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 265 authors affiliated with 616 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 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 1.35 | 39 | 35.82
|
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 2.49 | 15 | 13.15
|
| 2 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 2.68 | 43 | 39.11
|
| 3 | Department of Economics, Duke University Durham, North Carolina (USA) | 5.06 | 44 | 34.12
|
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.3 | 114 | 84.55
|
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.41 | 52 | 28.24
|
| 5 | Federal Reserve Bank of New York New York City, New York (USA) | 7.97 | 73 | 66.54
|
| 6 | Warwick Business School, University of Warwick Coventry, United Kingdom | 9.31 | 18 | 14.49
|
| 7 | Department of Economics, New York University (NYU) New York City, New York (USA) | 9.43 | 57 | 45.31
|
| 8 | Cass Business School, City University London, United Kingdom | 9.84 | 36 | 29.38
|
| 9 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 10.57 | 47 | 33.2
|
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 10.64 | 1 | 0.71
|
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 13.01 | 12 | 9.88
|
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 13.28 | 9 | 8.5
|
| 10 | Henley Business School, University of Reading Reading, United Kingdom | 13.28 | 27 | 23.58
|
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 13.39 | 5 | 4.26
|
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 13.77 | 57 | 50.73
|
| 11 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 16.22 | 13 | 11.64
|
| 12 | Toulouse School of Economics (TSE) Toulouse, France | 18.21 | 144 | 121.05
|
| 13 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 19.84 | 27 | 22.3
|
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 20.16 | 38 | 24.94
|
| 14 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 20.21 | 14 | 12.72
|
| 15 | IESE Business School, Universidad de Navarra Pamplona, Spain | 20.46 | 18 | 10.86
|
| 16 | Department of Economics, Oxford University Oxford, United Kingdom | 22.26 | 153 | 120.77
|
| 17 | Business School, University of Technology Sydney Sydney, Australia | 28.93 | 75 | 71.36
|
| 18 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 28.97 | 50 | 45.7
|
| 19 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 29.46 | 468 | 52.11
|
| 20 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 30.63 | 26 | 22.12
|
| 21 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 32.15 | 57 | 43.45
|
| 22 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 32.92 | 11 | 11
|
| 23 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 33.46 | 38 | 24.79
|
| 24 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 33.62 | 41 | 35.52
|
| 25 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 36.49 | 72 | 52.94
|
| 26 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 37.29 | 114 | 107.33
|
| 27 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 38.58 | 20 | 18.3
|
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 39.18 | 33 | 18.01
|
| 28 | Economics Department, Michigan State University East Lansing, Michigan (USA) | 39.23 | 38 | 33.4
|
| 29 | School of Business and Economics, Maastricht University Maastricht, Netherlands | 39.31 | 106 | 80.12
|
| 30 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 40.04 | 17 | 14.98
|
| 31 | Norges Bank Oslo, Norway | 41.65 | 28 | 21.29
|
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 42.01 | 45 | 38.57
|
| 32 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 42.01 | 49 | 41.79
|
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 44.24 | 2 | 2
|
| 33 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 44.24 | 11 | 9.53
|
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 44.67 | 5 | 2.45
|
| 34 | Department of Economics, University of California-Irvine Irvine, California (USA) | 45.74 | 31 | 29.13
|
| 35 | Department of Economics, University of Toronto Toronto, Canada | 46.52 | 53 | 45.85
|
| --- | Finance & Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 47.16 | 23 | 18.99
|
| 36 | Graduate School of Business, Columbia University New York City, New York (USA) | 47.16 | 39 | 30.98
|
| 37 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 49.13 | 2 | 1.46
|
| 38 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 49.2 | 32 | 30.88
|
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 49.27 | 43 | 41.34
|
| 39 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 49.57 | 30 | 22.6
|
| 40 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 50.48 | 36 | 31.99
|
| 41 | London School of Economics (LSE) London, United Kingdom | 53.02 | 235 | 164.09
|
| 42 | Faculty of Economics, University of Tokyo Tokyo, Japan | 57.73 | 28 | 25.4
|
| 43 | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium | 59.43 | 145 | 106.55
|
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 59.48 | 10 | 9.57
|
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 60.21 | 8 | 6.68
|
| --- | Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands | 60.29 | 9 | 7.39
|
| 44 | Department of Economics, European University Institute Firenze, Italy | 61.24 | 33 | 22.32
|
| 45 | Department of Economics, Simon Fraser University Burnaby, Canada | 62.2 | 36 | 33.15
|
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 62.99 | 16 | 11.83
|
| 46 | Bank for International Settlements (BIS) Basel, Switzerland | 64.09 | 27 | 21.8
|
| 47 | Université Paris-Dauphine (Paris IX) Paris, France | 64.11 | 93 | 75.27
|
| --- | Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 64.58 | 23 | 13.95
|
| 48 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 66.91 | 32 | 30.89
|
| 49 | European Central Bank Frankfurt am Main, Germany | 67.55 | 147 | 124.16
|
| 50 | Rotman School of Management, University of Toronto Toronto, Canada | 67.64 | 33 | 28.11
|
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 67.64 | 5 | 4.7
|
| 51 | Faculteit Economie en Bedrijfswetenschappen, Katholieke Universiteit Leuven Leuven, Belgium | 69.56 | 109 | 76.22
|
| 52 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover Hannover, Germany | 70.15 | 35 | 31.12
|
| 53 | Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA) | 70.25 | 19 | 8.92
|
| 54 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 70.37 | 36 | 31.1
|
| --- | Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 70.37 | 7 | 6.13
|
| 55 | Saïd Business School, Oxford University Oxford, United Kingdom | 72.73 | 32 | 21.12
|
| 56 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 72.8 | 101 | 66.37
|
| --- | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium | 72.88 | 57 | 40.59
|
| 57 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 72.96 | 20 | 14.8
|
| 58 | International Monetary Fund (IMF) Washington, District of Columbia (USA) | 77.02 | 309 | 262.44
|
| 59 | Economics Department, Yale University New Haven, Connecticut (USA) | 78.65 | 51 | 30.46
|
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 79.77 | 31 | 30.38
|
| 60 | Wirtschaftswissenschaftliche Fakutät, Universität Zürich Zürich, Switzerland | 80.35 | 76 | 64.54
|
| 61 | Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy | 80.69 | 21 | 12.34
|
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) | 1.49 |
| 2 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 2.81 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.47 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.69 |
| 5 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 5.71 |
| 6 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 6.73 |
| 7 | Neil Shephard Department of Economics, Oxford University, Oxford, United Kingdom | 7.9 |
| 8 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 8 |
| 9 | Colin Carter Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA) | 8.24 |
| 10 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 12.34 |
| 11 | Nikolaus Hautsch Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin, Berlin, Germany | 13.09 |
| 12 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 14.07 |
| 13 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 15.78 |
| 14 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 16.08 |
| 15 | 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) | 16.2 |
| 16 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 17.29 |
| 17 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 17.61 |
| 18 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 17.9 |
| 19 | 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) | 18.22 |
| 20 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 18.58 |
| 21 | Hans Degryse Faculteit Economie en Bedrijfswetenschappen, Katholieke Universiteit Leuven, Leuven, Belgium | 20.79 |
| 22 | Lajos Horvath | 21.98 |
| 23 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 23.4 |
| 24 | Hao Zhou Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 24.35 |
| 25 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 24.97 |
| 26 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 25.15 |
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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