This page shows one of the many rankings computed with RePEc data. They are based on data about authors who have registered with the
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For Market Microstructure, these are 312 authors affiliated with 677 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) | 1.41 | 37 | 32.54 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 2.53 | 13 | 11.32 |
| 2 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.08 | 50 | 44.61 |
| 3 | Department of Economics, Duke University Durham, North Carolina (USA) | 3.57 | 43 | 34.62 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.88 | 119 | 85.35 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.93 | 58 | 30.27 |
| 5 | Federal Reserve Bank of New York New York City, New York (USA) | 7.69 | 74 | 69.28 |
| 6 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 7.84 | 50 | 36.55 |
| 7 | Cass Business School, City University London, United Kingdom | 8.26 | 37 | 31.1 |
| 8 | Henley Business School, University of Reading Reading, United Kingdom | 9.68 | 27 | 24.96 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 9.68 | 9 | 9 |
| 9 | Warwick Business School, University of Warwick Coventry, United Kingdom | 10.7 | 20 | 18.47 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 11.35 | 56 | 41.76 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 11.42 | 1 | 0.71 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 11.95 | 68 | 54.51 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 14.01 | 57 | 52.09 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 14.1 | 13 | 9.79 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 14.66 | 5 | 3.51 |
| 12 | Toulouse School of Economics (TSE) Toulouse, France | 16.09 | 148 | 124.8 |
| 13 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 16.88 | 13 | 11.84 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 18.25 | 40 | 26.71 |
| 14 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 22.42 | 53 | 48.6 |
| 15 | IESE Business School, Universidad de Navarra Barcelona, Spain | 23.77 | 18 | 12.38 |
| 16 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 24.57 | 39 | 34.33 |
| 17 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 25.91 | 30 | 25.32 |
| 18 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 27.69 | 483 | 73.33 |
| 19 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 28.68 | 23 | 20.1 |
| 20 | Business School, University of Technology Sydney Sydney, Australia | 28.96 | 78 | 73.03 |
| 21 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 31 | 14 | 12.3 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 31 | 4 | 3.79 |
| 22 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 33.3 | 12 | 11.5 |
| 23 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 33.49 | 46 | 39.41 |
| 24 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 34.37 | 27 | 23.14 |
| 25 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 34.53 | 42 | 27.74 |
| 26 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 35.19 | 53 | 44.89 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 35.19 | 45 | 37.6 |
| 27 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 35.65 | 36 | 35.3 |
| 28 | Department of Economics, University of California-Irvine Irvine, California (USA) | 37.12 | 28 | 25.55 |
| 29 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 39.44 | 20 | 15.58 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 40.03 | 43 | 41.35 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 40.91 | 37 | 21.06 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 42.07 | 5 | 3.98 |
| --- | Finance & Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 44.09 | 27 | 21.55 |
| 30 | Graduate School of Business, Columbia University New York City, New York (USA) | 44.09 | 43 | 33.12 |
| 31 | Université Paris-Dauphine (Paris IX) Paris, France | 46.42 | 102 | 80.94 |
| 32 | School of Economics and Finance, Queen Mary London, United Kingdom | 46.58 | 43 | 36.16 |
| 33 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 48.83 | 3 | 2.44 |
| 34 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 49.9 | 33 | 30 |
| 35 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 50.56 | 24 | 18.97 |
| 36 | Bank of Canada Ottawa, Canada | 51.82 | 78 | 74.28 |
| 37 | Graduate School of Business, Stanford University Stanford, California (USA) | 51.95 | 32 | 29.29 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 52.48 | 6 | 2.51 |
| 38 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 52.56 | 55 | 48.84 |
| 39 | Department of Economics, University of Toronto Toronto, Canada | 54.93 | 58 | 50.84 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 57.98 | 5 | 4.75 |
| 40 | Rotman School of Management, University of Toronto Toronto, Canada | 57.98 | 34 | 28.29 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 58.1 | 10 | 9.69 |
| 41 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 58.14 | 78 | 61.35 |
| 42 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 60.29 | 17 | 14.99 |
| 43 | Faculty of Economics, University of Tokyo Tokyo, Japan | 63.32 | 28 | 25.42 |
| 44 | European Central Bank Frankfurt am Main, Germany | 65.07 | 152 | 132.29 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 65.34 | 32 | 31.25 |
| 45 | School of Economics and Political Science, Universität St. Gallen Sankt Gallen, Switzerland | 65.64 | 64 | 52.53 |
| 46 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 65.67 | 281 | 29.26 |
| 47 | London School of Economics (LSE) London, United Kingdom | 66.04 | 257 | 182.84 |
| 48 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 66.1 | 42 | 34.48 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 66.48 | 16 | 12.26 |
| 49 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 67.07 | 40 | 38.79 |
| 50 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 67.27 | 67 | 53.15 |
| 51 | Bank for International Settlements (BIS) Basel, Switzerland | 67.57 | 46 | 39.62 |
| 52 | Department of Economics, Simon Fraser University Burnaby, Canada | 67.58 | 38 | 35.61 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 68.43 | 64 | 53.7 |
| 53 | Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) Praha, Czech Republic | 68.96 | 69 | 44.48 |
| 54 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 69.74 | 68 | 55.2 |
| 55 | Saïd Business School, Oxford University Oxford, United Kingdom | 69.93 | 29 | 18.72 |
| 56 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 70.31 | 121 | 115.67 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 71.69 | 8 | 6.8 |
| 57 | BI Handelshøyskolen Oslo, Norway | 71.92 | 28 | 23.74 |
| 58 | Schulich School of Business, York University Toronto, Canada | 72.84 | 9 | 7.65 |
| 59 | PBC School of Finance, Tsinghua University Beijing, China | 73.01 | 1 | 1 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 73.38 | 8 | 8 |
| 60 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 74.66 | 21 | 15.92 |
| 61 | Department of Economics, Central European University Budapest, Hungary | 75 | 31 | 18.43 |
| 62 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 75.55 | 53 | 41.77 |
| 63 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover Hannover, Germany | 75.73 | 37 | 33.3 |
| 64 | Department of Economics, European University Institute Firenze, Italy | 76.52 | 39 | 27.53 |
| 65 | Department of Economics and Related Studies, University of York York, United Kingdom | 78.7 | 78 | 69.72 |
| 66 | Bangor Business School, Bangor University Bangor, United Kingdom | 79.91 | 34 | 30.99 |
| 67 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 80.55 | 5 | 3.63 |
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) | 1.56 |
| 2 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 2.84 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.83 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.42 |
| 5 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 6.3 |
| 6 | Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain
Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona, Spain | 8.11 |
| 7 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 8.24 |
| 8 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 10.41 |
| 9 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 11.26 |
| 10 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA) | 11.44 |
| 11 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 12.43 |
| 12 | Takatoshi Ito Faculty of Economics, University of Tokyo, Tokyo, Japan | 13.16 |
| 13 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 13.63 |
| 14 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 14.1 |
| 15 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 14.23 |
| 16 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 14.3 |
| 17 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 14.51 |
| 18 | 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) | 16.58 |
| 19 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 17.85 |
| 20 | Lajos Horvath | 20.37 |
| 21 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 21.34 |
| 22 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 22.74 |
| 23 | 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) | 23.61 |
| 24 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 24.06 |
| 25 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 24.28 |
| 26 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 25.81 |
| 27 | Colin Carter Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA) | 26.15 |
| 28 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 27.31 |
| 29 | Marco Pagano Centro Studi di Economia e Finanza (CSEF), Napoli, Italy
Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy | 28.1 |
| 30 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 28.23 |
| 31 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 28.46 |
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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