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 741 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) | 1.15 | 43 | 0.99 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 2.07 | 37 | 1.52 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.16 | 13 | 1.44 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.93 | 58 | 0.56 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.71 | 116 | 2.69 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 6.18 | 25 | 1.32 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.79 | 57 | 2.62 |
| 6 | Cass Business School, City University London, United Kingdom | 7.69 | 39 | 2.9 |
| 7 | Federal Reserve Bank of New York New York City, New York (USA) | 7.76 | 80 | 3.18 |
| 8 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 9.41 | 49 | 0.65 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 12.47 | 2 | 0.1 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 13.08 | 14 | 0.29 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 13.13 | 62 | 1.42 |
| 9 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 13.8 | 69 | 0.29 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 14.08 | 53 | 0.43 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 14.95 | 5 | 0.52 |
| 11 | Toulouse School of Economics (TSE) Toulouse, France | 14.95 | 142 | 1.81 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 18.42 | 38 | 1.46 |
| 12 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 19.65 | 13 | 0.34 |
| 13 | Business School, University of Technology Sydney Sydney, Australia | 21.24 | 77 | 2.8 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.53 | 7 | 1.07 |
| 14 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.53 | 18 | 1.07 |
| 15 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 23.18 | 59 | 2.03 |
| 16 | IESE Business School, Universidad de Navarra Barcelona, Spain | 24.67 | 17 | 0.16 |
| 17 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 25.71 | 38 | 0.13 |
| 18 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 26.36 | 490 | 0.37 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 27.61 | 9 | 1.33 |
| 19 | Henley Business School, University of Reading Reading, United Kingdom | 27.61 | 27 | 1.33 |
| 20 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 27.94 | 31 | 0.19 |
| 21 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 28.25 | 30 | 0.91 |
| 22 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 30.78 | 24 | 1.03 |
| 23 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 32.4 | 50 | 0.59 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 32.6 | 42 | 2.6 |
| 24 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 33.11 | 14 | 0.2 |
| 25 | Université Paris-Dauphine (Paris IX) Paris, France | 35.73 | 116 | 3.25 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 38.57 | 46 | 0.25 |
| 26 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 38.57 | 54 | 0.25 |
| 27 | Department of Economics, University of California-Irvine Irvine, California (USA) | 40.95 | 31 | 0.36 |
| 28 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 41.66 | 41 | 0.61 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 43.86 | 10 | 0.71 |
| 29 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 44.61 | 54 | 0.52 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 44.77 | 5 | 0.48 |
| 30 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 45.42 | 67 | 0.95 |
| 31 | Bank of Canada Ottawa, Canada | 45.8 | 83 | 1.51 |
| 32 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 47.35 | 56 | 1.49 |
| 33 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 47.49 | 63 | 0.16 |
| 34 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 47.84 | 36 | 0.49 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 49.01 | 27 | 0.17 |
| 35 | Graduate School of Business, Columbia University New York City, New York (USA) | 49.01 | 45 | 0.17 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 49.22 | 36 | 0.55 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 50.34 | 36 | 2.5 |
| 36 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 50.61 | 19 | 0.35 |
| 37 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 51.09 | 45 | 0.15 |
| 38 | European Central Bank Frankfurt am Main, Germany | 51.41 | 156 | 1.02 |
| 39 | School of Economics and Finance, Queen Mary London, United Kingdom | 52.02 | 40 | 0.44 |
| 40 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 52.79 | 3 | 0.67 |
| 41 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 54.71 | 69 | 1.06 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 55.59 | 6 | 0.08 |
| 42 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 56.84 | 24 | 0.2 |
| 43 | Department of Economics, Central European University Budapest, Hungary | 57.15 | 30 | 0.55 |
| 44 | National Graduate Institute for Policy Studies (GRIPS) Tokyo, Japan | 57.53 | 33 | 0.14 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 57.75 | 5 | 0.33 |
| 45 | Rotman School of Management, University of Toronto Toronto, Canada | 57.75 | 36 | 0.33 |
| 46 | Department of Economics, University of Toronto Toronto, Canada | 57.87 | 59 | 1.7 |
| 47 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 58.03 | 86 | 0.35 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 59.32 | 12 | 1.04 |
| 48 | Graduate School of Business, Stanford University Stanford, California (USA) | 59.7 | 32 | 0.14 |
| 49 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 59.73 | 36 | 0.06 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 66.04 | 74 | 0.26 |
| 50 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 66.93 | 281 | 0.1 |
| 51 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 69.53 | 103 | 1.6 |
| 52 | London School of Economics (LSE) London, United Kingdom | 70.14 | 269 | 0.21 |
| 53 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 71.18 | 133 | 0.64 |
| 54 | School of Economics and Political Science, Universität St. Gallen Sankt Gallen, Switzerland | 71.36 | 59 | 1.53 |
| 55 | Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) Praha, Czech Republic | 71.86 | 81 | 1.19 |
| 56 | Bank for International Settlements (BIS) Basel, Switzerland | 72.48 | 48 | 0.6 |
| 57 | Department of Economics, Simon Fraser University Burnaby, Canada | 73.53 | 39 | 0.36 |
| 58 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 74.86 | 39 | 2.53 |
| 59 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 75.1 | 51 | 2.83 |
| 60 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 76.46 | 84 | 2.81 |
| 61 | PBC School of Finance, Tsinghua University Beijing, China | 78.23 | 5 | 0.21 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 78.74 | 14 | 0.18 |
| 62 | Saïd Business School, Oxford University Oxford, United Kingdom | 79.2 | 30 | 1.06 |
| 63 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 80.02 | 18 | 0.66 |
| 64 | Tinbergen Instituut Amsterdam, Netherlands | 81.18 | 142 | 0.76 |
| 65 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 81.21 | 21 | 2.25 |
| 66 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 81.85 | 42 | 0.78 |
| 67 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 82.36 | 18 | 0.28 |
| 68 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 82.68 | 47 | 1 |
| 69 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover Hannover, Germany | 83.29 | 52 | 0.53 |
| 70 | BI Handelshøyskolen Oslo, Norway | 83.91 | 32 | 0.4 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 85.49 | 9 | 0.39 |
| 71 | Department of Economics, European University Institute Firenze, Italy | 85.86 | 37 | 0.15 |
| 72 | Norges Bank Oslo, Norway | 86.29 | 28 | 1.16 |
| 73 | Department of Economics and Related Studies, University of York York, United Kingdom | 87.08 | 81 | 0.08 |
| 74 | Centre for Economics and Financial Econometrics Research (CEFER), Deakin University Melbourne, Australia | 87.72 | 29 | 0.21 |
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) | 1.79 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.72 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.07 |
| 4 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 3.84 |
| 5 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.73 |
| 6 | 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 | 9.4 |
| 7 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 10.72 |
| 8 | Ser-Huang Poon | 11.55 |
| 9 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 13.52 |
| 10 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 13.76 |
| 11 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 14.06 |
| 12 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 14.31 |
| 13 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 14.49 |
| 14 | Takatoshi Ito National Graduate Institute for Policy Studies (GRIPS), Tokyo, Japan | 14.52 |
| 15 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 15.04 |
| 16 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 15.8 |
| 17 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 16.61 |
| 18 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 17.56 |
| 19 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 18.78 |
| 20 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 21.73 |
| 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) | 22.43 |
| 22 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 23.99 |
| 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) | 25.27 |
| 24 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 25.94 |
| 25 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 26.19 |
| 26 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 26.46 |
| 27 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 27.35 |
| 28 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 28.5 |
| 29 | Michael McAleer Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan | 28.58 |
| 30 | Rosario Nunzio Mantegna Department of Economics, Central European University, Budapest, Hungary | 28.89 |
| 31 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 29.01 |
| 32 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 29.16 |
| 33 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 29.26 |
| 34 | Lajos Horvath | 32.19 |
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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