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 332 authors affiliated with 711 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 | Department of Economics, Duke University Durham, North Carolina (USA) | 1.19 | 44 | 34.88 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 2.12 | 36 | 31.74 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.2 | 12 | 10.51 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.9 | 52 | 46.78 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.9 | 117 | 84.3 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.99 | 57 | 29.84 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.16 | 22 | 20.46 |
| 6 | Cass Business School, City University London, United Kingdom | 8.21 | 38 | 32.19 |
| 7 | Federal Reserve Bank of New York New York City, New York (USA) | 9.01 | 74 | 69.39 |
| 8 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 9.59 | 49 | 36.27 |
| 9 | Henley Business School, University of Reading Reading, United Kingdom | 9.89 | 27 | 24.96 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 9.89 | 9 | 9 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 11.47 | 1 | 0.71 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 13.2 | 54 | 41.65 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 13.89 | 67 | 54.7 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 13.97 | 14 | 10.78 |
| 12 | Toulouse School of Economics (TSE) Toulouse, France | 14.22 | 149 | 126.18 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 14.53 | 57 | 52.2 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 14.85 | 5 | 3.51 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 17.83 | 39 | 26.53 |
| 13 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 18.88 | 14 | 12.82 |
| 14 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 23.24 | 55 | 49.64 |
| 15 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 23.58 | 481 | 76.84 |
| 16 | IESE Business School, Universidad de Navarra Barcelona, Spain | 24.3 | 17 | 12.57 |
| 17 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 26.31 | 40 | 35.51 |
| 18 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 26.6 | 29 | 25.06 |
| 19 | Business School, University of Technology Sydney Sydney, Australia | 26.94 | 78 | 73 |
| 20 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 27.06 | 28 | 23.76 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 31.39 | 3 | 3 |
| 21 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 31.39 | 13 | 11.52 |
| 22 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 31.41 | 24 | 21.14 |
| 23 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 32.93 | 45 | 40.19 |
| 24 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 33.68 | 13 | 12.5 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 36.73 | 43 | 41.32 |
| 25 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 37.57 | 42 | 28.34 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 38.23 | 45 | 38.3 |
| 26 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 38.23 | 53 | 45.58 |
| 27 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 40.39 | 36 | 34.8 |
| 28 | Department of Economics, University of California-Irvine Irvine, California (USA) | 40.47 | 30 | 27.53 |
| 29 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 42.45 | 55 | 43.24 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 43.46 | 10 | 9.69 |
| 30 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 44.03 | 19 | 15 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 44.74 | 37 | 21.66 |
| 31 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 45.27 | 66 | 53.11 |
| 32 | Bank of Canada Ottawa, Canada | 46.72 | 79 | 76.56 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 46.95 | 5 | 4.9 |
| 33 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 47.4 | 56 | 51.45 |
| --- | Finance & Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 47.48 | 27 | 21.99 |
| 34 | Graduate School of Business, Columbia University New York City, New York (USA) | 47.48 | 43 | 32.45 |
| 35 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 49.58 | 70 | 49.9 |
| 36 | European Central Bank Frankfurt am Main, Germany | 49.59 | 155 | 134.31 |
| 37 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 50.6 | 82 | 66.13 |
| 38 | School of Economics and Finance, Queen Mary London, United Kingdom | 51.53 | 42 | 34.78 |
| 39 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 52.11 | 101 | 68.32 |
| 40 | Department of Economics, Central European University Budapest, Hungary | 53.23 | 31 | 19.17 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 53.73 | 6 | 2.51 |
| 41 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 55.89 | 24 | 18.97 |
| 42 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 56.03 | 36 | 32.46 |
| 43 | Graduate School of Business, Stanford University Stanford, California (USA) | 56.19 | 32 | 29.39 |
| 44 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 56.51 | 3 | 2.44 |
| 45 | Department of Economics, University of Toronto Toronto, Canada | 58.04 | 58 | 50.93 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 58.06 | 71 | 59.78 |
| 46 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 59.65 | 68 | 54.95 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 61.82 | 5 | 4.76 |
| 47 | Rotman School of Management, University of Toronto Toronto, Canada | 61.82 | 34 | 28.31 |
| 48 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 63.75 | 17 | 15.12 |
| 49 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 64.42 | 280 | 31.42 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 67.59 | 9 | 7.8 |
| 50 | London School of Economics (LSE) London, United Kingdom | 68.31 | 263 | 185.77 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 69.36 | 17 | 12.97 |
| 51 | Saïd Business School, Oxford University Oxford, United Kingdom | 69.54 | 29 | 18.52 |
| 52 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 69.72 | 124 | 117.66 |
| 53 | Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) Praha, Czech Republic | 70.47 | 79 | 54.62 |
| 54 | Université Paris-Dauphine (Paris IX) Paris, France | 71.12 | 111 | 84.57 |
| 55 | Bangor Business School, Bangor University Bangor, United Kingdom | 71.29 | 35 | 31.49 |
| 56 | Department of Economics, Simon Fraser University Burnaby, Canada | 72.56 | 38 | 36.37 |
| 57 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 73.3 | 44 | 35.42 |
| 58 | School of Economics and Political Science, Universität St. Gallen Sankt Gallen, Switzerland | 74.1 | 61 | 50.59 |
| 59 | PBC School of Finance, Tsinghua University Beijing, China | 74.33 | 1 | 1 |
| 60 | Tinbergen Instituut Amsterdam, Netherlands | 77.11 | 144 | 39.5 |
| 61 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 78.04 | 42 | 40.83 |
| 62 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 78.18 | 21 | 16.23 |
| 63 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover Hannover, Germany | 78.79 | 45 | 40.9 |
| 64 | BI Handelshøyskolen Oslo, Norway | 82.71 | 30 | 24.63 |
| 64 | Department of Economics, European University Institute Firenze, Italy | 82.71 | 35 | 23.65 |
| 66 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 83.22 | 21 | 19.76 |
| 67 | Bank for International Settlements (BIS) Basel, Switzerland | 83.44 | 43 | 39.4 |
| 68 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 83.62 | 40 | 30.46 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 84.14 | 9 | 8.9 |
| 69 | Norges Bank Oslo, Norway | 84.37 | 29 | 22.08 |
| 70 | Department of Economics and Related Studies, University of York York, United Kingdom | 84.69 | 80 | 71.46 |
| 71 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 86.19 | 5 | 4.25 |
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) | 1.83 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.86 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.32 |
| 4 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 3.85 |
| 5 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.9 |
| 6 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 7.55 |
| 7 | 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 | 9.31 |
| 8 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 10.39 |
| 9 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 12.65 |
| 10 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 13.12 |
| 11 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 13.94 |
| 12 | Takatoshi Ito National Graduate Institute for Policy Studies (GRIPS), Tokyo, Japan | 14.71 |
| 13 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 14.72 |
| 14 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 14.79 |
| 15 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 14.9 |
| 16 | Lajos Horvath | 14.94 |
| 17 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 14.95 |
| 18 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 16.47 |
| 19 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 17.98 |
| 20 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 20.87 |
| 21 | 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) | 20.92 |
| 22 | 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) | 23.46 |
| 23 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 24.35 |
| 24 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 24.82 |
| 25 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 25.16 |
| 26 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 26.43 |
| 27 | Rosario Nunzio Mantegna Department of Economics, Central European University, Budapest, Hungary | 26.52 |
| 28 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 27.47 |
| 29 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 27.57 |
| 30 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 28.85 |
| 31 | Colin Carter Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA) | 30.03 |
| 32 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 30.22 |
| 33 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 31.87 |
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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