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 260 authors affiliated with 608 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) | 1.22 | 18 | 8.53
|
| 2 | Economics Department, Yale University New Haven, Connecticut (USA) | 2.9 | 50 | 30.36
|
| 3 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.85 | 39 | 35.23
|
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 5.22 | 15 | 13.14
|
| --- | Department of Economics, Business School, University of Auckland Auckland, New Zealand | 5.79 | 13 | 10.05
|
| 4 | Business School, University of Auckland Auckland, New Zealand | 5.79 | 18 | 14.57
|
| 5 | Department of Economics, Duke University Durham, North Carolina (USA) | 8.19 | 43 | 33.15
|
| 6 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 8.24 | 44 | 39.13
|
| 7 | Tinbergen Instituut Amsterdam, Netherlands | 8.36 | 148 | 32.48
|
| 8 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 9.94 | 97 | 63.84
|
| 9 | Department of Economics, European University Institute Firenze, Italy | 10.7 | 36 | 22.98
|
| 10 | Department of Economics, University of Nevada-Las Vegas Las Vegas, Nevada (USA) | 10.72 | 6 | 4.89
|
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 11.3 | 50 | 26.69
|
| 11 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 11.3 | 113 | 83.42
|
| 12 | Warwick Business School, University of Warwick Coventry, United Kingdom | 12.46 | 17 | 13.51
|
| --- | Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 12.78 | 22 | 10.43
|
| 13 | Economics Division, University of Southampton Southampton, United Kingdom | 14.28 | 25 | 20.84
|
| 14 | Federal Reserve Bank of New York New York City, New York (USA) | 16.54 | 74 | 68.65
|
| 15 | Department of Economics, New York University (NYU) New York City, New York (USA) | 16.77 | 58 | 46.67
|
| 16 | Faculty of Economic and Management Sciences, University of Pretoria Pretoria, South Africa | 19.73 | 22 | 16.63
|
| --- | Department of Economics, Faculty of Economic and Management Sciences, University of Pretoria Pretoria, South Africa | 19.73 | 22 | 16.63
|
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 21.23 | 1 | 0.71
|
| 17 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 21.71 | 47 | 34.79
|
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 22.67 | 58 | 53.99
|
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 22.7 | 12 | 9.88
|
| 18 | Cass Business School, City University London, United Kingdom | 22.92 | 36 | 28.94
|
| 19 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 23.99 | 13 | 11.64
|
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 25.58 | 5 | 4.76
|
| 20 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 26.3 | 74 | 53.57
|
| 21 | Toulouse School of Economics (TSE) Toulouse, France | 26.98 | 144 | 120.02
|
| 22 | IESE Business School, Universidad de Navarra Pamplona, Spain | 27.87 | 18 | 10.86
|
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 29.9 | 39 | 24.91
|
| 23 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 31.49 | 27 | 22.29
|
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 31.68 | 9 | 8.5
|
| 24 | Henley Business School, University of Reading Reading, United Kingdom | 31.68 | 27 | 23.59
|
| --- | Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 33.11 | 23 | 14.12
|
| --- | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 36.05 | 46 | 19.71
|
| 25 | Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin Berlin, Germany | 41.07 | 22 | 9.27
|
| 26 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 41.66 | 25 | 21.11
|
| 27 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 42.16 | 57 | 43.49
|
| 28 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 43.96 | 11 | 11
|
| 29 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 44.22 | 39 | 33.54
|
| 30 | Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi Milano, Italy | 44.68 | 27 | 14.46
|
| 31 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 44.88 | 38 | 24.79
|
| 32 | Business School, University of Technology Sydney Sydney, Australia | 45.64 | 74 | 70.38
|
| 33 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 45.75 | 14 | 12.72
|
| --- | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 46.64 | 3 | 0.8
|
| 34 | Oxford-Man Institute of Quantitative Finance, Oxford University Oxford, United Kingdom | 46.81 | 10 | 6.13
|
| 35 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 49.36 | 464 | 47.61
|
| 36 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 49.74 | 17 | 14.98
|
| 37 | Economics Department, Michigan State University East Lansing, Michigan (USA) | 51.15 | 38 | 33.41
|
| 38 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 51.18 | 111 | 103.37
|
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 52.26 | 33 | 18.31
|
| 39 | Department of Economics, University of Toronto Toronto, Canada | 53.25 | 55 | 47.57
|
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 55.78 | 5 | 2.45
|
| 40 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 56.46 | 19 | 17.3
|
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 58.21 | 45 | 38.58
|
| 41 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 58.21 | 49 | 41.8
|
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 58.32 | 10 | 9.57
|
| 42 | School of Business and Economics, Maastricht University Maastricht, Netherlands | 58.4 | 104 | 76.51
|
| 43 | Norges Bank Oslo, Norway | 59.6 | 27 | 20.8
|
| 44 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 59.64 | 51 | 46.69
|
| 45 | Department of Economics, University of California-Irvine Irvine, California (USA) | 60.9 | 31 | 28.27
|
| 46 | Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy | 61.32 | 43 | 18.31
|
| --- | Finance & Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 61.41 | 23 | 18.98
|
| 47 | Graduate School of Business, Columbia University New York City, New York (USA) | 61.41 | 39 | 30.97
|
| 48 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 63.14 | 32 | 30.88
|
| 49 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 63.67 | 2 | 1.46
|
| 50 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 64.21 | 35 | 30.81
|
| 51 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 64.29 | 30 | 22.63
|
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 64.55 | 2 | 2
|
| 52 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 64.55 | 10 | 8.53
|
| 53 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 65.38 | 274 | 23.08
|
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 67.02 | 45 | 43.35
|
| 54 | London School of Economics (LSE) London, United Kingdom | 68.08 | 227 | 156.52
|
| 55 | Faculty of Economics, University of Tokyo Tokyo, Japan | 71.47 | 28 | 25.4
|
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 77.6 | 8 | 6.68
|
| 56 | Department of Economics, Simon Fraser University Burnaby, Canada | 78.97 | 37 | 34.14
|
| 57 | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium | 81.41 | 144 | 105.28
|
| 58 | Rotman School of Management, University of Toronto Toronto, Canada | 82.35 | 32 | 27.75
|
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 82.35 | 5 | 4.7
|
| 59 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 82.57 | 31 | 29.9
|
| 60 | Bank for International Settlements (BIS) Basel, Switzerland | 83.63 | 25 | 20.32
|
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, Rotterdam, Netherlands
Tinbergen Instituut, Amsterdam, Netherlands | 1.83 |
| 2 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 2.25 |
| 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 | 2.34 |
| 4 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.93 |
| 5 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.15 |
| 6 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 6.95 |
| 7 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 8.32 |
| 8 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 9.52 |
| 9 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 10.2 |
| 10 | Neil Shephard Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford, United Kingdom | 11.52 |
| 11 | Colin Carter Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA) | 12.22 |
| 12 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 13.77 |
| 13 | Nikolaus Hautsch Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin, Berlin, Germany | 16.05 |
| 14 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 16.84 |
| 15 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 17.29 |
| 16 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 17.6 |
| 17 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 18.55 |
| 18 | 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) | 19.05 |
| 19 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 19.15 |
| 20 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 20.67 |
| 21 | Hans Degryse Faculteit Economie en Bedrijfswetenschappen, Katholieke Universiteit Leuven, Leuven, Belgium | 22.15 |
| 22 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 24.4 |
| 23 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 25.1 |
| 24 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 25.34 |
| 25 | Hao Zhou Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 26.25 |
| 26 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 27.08 |
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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