 47 | Department of Economics, Simon Fraser University Burnaby, Canada | 61.5 | 38 | 35.16 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 61.76 | 15 | 11.57 |
| 48 | Saïd Business School, Oxford University Oxford, United Kingdom | 63.38 | 30 | 19.94 |
| 49 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 63.95 | 32 | 30.91 |
| 50 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 64.67 | 45 | 35.79 |
| 51 | Department of Economics, European University Institute Firenze, Italy | 65.26 | 35 | 23.85 |
| 52 | PBC School of Finance, Tsinghua University Beijing, China | 66.41 | 1 | 1 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 68.54 | 8 | 6.8 |
| 53 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover Hannover, Germany | 68.72 | 35 | 31.37 |
| 54 | Rotman School of Management, University of Toronto Toronto, Canada | 68.99 | 32 | 27.04 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 68.99 | 5 | 4.7 |
| 55 | School of Economics and Political Science, Universität St. Gallen Sankt Gallen, Switzerland | 70.51 | 57 | 44.95 |
| 56 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 70.76 | 52 | 40.54 |
| 57 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 70.78 | 19 | 13.84 |
| 58 | Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA) | 71.15 | 20 | 9.39 |
| 59 | Faculteit Economie en Bedrijfswetenschappen, Katholieke Universiteit Leuven Leuven, Belgium | 71.39 | 113 | 78.04 |
| 60 | Bank of Canada Ottawa, Canada | 71.6 | 73 | 68.75 |
| 61 | Department of Economics and Related Studies, University of York York, United Kingdom | 73.67 | 80 | 71.2 |
| 62 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 73.86 | 38 | 32.75 |
| --- | Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 73.86 | 7 | 6.13 |
| 63 | European Central Bank Frankfurt am Main, Germany | 76.12 | 150 | 127.07 |
This ranking is based on registered authors only, and only those who are classified within
. Authors can register at the
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 1.57 |
| 2 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 2.78 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.76 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.4 |
| 5 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 5.79 |
| 6 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 6.42 |
| 7 | Neil Shephard Department of Economics, Oxford University, Oxford, United Kingdom | 8.21 |
| 8 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 8.7 |
| 9 | Nikolaus Hautsch Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin, Berlin, Germany | 11.97 |
| 10 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 12.65 |
| 11 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 13.2 |
| 12 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 13.45 |
| 13 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 15.9 |
| 14 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 16.4 |
| 15 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 17 |
| 16 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 17.66 |
| 17 | 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) | 18.38 |
| 18 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 18.4 |
| 19 | Lajos Horvath | 18.8 |
| 20 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 21.51 |
| 21 | Hans Degryse Faculteit Economie en Bedrijfswetenschappen, Katholieke Universiteit Leuven, Leuven, Belgium | 21.79 |
| 22 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 21.97 |
| 23 | Owain ap Gwilym Bangor Business School, Bangor University, Bangor, United Kingdom | 22.2 |
| 24 | 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) | 22.37 |
| 25 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 23.02 |
| 26 | Colin Carter Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA) | 23.11 |
| 27 | Hao Zhou PBC School of Finance, Tsinghua University, Beijing, China | 25.69 |
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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