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 344 authors affiliated with 734 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 | Department of Economics, Duke University Durham, North Carolina (USA) | 1.2 | 43 | 34.44 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 2.11 | 37 | 32.21 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.19 | 13 | 11.49 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.97 | 56 | 50.2 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.95 | 116 | 81.76 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 7 | 58 | 29.24 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.07 | 24 | 21.96 |
| 6 | Cass Business School, City University London, United Kingdom | 8.32 | 39 | 33.39 |
| 7 | Federal Reserve Bank of New York New York City, New York (USA) | 8.64 | 75 | 70.97 |
| 8 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 9.67 | 49 | 35.85 |
| 9 | Henley Business School, University of Reading Reading, United Kingdom | 10.34 | 27 | 24.97 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 10.34 | 9 | 9 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 12.74 | 2 | 1.12 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 13.55 | 14 | 10.8 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 13.87 | 52 | 40.77 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 14.16 | 58 | 53.47 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 14.25 | 69 | 56.36 |
| 12 | Toulouse School of Economics (TSE) Toulouse, France | 15.05 | 143 | 121.21 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 15.29 | 5 | 3.51 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 18.28 | 38 | 24.62 |
| 13 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 18.31 | 13 | 11.84 |
| 14 | Business School, University of Technology Sydney Sydney, Australia | 23.38 | 77 | 72.04 |
| 15 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 23.39 | 59 | 53.62 |
| 16 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 24.48 | 18 | 16.51 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 24.48 | 7 | 7 |
| 17 | IESE Business School, Universidad de Navarra Barcelona, Spain | 25.02 | 17 | 12.59 |
| 18 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 25.1 | 490 | 81.98 |
| 19 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 26.48 | 38 | 33.54 |
| 20 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 27.93 | 29 | 24.27 |
| 21 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 29.86 | 30 | 25.96 |
| 22 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 30.31 | 23 | 20.63 |
| 23 | Université Paris-Dauphine (Paris IX) Paris, France | 31.84 | 114 | 87.36 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 33.03 | 42 | 40.36 |
| 24 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 33.05 | 49 | 41.52 |
| 25 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 35.53 | 13 | 12.5 |
| 26 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 39.82 | 54 | 46.79 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 39.82 | 46 | 39.29 |
| 27 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 40.93 | 42 | 27.36 |
| 28 | Department of Economics, University of California-Irvine Irvine, California (USA) | 41.89 | 30 | 27.52 |
| 29 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 43.64 | 54 | 42.24 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 45.32 | 5 | 4.9 |
| 30 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 46.03 | 64 | 53.04 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 46.45 | 10 | 9.69 |
| 31 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 46.91 | 36 | 34.8 |
| 32 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 47.1 | 56 | 51.45 |
| 33 | Bank of Canada Ottawa, Canada | 47.71 | 79 | 76.56 |
| 34 | Graduate School of Business, Columbia University New York City, New York (USA) | 48.09 | 44 | 33.62 |
| --- | Finance & Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 48.09 | 27 | 22.31 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 48.54 | 35 | 33.55 |
| 35 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 48.69 | 68 | 49.71 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 48.98 | 37 | 20.58 |
| 36 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 50.75 | 104 | 71.56 |
| 37 | European Central Bank Frankfurt am Main, Germany | 51.31 | 156 | 135.18 |
| 38 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 51.51 | 19 | 15.02 |
| 39 | School of Economics and Finance, Queen Mary London, United Kingdom | 51.94 | 42 | 34.62 |
| 40 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 55.36 | 3 | 2.44 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 55.63 | 6 | 2.53 |
| 41 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 56.4 | 68 | 55.12 |
| 42 | National Graduate Institute for Policy Studies (GRIPS) Tokyo, Japan | 57.69 | 33 | 29.93 |
| 43 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 58.07 | 24 | 19.79 |
| 44 | Department of Economics, Central European University Budapest, Hungary | 58.63 | 30 | 18.65 |
| 45 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 58.72 | 84 | 68.08 |
| 46 | Department of Economics, University of Toronto Toronto, Canada | 59.3 | 59 | 51.13 |
| 47 | Graduate School of Business, Stanford University Stanford, California (USA) | 59.62 | 32 | 29.23 |
| 48 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 59.94 | 36 | 32.46 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 60.1 | 11 | 9.29 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 64.26 | 5 | 4.76 |
| 49 | Rotman School of Management, University of Toronto Toronto, Canada | 64.26 | 34 | 28.29 |
| 50 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 66.99 | 281 | 30.81 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 67.65 | 72 | 61.03 |
| 51 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 67.88 | 82 | 58.11 |
| 52 | School of Economics and Political Science, Universität St. Gallen Sankt Gallen, Switzerland | 68.74 | 58 | 47.05 |
| 53 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 69.12 | 132 | 125.55 |
| 54 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 70.06 | 18 | 16.11 |
| 55 | London School of Economics (LSE) London, United Kingdom | 71.59 | 268 | 185.17 |
| 56 | Department of Economics, Simon Fraser University Burnaby, Canada | 73.92 | 39 | 37.44 |
| 57 | PBC School of Finance, Tsinghua University Beijing, China | 75.51 | 1 | 1 |
| 58 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 75.79 | 43 | 34.95 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 76.23 | 15 | 12.03 |
| 59 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 76.45 | 51 | 46.02 |
| 60 | Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) Praha, Czech Republic | 77.21 | 80 | 55.02 |
| 61 | Tinbergen Instituut Amsterdam, Netherlands | 77.25 | 144 | 39.02 |
| 62 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 77.78 | 19 | 15.39 |
| 63 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 78.62 | 42 | 40.84 |
| 64 | Saïd Business School, Oxford University Oxford, United Kingdom | 81.27 | 29 | 17.64 |
| 65 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 81.31 | 40 | 29.68 |
| 66 | Bank for International Settlements (BIS) Basel, Switzerland | 81.59 | 47 | 44.4 |
| 67 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 81.64 | 47 | 26.97 |
| 68 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover Hannover, Germany | 83.5 | 51 | 46.9 |
| 69 | Centre for Economics and Financial Econometrics Research (CEFER), Deakin University Melbourne, Australia | 84.49 | 28 | 27.5 |
| 70 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 85.4 | 22 | 19.08 |
| 71 | New Economic School (NES) Moscow, Russia | 87.37 | 44 | 30.25 |
| 72 | BI Handelshøyskolen Oslo, Norway | 87.78 | 31 | 24.85 |
| 73 | Department of Economics and Related Studies, University of York York, United Kingdom | 88.25 | 80 | 71.46 |
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) | 1.8 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.82 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.26 |
| 4 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 3.72 |
| 5 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 5 |
| 6 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 6.9 |
| 7 | 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 | 9.44 |
| 8 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 10.62 |
| 9 | Ser-Huang Poon | 11.48 |
| 10 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 13.55 |
| 11 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 13.96 |
| 12 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 14.4 |
| 13 | Takatoshi Ito National Graduate Institute for Policy Studies (GRIPS), Tokyo, Japan | 14.72 |
| 14 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 15.01 |
| 15 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 15.66 |
| 16 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 15.93 |
| 17 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 16.49 |
| 18 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 16.61 |
| 19 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 17.94 |
| 20 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 22.2 |
| 21 | 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) | 23.62 |
| 22 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 24.44 |
| 23 | 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) | 25.74 |
| 24 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 26.01 |
| 25 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 26.58 |
| 26 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 27.47 |
| 27 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 28.27 |
| 28 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 28.41 |
| 29 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 28.68 |
| 30 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 28.84 |
| 31 | Michael McAleer Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan | 30.4 |
| 32 | Rosario Nunzio Mantegna Department of Economics, Central European University, Budapest, Hungary | 30.98 |
| 33 | Colin Carter Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA) | 32.41 |
| 34 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 33.33 |
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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