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 241 authors affiliated with 581 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 | Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA) | 1.12 | 20 | 9.28
|
| 2 | Economics Department, Yale University New Haven, Connecticut (USA) | 2.71 | 50 | 30.41
|
| 3 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.87 | 39 | 34.59
|
| (4) | Department of Economics, Business School, University of Auckland Auckland, New Zealand | 4.76 | 11 | 9.13
|
| 4 | Business School, University of Auckland Auckland, New Zealand | 4.76 | 16 | 13.65
|
| (5) | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 5.22 | 14 | 12.18
|
| 5 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Netherlands | 8.99 | 95 | 63.52
|
| 6 | Department of Economics, Duke University Durham, North Carolina (USA) | 9.64 | 43 | 32.37
|
| 7 | Department of Economics, European University Institute Firenze, Italy | 10.18 | 36 | 22.04
|
| 8 | Department of Economics, University of Nevada-Las Vegas Las Vegas, Nevada (USA) | 10.84 | 7 | 5.86
|
| 9 | Tinbergen Instituut Amsterdam, Netherlands | 10.91 | 144 | 27.68
|
| (10) | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 11.21 | 48 | 25.64
|
| 10 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 11.21 | 110 | 82.43
|
| 11 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 12.29 | 43 | 38
|
| 12 | Warwick Business School, University of Warwick Coventry, United Kingdom | 12.89 | 14 | 12.15
|
| (13) | Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Netherlands | 13.05 | 22 | 10.39
|
| 13 | Economics Division, University of Southampton Southampton, United Kingdom | 14.77 | 25 | 20.15
|
| 14 | Federal Reserve Bank of New York New York City, New York (USA) | 15.07 | 74 | 68.64
|
| 15 | Department of Economics, New York University (NYU) New York City, New York (USA) | 16.32 | 61 | 47.68
|
| (16) | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 18.71 | 60 | 56.49
|
| 16 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 19.25 | 49 | 37.06
|
| (17) | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 20.86 | 9 | 9
|
| 17 | Henley Business School, University of Reading Reading, United Kingdom | 20.86 | 26 | 23.46
|
| 18 | Faculty of Economic and Management Sciences, University of Pretoria Pretoria, South Africa | 21.88 | 20 | 16.22
|
| (18) | Department of Economics, Faculty of Economic and Management Sciences, University of Pretoria Pretoria, South Africa | 21.88 | 20 | 16.22
|
| (19) | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 23.38 | 5 | 4.75
|
| 19 | Cass Business School, City University London, United Kingdom | 23.64 | 35 | 28.04
|
| 20 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 24.7 | 13 | 11.64
|
| (21) | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 26.26 | 12 | 9.86
|
| 21 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 28.28 | 67 | 46.76
|
| (22) | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 28.59 | 1 | 0.71
|
| 22 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 29.98 | 28 | 24.1
|
| (23) | Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 34.66 | 19 | 10.61
|
| 23 | Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi Milano, Italy | 35.92 | 21 | 10.55
|
| (24) | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 36.37 | 44 | 17.87
|
| 24 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 39.27 | 35 | 22.84
|
| (24) | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 39.27 | 30 | 17.84
|
| 25 | Oxford-Man Institute of Quantitative Finance, Oxford University Oxford, United Kingdom | 40.28 | 10 | 6.39
|
| 26 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 41.34 | 10 | 10
|
| 27 | Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin Berlin, Germany | 41.83 | 20 | 7.45
|
| 28 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 43.7 | 25 | 21.59
|
| 29 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 43.89 | 40 | 33.83
|
| 30 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 43.94 | 59 | 44.28
|
| (31) | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 45.56 | 40 | 27.33
|
| 31 | Toulouse School of Economics (TSE) Toulouse, France | 45.56 | 137 | 115.03
|
| 32 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 46.19 | 104 | 96.01
|
| (33) | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 46.51 | 3 | 0.89
|
| 33 | Department of Economics, University of Toronto Toronto, Canada | 46.94 | 53 | 46.07
|
| 34 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 47.27 | 17 | 14.88
|
| 35 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 48.27 | 458 | 39.44
|
| 36 | Economics Department, Michigan State University East Lansing, Michigan (USA) | 50.54 | 39 | 34.26
|
| (37) | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 52.08 | 43 | 35.85
|
| 37 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 52.08 | 47 | 39.07
|
| 38 | Department of Economics, University of California-Irvine Irvine, California (USA) | 56.63 | 30 | 27.3
|
| 39 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 58.24 | 19 | 17.15
|
| 40 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 58.78 | 29 | 28.82
|
| (41) | Finance & Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 59.24 | 23 | 19.79
|
| 41 | Graduate School of Business, Columbia University New York City, New York (USA) | 59.24 | 39 | 31.92
|
| (42) | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 60.13 | 4 | 3.5
|
| 42 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 60.13 | 12 | 10.27
|
| 43 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 60.49 | 279 | 21.66
|
| 44 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 60.96 | 2 | 1.46
|
| 45 | London School of Economics (LSE) London, United Kingdom | 61.12 | 222 | 151.29
|
| 46 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 61.76 | 29 | 22.91
|
| 47 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 63.49 | 34 | 29.58
|
| (48) | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 64.05 | 43 | 41.37
|
| 48 | Business School, University of Technology Sydney Sydney, Australia | 64.05 | 71 | 67.05
|
| 49 | Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy | 64.27 | 43 | 17.12
|
| 50 | School of Business and Economics, Maastricht University Maastricht, Netherlands | 64.95 | 104 | 72.84
|
| (51) | Faculty of Finance, Cass Business School, City University London, United Kingdom | 65.09 | 10 | 9.58
|
| 51 | IESE Business School, Universidad de Navarra Pamplona, Spain | 67.13 | 18 | 10.22
|
| 52 | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium | 67.95 | 140 | 94.62
|
| 53 | Norges Bank Oslo, Norway | 68.05 | 22 | 15.8
|
| 54 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 68.37 | 48 | 43.72
|
| (55) | Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands | 73.73 | 10 | 7.34
|
| 55 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 75.31 | 30 | 28.83
|
| (56) | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 76.05 | 8 | 6.67
|
| 56 | Faculty of Economics, University of Tokyo Tokyo, Japan | 76.35 | 26 | 24.54
|
| 57 | Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain | 76.36 | 150 | 123.65
|
| 58 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover, Germany | 78.29 | 35 | 30.99
|
This ranking is based on registered authors only, and only those who are classified within
. Authors can register at the
| Rank | Author | Score |
|---|
| 1 | Michael McAleer Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam, Netherlands
Tinbergen Instituut, Amsterdam, Netherlands | 1.71 |
| 2 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 2.26 |
| 3 | Wolfgang Karl Härdle Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin, Berlin, Germany
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin, Berlin, Germany | 2.32 |
| 4 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 4.07 |
| 5 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.82 |
| 6 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 6.17 |
| 7 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 6.67 |
| 8 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 8 |
| 9 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 10.26 |
| 10 | Neil Shephard Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford, United Kingdom | 11.02 |
| 11 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 15.53 |
| 12 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 16.4 |
| 13 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 16.51 |
| 14 | Nikolaus Hautsch Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin, Berlin, Germany | 17.5 |
| 15 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 18 |
| 16 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 18.35 |
| 17 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 18.74 |
| 18 | Michael J. Fleming Research and Statistics Group, Federal Reserve Bank of New York, New York City, New York (USA) | 21.12 |
| 19 | 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) | 21.97 |
| 20 | Hans Degryse Faculteit Economie en Bedrijfswetenschappen, Katholieke Universiteit Leuven, Leuven, Belgium | 22.48 |
| 21 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 22.97 |
| 22 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 23.9 |
| 23 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 24.23 |
| 24 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 24.3 |
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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