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
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For Market Microstructure, these are 304 authors affiliated with 657 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) | 1.45 | 39 | 34.23 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 2.54 | 15 | 13.07 |
| 2 | Department of Economics, Duke University Durham, North Carolina (USA) | 3.21 | 43 | 34.71 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.25 | 47 | 42.86 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.71 | 119 | 86.37 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.76 | 58 | 30.06 |
| 5 | Federal Reserve Bank of New York New York City, New York (USA) | 7.52 | 75 | 69.69 |
| 6 | Cass Business School, City University London, United Kingdom | 8.25 | 37 | 30.98 |
| 7 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 8.41 | 47 | 33.41 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 10.16 | 9 | 9 |
| 8 | Henley Business School, University of Reading Reading, United Kingdom | 10.16 | 27 | 24.96 |
| 9 | Warwick Business School, University of Warwick Coventry, United Kingdom | 11.12 | 22 | 19.2 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 11.44 | 1 | 0.71 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 11.64 | 54 | 40.17 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 11.81 | 64 | 50.86 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 13.42 | 57 | 52.48 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 13.47 | 12 | 9.9 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 14.2 | 5 | 3.51 |
| 12 | Toulouse School of Economics (TSE) Toulouse, France | 15.74 | 148 | 123.19 |
| 13 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.01 | 13 | 11.66 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 18.05 | 40 | 26.64 |
| 14 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 23.56 | 29 | 24.59 |
| 15 | IESE Business School, Universidad de Navarra Pamplona, Spain | 23.63 | 18 | 11.54 |
| 16 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 25.01 | 53 | 48.68 |
| 17 | Business School, University of Technology Sydney Sydney, Australia | 25.48 | 79 | 73.97 |
| 18 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 28.61 | 38 | 33.32 |
| 19 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 31.38 | 46 | 39.41 |
| 20 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 31.67 | 12 | 11.5 |
| 21 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 31.76 | 22 | 19.6 |
| 22 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 33.28 | 479 | 63.72 |
| 23 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 33.49 | 13 | 11.31 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 33.49 | 4 | 3.79 |
| 24 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 33.65 | 41 | 27.79 |
| 25 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 35.24 | 27 | 23.14 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 35.67 | 45 | 36.65 |
| 26 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 35.67 | 51 | 41.95 |
| 27 | Norges Bank Oslo, Norway | 35.73 | 27 | 21 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 36.63 | 44 | 42.31 |
| 28 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 38.21 | 35 | 34.8 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 39.48 | 36 | 21.31 |
| 29 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 39.53 | 19 | 14.63 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 40.28 | 4 | 3 |
| 30 | Department of Economics, University of California-Irvine Irvine, California (USA) | 41.25 | 29 | 26.54 |
| --- | Finance & Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 41.52 | 25 | 20.52 |
| 31 | Graduate School of Business, Columbia University New York City, New York (USA) | 41.52 | 41 | 32.1 |
| 32 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 45.4 | 2 | 1.98 |
| 33 | School of Economics and Finance, Queen Mary London, United Kingdom | 46.16 | 43 | 36.32 |
| 34 | Université Paris-Dauphine (Paris IX) Paris, France | 48.52 | 99 | 80.03 |
| 35 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 49.64 | 29 | 21.3 |
| 36 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 50.11 | 35 | 30.54 |
| 37 | Department of Economics, University of Toronto Toronto, Canada | 50.48 | 59 | 51.85 |
| 38 | Graduate School of Business, Stanford University Stanford, California (USA) | 51.52 | 32 | 29.29 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 52.04 | 6 | 2.53 |
| 39 | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium | 53.97 | 151 | 114.85 |
| 40 | Bank for International Settlements (BIS) Basel, Switzerland | 56.73 | 45 | 38.76 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 59.27 | 10 | 9.58 |
| 41 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 59.98 | 17 | 14.99 |
| 42 | Faculty of Economics, University of Tokyo Tokyo, Japan | 61.33 | 28 | 25.42 |
| --- | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium | 61.74 | 66 | 48.31 |
| 43 | London School of Economics (LSE) London, United Kingdom | 63.16 | 253 | 179.08 |
| 44 | School of Business and Economics, Maastricht University Maastricht, Netherlands | 63.8 | 105 | 75.84 |
| 45 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 64.2 | 52 | 40.63 |
| 46 | European Central Bank Frankfurt am Main, Germany | 64.64 | 152 | 130.98 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 64.71 | 15 | 11.58 |
| 47 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 65.11 | 43 | 34.12 |
| 48 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 65.32 | 40 | 38.79 |
| 49 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 65.49 | 71 | 57.5 |
| 50 | Department of Economics, Simon Fraser University Burnaby, Canada | 65.6 | 38 | 35.39 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 66.04 | 32 | 31.2 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 67.09 | 5 | 4.71 |
| 51 | Rotman School of Management, University of Toronto Toronto, Canada | 67.09 | 31 | 26.15 |
| 52 | Saïd Business School, Oxford University Oxford, United Kingdom | 68.66 | 29 | 19 |
| 53 | PBC School of Finance, Tsinghua University Beijing, China | 69.14 | 1 | 1 |
| 54 | Bank of Canada Ottawa, Canada | 70.19 | 76 | 71.72 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 70.66 | 8 | 6.8 |
| 55 | School of Economics and Political Science, Universität St. Gallen Sankt Gallen, Switzerland | 71.76 | 63 | 50.16 |
| --- | Economic Analysis & Policy Group (EAP), Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 72.54 | 7 | 6.15 |
| 56 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 72.54 | 38 | 32.9 |
| 57 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 72.93 | 19 | 13.86 |
| 58 | Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA) | 73.22 | 20 | 9.5 |
| 59 | Department of Economics, European University Institute Firenze, Italy | 73.28 | 37 | 25.16 |
| 60 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover Hannover, Germany | 73.65 | 37 | 33.37 |
| 61 | Department of Economics and Related Studies, University of York York, United Kingdom | 74.19 | 81 | 71.7 |
| 62 | Department of Economics, Central European University Budapest, Hungary | 75.51 | 30 | 18.81 |
| 63 | Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) Praha, Czech Republic | 77.25 | 66 | 44.95 |
| 64 | Economics Department, Michigan State University East Lansing, Michigan (USA) | 80.89 | 38 | 32.35 |
| 65 | Economics Department, Yale University New Haven, Connecticut (USA) | 82.43 | 52 | 30.74 |
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) | 3.13 |
| 3 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.02 |
| 4 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 4.04 |
| 5 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 6.18 |
| 6 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 8.51 |
| 7 | Xavier Vives IESE Business School, Universidad de Navarra, Pamplona, Spain
Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona, Spain | 8.61 |
| 8 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA) | 9.76 |
| 9 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 9.79 |
| 10 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 10.62 |
| 11 | Takatoshi Ito Faculty of Economics, University of Tokyo, Tokyo, Japan | 12.51 |
| 12 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 12.89 |
| 13 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 13.11 |
| 14 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 13.37 |
| 15 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 15.19 |
| 16 | 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) | 15.68 |
| 17 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 16.7 |
| 18 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 19.8 |
| 19 | Lajos Horvath | 20.36 |
| 20 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 20.93 |
| 21 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 21.3 |
| 22 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 21.38 |
| 23 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 22.13 |
| 24 | 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) | 23.53 |
| 25 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 23.73 |
| 26 | Colin Carter Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA) | 25.37 |
| 27 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 26.09 |
| 28 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 26.55 |
| 29 | Marco Pagano Centro Studi di Economia e Finanza (CSEF), Napoli, Italy
Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy | 27.26 |
| 30 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 29.01 |
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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