For Market Microstructure, these are 423 authors affiliated with 847 institutions.
| Rank | Institution | Score | Authors | Author shares |
|---|
| 1 | Department of Economics, Duke University Durham, North Carolina (USA) | 1.19 | 46 | 0.94 |
| 2 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.97 | 58 | 0.6 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.41 | 18 | 0.85 |
| 3 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.41 | 44 | 0.85 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.47 | 123 | 3.55 |
| 5 | Federal Reserve Bank of New York New York City, New York (USA) | 5.57 | 82 | 3.48 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.61 | 57 | 3.51 |
| 6 | Cass Business School, City University London, United Kingdom | 6.32 | 38 | 3.35 |
| 7 | Warwick Business School, University of Warwick Coventry, United Kingdom | 8.98 | 27 | 1.29 |
| 8 | Toulouse School of Economics (TSE) Toulouse, France | 11.12 | 166 | 2.21 |
| 9 | Department of Economics, New York University (NYU) New York City, New York (USA) | 12.38 | 55 | 0.41 |
| 10 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 14 | 48 | 0.51 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.13 | 18 | 0.25 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 15.84 | 62 | 1.18 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 16.56 | 70 | 0.28 |
| 12 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.2 | 12 | 0.54 |
| 13 | IESE Business School, Universidad de Navarra Barcelona, Spain | 19.64 | 15 | 0.2 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 19.65 | 3 | 0.08 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 19.92 | 5 | 0.44 |
| 14 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 20.67 | 492 | 0.32 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 21.64 | 9 | 0.89 |
| 15 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 21.64 | 29 | 0.89 |
| 16 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 22.22 | 59 | 0.75 |
| 17 | Graduate School of Business, Stanford University Stanford, California (USA) | 23.13 | 35 | 0.64 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 23.19 | 27 | 1.32 |
| 18 | Bank for International Settlements (BIS) Basel, Switzerland | 23.81 | 68 | 0.95 |
| 19 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 25.38 | 20 | 0.67 |
| 20 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 31.42 | 24 | 1.03 |
| 21 | Università Commerciale Luigi Bocconi Milano, Italy | 32.07 | 150 | 1.4 |
| 22 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 32.25 | 55 | 1.99 |
| 23 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 32.37 | 35 | 1.16 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 32.73 | 43 | 3.5 |
| 24 | Business School, University of Technology Sydney Sydney, Australia | 32.73 | 83 | 3.5 |
| 25 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 36.11 | 37 | 0.11 |
| 26 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 38.7 | 35 | 2.41 |
| 27 | London School of Economics (LSE) London, United Kingdom | 39.26 | 300 | 0.49 |
| 28 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 39.4 | 32 | 0.86 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 42.33 | 12 | 1.47 |
| 29 | Henley Business School, University of Reading Reading, United Kingdom | 42.33 | 29 | 1.47 |
| 30 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 42.86 | 11 | 0.66 |
| 31 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 43.39 | 73 | 1.15 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 43.67 | 5 | 0.1 |
| 32 | European Central Bank Frankfurt am Main, Germany | 44.05 | 186 | 2 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 44.06 | 21 | 2.17 |
| 33 | Department of Economics, University of California-Irvine Irvine, California (USA) | 44.96 | 38 | 0.36 |
| 34 | Université Paris-Dauphine (Paris IX) Paris, France | 45.04 | 129 | 3.58 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 45.94 | 13 | 0.74 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 48.38 | 51 | 0.26 |
| 35 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 48.38 | 62 | 0.26 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 48.4 | 6 | 0.54 |
| 36 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 55.02 | 46 | 0.54 |
| 37 | New Economic School (NES) Moscow, Russia | 55.05 | 46 | 1.92 |
| 38 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 55.09 | 92 | 1.89 |
| 39 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 56.96 | 42 | 0.15 |
| 40 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 57.8 | 304 | 0.22 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 58.04 | 36 | 2.83 |
| 41 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 58.06 | 65 | 0.15 |
| 42 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 59.14 | 34 | 0.49 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 60.65 | 12 | 1.03 |
| 43 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 61.13 | 76 | 1.41 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 61.69 | 40 | 0.5 |
| 44 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 64.07 | 70 | 0.82 |
| 45 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 66.86 | 3 | 0.67 |
| 46 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 67.11 | 24 | 0.09 |
| 47 | School of Economics and Finance, Queen Mary University of London London, United Kingdom | 67.46 | 41 | 0.52 |
| 48 | Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA) | 68.24 | 19 | 0.18 |
| 49 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 70.12 | 164 | 0.8 |
| 50 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 70.59 | 42 | 0.35 |
| 51 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 71.02 | 52 | 0.39 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 72.47 | 29 | 0.16 |
| 52 | Graduate School of Business, Columbia University New York City, New York (USA) | 72.47 | 45 | 0.16 |
| 53 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 73.1 | 63 | 0.43 |
| 54 | Business School, Deakin University Melbourne, Australia | 74.42 | 57 | 0.87 |
| 55 | Department of Economics, University of Toronto Toronto, Canada | 74.47 | 63 | 1.57 |
| 56 | Tinbergen Instituut Amsterdam, Netherlands | 75.18 | 137 | 0.76 |
| 57 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 78.12 | 113 | 1.49 |
| 58 | Department of Economics, Simon Fraser University Burnaby, Canada | 78.95 | 43 | 1.43 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 80.45 | 19 | 1.51 |
| 59 | BI Handelshøyskolen Oslo, Norway | 80.45 | 43 | 1.51 |
| 60 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 80.53 | 151 | 0.38 |
| 61 | Rotman School of Management, University of Toronto Toronto, Canada | 80.69 | 40 | 0.32 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 80.69 | 8 | 0.32 |
| 62 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 81.89 | 18 | 1.75 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 86.52 | 97 | 1.42 |
| 63 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 87.32 | 72 | 0.68 |
| 64 | PBC School of Finance, Tsinghua University Beijing, China | 88.13 | 6 | 0.21 |
| 65 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 88.77 | 109 | 1.88 |
| 66 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 88.93 | 96 | 2.22 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 89.64 | 27 | 1.35 |
| 67 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 91.25 | 30 | 0.7 |
| 68 | Graduate School of Management, Macquarie University Sydney, Australia | 91.79 | 5 | 1 |
| 69 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 93.08 | 31 | 0.18 |
| 70 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 97 | 97 | 0.46 |
| 71 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 98.12 | 8 | 0.26 |
| 72 | Norges Bank Oslo, Norway | 103.08 | 32 | 0.83 |
| 73 | Schulich School of Business, York University Toronto, Canada | 105.13 | 8 | 0.15 |
| 74 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 109.31 | 37 | 0.11 |
| --- | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 109.9 | 16 | 0.72 |
| 75 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 110.21 | 47 | 0.87 |
| 76 | Bank of England London, United Kingdom | 110.31 | 180 | 3.4 |
| 77 | Monash Business School, Monash University Melbourne, Australia | 110.47 | 137 | 0.56 |
| 78 | Singapore Management University Singapore, Singapore | 111.43 | 39 | 0.09 |
| 79 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 112.51 | 52 | 2.13 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 113.03 | 32 | 0.09 |
| 80 | Bank of Canada Ottawa, Canada | 114.02 | 117 | 2.09 |
| 81 | Department of Economics and Related Studies, University of York York, United Kingdom | 116.64 | 84 | 0.07 |
| 82 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 116.96 | 55 | 2.13 |
| 83 | Department of Economics, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 117.34 | 46 | 0.14 |
| 84 | College of Business and Economics, West Virginia University Morgantown, West Virginia (USA) | 118.09 | 23 | 0.68 |
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 2.08 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.68 |
| 3 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.16 |
| 4 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 4.19 |
| 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 | 5.21 |
| 6 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 9.2 |
| 7 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 9.27 |
| 8 | Ser-Huang Poon | 11.47 |
| 9 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 11.83 |
| 10 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 12.27 |
| 11 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 12.57 |
| 12 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 13.64 |
| 13 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 14.5 |
| 14 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 15.42 |
| 15 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 15.53 |
| 16 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 16.58 |
| 17 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 17.08 |
| 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 | 18.45 |
| 19 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 20.1 |
| 20 | Caroline Fohlin Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA) | 20.97 |
| 21 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 21.87 |
| 22 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 22.87 |
| 23 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 24.83 |
| 24 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 26.53 |
| 25 | 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) | 27.01 |
| 26 | 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) | 27.61 |
| 27 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 28.05 |
| 28 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 29.31 |
| 29 | Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA) | 29.93 |
| 30 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 32.1 |
| 31 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 32.23 |
| 32 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 32.67 |
| 33 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 32.85 |
| 34 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 34.32 |
| 35 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 34.93 |
| 36 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 36.63 |
| 37 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 36.81 |
| 38 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 37.38 |
| 39 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 37.5 |
| 40 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 37.86 |
| 41 | Michael James Aitken Graduate School of Management, Macquarie University, Sydney, Australia | 42.06 |
| 42 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 43.1 |
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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