For Market Microstructure, these are 423 authors affiliated with 838 institutions.
| Rank | Institution | Score | Authors | Author shares |
|---|
| 1 | Department of Economics, Duke University Durham, North Carolina (USA) | 1.18 | 47 | 0.94 |
| 2 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.81 | 57 | 0.61 |
| 3 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.54 | 42 | 0.84 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.54 | 17 | 0.84 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.7 | 123 | 3.56 |
| 5 | Federal Reserve Bank of New York New York City, New York (USA) | 5.58 | 83 | 3.48 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.84 | 57 | 3.52 |
| 6 | Cass Business School, City University London, United Kingdom | 6.53 | 38 | 3.35 |
| 7 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.65 | 26 | 1.29 |
| 8 | Department of Economics, New York University (NYU) New York City, New York (USA) | 11.57 | 55 | 0.42 |
| 9 | Toulouse School of Economics (TSE) Toulouse, France | 12.32 | 166 | 2.2 |
| 10 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 12.85 | 48 | 0.52 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.57 | 17 | 0.25 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 16.71 | 70 | 0.28 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 16.76 | 63 | 1.18 |
| 12 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.21 | 12 | 0.54 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 19 | 3 | 0.08 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 19.39 | 5 | 0.44 |
| 13 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 20.08 | 59 | 0.76 |
| 14 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 20.35 | 493 | 0.32 |
| 15 | IESE Business School, Universidad de Navarra Barcelona, Spain | 21.75 | 15 | 0.18 |
| 16 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 21.86 | 29 | 0.81 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 21.86 | 9 | 0.81 |
| 17 | Graduate School of Business, Stanford University Stanford, California (USA) | 23.11 | 35 | 0.61 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 24.32 | 27 | 1.3 |
| 18 | Bank for International Settlements (BIS) Basel, Switzerland | 24.44 | 64 | 0.96 |
| 19 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 25.3 | 20 | 0.67 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 29.33 | 43 | 3.5 |
| 20 | Business School, University of Technology Sydney Sydney, Australia | 29.33 | 83 | 3.5 |
| 21 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 30.65 | 55 | 1.99 |
| 22 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 31.07 | 35 | 1.16 |
| 23 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 32.03 | 24 | 1.03 |
| 24 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 35.25 | 39 | 0.11 |
| 25 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 38.86 | 35 | 2.41 |
| 26 | London School of Economics (LSE) London, United Kingdom | 39.23 | 298 | 0.48 |
| 27 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 39.82 | 46 | 0.54 |
| 28 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 40.22 | 32 | 0.86 |
| 29 | Henley Business School, University of Reading Reading, United Kingdom | 41.6 | 30 | 1.47 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 41.6 | 12 | 1.47 |
| 30 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 42.32 | 72 | 1.2 |
| 31 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 42.77 | 11 | 0.66 |
| 32 | European Central Bank Frankfurt am Main, Germany | 43.72 | 184 | 2.01 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 43.96 | 40 | 0.5 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 44.71 | 22 | 2.16 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 46.48 | 12 | 0.74 |
| 33 | Department of Economics, University of California-Irvine Irvine, California (USA) | 47.42 | 36 | 0.36 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 48.17 | 6 | 0.54 |
| 34 | Université Paris-Dauphine (Paris IX) Paris, France | 48.22 | 130 | 3.58 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 48.65 | 5 | 0.09 |
| 35 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 49.92 | 61 | 0.26 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 49.92 | 48 | 0.26 |
| 36 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 54.76 | 90 | 1.9 |
| 36 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 54.76 | 303 | 0.22 |
| 38 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 55.67 | 42 | 0.15 |
| 39 | New Economic School (NES) Moscow, Russia | 55.95 | 46 | 1.92 |
| 40 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 57.79 | 64 | 0.15 |
| 41 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 58.54 | 34 | 0.49 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 58.8 | 12 | 1.03 |
| 42 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 62.29 | 74 | 1.41 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 62.37 | 36 | 2.83 |
| 43 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 64.64 | 70 | 0.82 |
| 44 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 66.71 | 161 | 0.89 |
| 45 | Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA) | 67.43 | 19 | 0.18 |
| 46 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 67.47 | 24 | 0.09 |
| 47 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 69.61 | 42 | 0.35 |
| 48 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 70.36 | 3 | 0.67 |
| 49 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 70.58 | 52 | 0.39 |
| 50 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 70.89 | 63 | 0.43 |
| 51 | School of Economics and Finance, Queen Mary University of London London, United Kingdom | 71.73 | 41 | 0.52 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 72.09 | 29 | 0.16 |
| 52 | Graduate School of Business, Columbia University New York City, New York (USA) | 72.09 | 44 | 0.16 |
| 53 | Department of Economics, University of Toronto Toronto, Canada | 74.02 | 63 | 1.58 |
| 54 | Tinbergen Instituut Amsterdam, Netherlands | 74.43 | 138 | 0.76 |
| 55 | Business School, Deakin University Melbourne, Australia | 75.71 | 56 | 0.87 |
| 56 | Norges Bank Oslo, Norway | 76.27 | 33 | 1.1 |
| 57 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 77.07 | 111 | 1.49 |
| 58 | Department of Economics, Simon Fraser University Burnaby, Canada | 78.83 | 43 | 1.43 |
| 59 | Rotman School of Management, University of Toronto Toronto, Canada | 79.04 | 39 | 0.32 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 79.04 | 8 | 0.32 |
| 60 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 81.63 | 19 | 1.75 |
| 61 | Bank of Canada Ottawa, Canada | 82.18 | 118 | 2.45 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 82.22 | 19 | 1.51 |
| 62 | BI Handelshøyskolen Oslo, Norway | 82.22 | 42 | 1.51 |
| 63 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 84.76 | 151 | 0.37 |
| 64 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 86.06 | 30 | 0.71 |
| 65 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 86.1 | 71 | 0.75 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 86.55 | 94 | 1.42 |
| 66 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 87.72 | 95 | 2.22 |
| 67 | PBC School of Finance, Tsinghua University Beijing, China | 88.22 | 5 | 0.21 |
| 68 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 89.28 | 110 | 1.88 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 89.98 | 27 | 1.35 |
| 69 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 90.56 | 31 | 0.18 |
| 70 | Graduate School of Management, Macquarie University Sydney, Australia | 91.75 | 5 | 1 |
| 71 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 95.7 | 8 | 0.28 |
| 72 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 96.34 | 97 | 0.46 |
| 73 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 99.45 | 52 | 2.13 |
| 74 | Schulich School of Business, York University Toronto, Canada | 101.02 | 8 | 0.15 |
| 75 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 103.54 | 47 | 0.87 |
| 76 | Bank of England London, United Kingdom | 105.48 | 176 | 3.4 |
| 77 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 107.77 | 37 | 0.11 |
| 78 | Monash Business School, Monash University Melbourne, Australia | 108.44 | 138 | 0.56 |
| 79 | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 109.41 | 17 | 0.72 |
| 80 | Singapore Management University Singapore, Singapore | 109.67 | 37 | 0.09 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 111.62 | 30 | 0.09 |
| 81 | Department of Economics and Related Studies, University of York York, United Kingdom | 112.88 | 84 | 0.07 |
| 82 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 118.25 | 54 | 2.13 |
| 83 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 118.86 | 43 | 0.68 |
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 2.03 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.72 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.32 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 5.08 |
| 5 | 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 | 6.15 |
| 6 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 8.54 |
| 7 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 8.97 |
| 8 | Ser-Huang Poon | 11.59 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 12.25 |
| 10 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 12.95 |
| 11 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 13.38 |
| 12 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 13.44 |
| 13 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 15.25 |
| 14 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 16.09 |
| 15 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 16.5 |
| 16 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 17.07 |
| 17 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 17.69 |
| 18 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 18.11 |
| 19 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 18.5 |
| 20 | Caroline Fohlin Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA) | 19.39 |
| 21 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 21.9 |
| 22 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 22.51 |
| 23 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 24.02 |
| 24 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 26.27 |
| 25 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 26.49 |
| 26 | 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) | 28.31 |
| 27 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 28.78 |
| 28 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 29.42 |
| 29 | 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) | 29.84 |
| 30 | Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA) | 30.04 |
| 31 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 33.32 |
| 32 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 34.01 |
| 33 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 34.75 |
| 34 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 34.88 |
| 35 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 35.38 |
| 36 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 35.85 |
| 37 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 36.07 |
| 38 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 37.02 |
| 39 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 37.29 |
| 40 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 37.98 |
| 41 | Rosario Nunzio Mantegna | 41.79 |
| 42 | Dick van Dijk Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam, Rotterdam, Netherlands | 42.32 |
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.
Printed from https://ideas.repec.org/top/old/1702/top.mst.html
