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
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For Market Microstructure, these are 292 authors affiliated with 648 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) | 1.48 | 40 | 35.21 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 2.56 | 15 | 13.06 |
| 2 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.09 | 47 | 42.35 |
| 3 | Department of Economics, Duke University Durham, North Carolina (USA) | 3.21 | 42 | 33.49 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.74 | 117 | 84.56 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.78 | 56 | 28.98 |
| 5 | Federal Reserve Bank of New York New York City, New York (USA) | 7.87 | 74 | 68.69 |
| 6 | Cass Business School, City University London, United Kingdom | 8.28 | 36 | 29.75 |
| 7 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 9.48 | 48 | 33.88 |
| 8 | Henley Business School, University of Reading Reading, United Kingdom | 10.17 | 28 | 25.63 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 10.17 | 10 | 9.5 |
| 9 | Department of Economics, New York University (NYU) New York City, New York (USA) | 10.37 | 53 | 38.97 |
| 10 | Warwick Business School, University of Warwick Coventry, United Kingdom | 10.99 | 20 | 17.2 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 11.08 | 1 | 0.71 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 11.4 | 62 | 49.19 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 13.46 | 13 | 10.37 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 13.79 | 57 | 52.49 |
| 12 | Toulouse School of Economics (TSE) Toulouse, France | 15.8 | 146 | 121.84 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 16.04 | 5 | 3.51 |
| 13 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 16.08 | 13 | 11.66 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 17.67 | 39 | 25.05 |
| 14 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 20.25 | 29 | 23.84 |
| 15 | IESE Business School, Universidad de Navarra Pamplona, Spain | 23.92 | 18 | 11.54 |
| 16 | Business School, University of Technology Sydney Sydney, Australia | 25.57 | 77 | 73.1 |
| 17 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 28.37 | 40 | 34.36 |
| 18 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 29 | 27 | 23.14 |
| 19 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 29.27 | 52 | 47.69 |
| 20 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 29.87 | 78 | 57.27 |
| 21 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 31.05 | 11 | 11 |
| 22 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 31.45 | 22 | 19.6 |
| 23 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 33.41 | 41 | 27.8 |
| 24 | Norges Bank Oslo, Norway | 33.65 | 28 | 21.19 |
| 25 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 35.24 | 477 | 61.4 |
| 26 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 36.69 | 34 | 32.86 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 38.16 | 44 | 42.3 |
| 27 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 38.48 | 18 | 14.56 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 39.26 | 36 | 21.32 |
| 28 | Economics Department, Michigan State University East Lansing, Michigan (USA) | 39.91 | 38 | 32.82 |
| 29 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 39.94 | 13 | 11.31 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 39.94 | 4 | 3.79 |
| 30 | Graduate School of Business, Columbia University New York City, New York (USA) | 41.85 | 41 | 32.43 |
| --- | Finance & Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 41.85 | 25 | 20.86 |
| 31 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 42.25 | 49 | 40.86 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 42.25 | 45 | 37.57 |
| 32 | Department of Economics, University of California-Irvine Irvine, California (USA) | 43.23 | 28 | 25.55 |
| 33 | Bangor Business School, Bangor University Bangor, United Kingdom | 44.8 | 33 | 30.15 |
| 34 | Université Paris-Dauphine (Paris IX) Paris, France | 45.55 | 99 | 79.87 |
| 35 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 45.81 | 2 | 1.46 |
| 36 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 48.42 | 35 | 30.54 |
| 37 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 49.6 | 29 | 21.29 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 50.11 | 6 | 2.53 |
| 38 | Graduate School of Business, Stanford University Stanford, California (USA) | 50.16 | 32 | 29.29 |
| 39 | Department of Economics, University of Toronto Toronto, Canada | 50.48 | 57 | 50.49 |
| 40 | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium | 51.16 | 150 | 111.76 |
| 41 | Bank for International Settlements (BIS) Basel, Switzerland | 55.15 | 45 | 38.76 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 55.27 | 10 | 9.59 |
| 42 | London School of Economics (LSE) London, United Kingdom | 55.79 | 250 | 174.32 |
| --- | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium | 57.74 | 62 | 44.89 |
| 43 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 58.01 | 17 | 15 |
| --- | Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 58.05 | 23 | 13.63 |
| 44 | School of Business and Economics, Maastricht University Maastricht, Netherlands | 60.65 | 106 | 77.52 |
| 45 | Faculty of Economics, University of Tokyo Tokyo, Japan | 60.69 | 28 | 25.41 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 61.15 | 15 | 11.58 |
| 46 | Department of Economics, Simon Fraser University Burnaby, Canada | 61.35 | 37 | 35.15 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 61.84 | 32 | 31.16 |
| 47 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 63 | 44 | 35.07 |
| 48 | Saïd Business School, Oxford University Oxford, United Kingdom | 63.37 | 29 | 19 |
| 49 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 63.99 | 70 | 57.18 |
| 50 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 65.09 | 37 | 35.86 |
| 51 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover Hannover, Germany | 65.36 | 35 | 31.37 |
| 52 | PBC School of Finance, Tsinghua University Beijing, China | 65.53 | 1 | 1 |
| 53 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 67.66 | 52 | 40.48 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 68.43 | 5 | 4.71 |
| 54 | Rotman School of Management, University of Toronto Toronto, Canada | 68.43 | 31 | 26.15 |
| 55 | School of Economics and Political Science, Universität St. Gallen Sankt Gallen, Switzerland | 68.65 | 61 | 48.83 |
| 56 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 69.74 | 19 | 13.84 |
| 57 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 69.87 | 38 | 32.62 |
| --- | Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 69.87 | 7 | 6.14 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 70.35 | 8 | 6.8 |
| 58 | Department of Economics, Central European University Budapest, Hungary | 70.4 | 30 | 18.85 |
| 59 | Bank of Canada Ottawa, Canada | 71.44 | 73 | 68.74 |
| 60 | Department of Economics, European University Institute Firenze, Italy | 71.95 | 35 | 23.84 |
| 61 | Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA) | 72.89 | 20 | 9.39 |
| 62 | Department of Economics and Related Studies, University of York York, United Kingdom | 73.82 | 81 | 72.2 |
| 63 | European Central Bank Frankfurt am Main, Germany | 77.99 | 151 | 129.01 |
| 64 | Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium | 79.37 | 111 | 76.09 |
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) | 2.96 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.88 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.85 |
| 5 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 6.3 |
| 6 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 7.45 |
| 7 | Xavier Vives IESE Business School, Universidad de Navarra, Pamplona, Spain
Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona, Spain | 8.12 |
| 8 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 8.13 |
| 9 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA) | 10.31 |
| 10 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 10.32 |
| 11 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 12.66 |
| 12 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 12.77 |
| 13 | Nikolaus Hautsch Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin, Berlin, Germany | 13.41 |
| 14 | Takatoshi Ito Faculty of Economics, University of Tokyo, Tokyo, Japan | 13.52 |
| 15 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 16.46 |
| 16 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 18.94 |
| 17 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 19.4 |
| 18 | Lajos Horvath | 20.36 |
| 19 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 20.89 |
| 20 | 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) | 20.98 |
| 21 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 22.12 |
| 22 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 22.23 |
| 23 | Owain ap Gwilym Bangor Business School, Bangor University, Bangor, United Kingdom | 22.6 |
| 24 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 22.9 |
| 25 | Colin Carter Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA) | 25 |
| 26 | Marco Pagano Centro Studi di Economia e Finanza (CSEF), Napoli, Italy
Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy | 25.51 |
| 27 | 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) | 25.76 |
| 28 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 26.12 |
| 29 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 28.1 |
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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