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 353 authors affiliated with 750 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 | 44 | 0.99 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 2.05 | 37 | 1.51 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.17 | 13 | 1.43 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.97 | 58 | 0.51 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.7 | 116 | 2.69 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 6.08 | 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 | 7.57 | 39 | 2.9 |
| 7 | Federal Reserve Bank of New York New York City, New York (USA) | 8.26 | 81 | 3.16 |
| 8 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 9.76 | 49 | 0.62 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 12.17 | 2 | 0.1 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 12.84 | 14 | 0.26 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 13.64 | 62 | 1.41 |
| 9 | Department of Economics, New York University (NYU) New York City, New York (USA) | 13.79 | 53 | 0.42 |
| 10 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 13.96 | 69 | 0.29 |
| 11 | Toulouse School of Economics (TSE) Toulouse, France | 15.11 | 140 | 1.81 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 15.3 | 5 | 0.5 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 17.77 | 38 | 1.46 |
| 12 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 18.78 | 13 | 0.34 |
| 13 | Business School, University of Technology Sydney Sydney, Australia | 20.44 | 76 | 2.8 |
| 14 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.82 | 18 | 1.07 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.82 | 7 | 1.07 |
| 15 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 23.69 | 59 | 2.03 |
| 16 | IESE Business School, Universidad de Navarra Barcelona, Spain | 24.7 | 17 | 0.16 |
| 17 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 25.54 | 38 | 0.14 |
| 18 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 25.85 | 486 | 0.37 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 26.65 | 10 | 1.33 |
| 19 | Henley Business School, University of Reading Reading, United Kingdom | 26.65 | 28 | 1.33 |
| 20 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 28.92 | 31 | 0.19 |
| 21 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 29.04 | 30 | 0.9 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 31.67 | 41 | 2.6 |
| 22 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 32.22 | 51 | 0.59 |
| 23 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 32.46 | 24 | 1.03 |
| 24 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 33.19 | 14 | 0.2 |
| 25 | Université Paris-Dauphine (Paris IX) Paris, France | 35.11 | 115 | 3.25 |
| 26 | Graduate School of Business, Stanford University Stanford, California (USA) | 40.01 | 32 | 0.33 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 41.86 | 46 | 0.24 |
| 27 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 41.86 | 54 | 0.24 |
| 28 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 42.34 | 42 | 0.61 |
| 29 | Department of Economics, University of California-Irvine Irvine, California (USA) | 42.95 | 31 | 0.36 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 43.81 | 10 | 0.71 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 44.43 | 5 | 0.49 |
| 30 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 46.09 | 67 | 0.95 |
| 31 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 46.12 | 54 | 0.43 |
| 32 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 46.86 | 62 | 0.16 |
| 33 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 48.66 | 36 | 0.49 |
| 34 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 48.69 | 59 | 1.49 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 49.38 | 35 | 2.5 |
| 35 | Bank for International Settlements (BIS) Basel, Switzerland | 49.68 | 51 | 0.71 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 49.83 | 37 | 0.55 |
| 36 | Graduate School of Business, Columbia University New York City, New York (USA) | 50.03 | 45 | 0.17 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 50.03 | 27 | 0.17 |
| 37 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 50.65 | 19 | 0.35 |
| 38 | Bank of Canada Ottawa, Canada | 50.85 | 82 | 1.42 |
| 39 | School of Economics and Finance, Queen Mary London, United Kingdom | 52.28 | 41 | 0.6 |
| 40 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 53.12 | 44 | 0.14 |
| 41 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 53.79 | 3 | 0.67 |
| 42 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 54.84 | 68 | 1.13 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 55.37 | 6 | 0.08 |
| 43 | London School of Economics (LSE) London, United Kingdom | 55.69 | 268 | 0.23 |
| 44 | Department of Economics, Central European University Budapest, Hungary | 56.09 | 30 | 0.55 |
| 45 | Rotman School of Management, University of Toronto Toronto, Canada | 58.38 | 36 | 0.33 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 58.38 | 5 | 0.33 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 58.73 | 12 | 1.04 |
| 46 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 59.02 | 24 | 0.2 |
| 47 | National Graduate Institute for Policy Studies (GRIPS) Tokyo, Japan | 59.08 | 33 | 0.13 |
| 48 | Department of Economics, University of Toronto Toronto, Canada | 59.37 | 60 | 1.7 |
| 49 | European Central Bank Frankfurt am Main, Germany | 59.84 | 157 | 0.99 |
| 50 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 60.34 | 36 | 0.06 |
| 51 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 61.05 | 86 | 0.35 |
| 52 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 66.85 | 284 | 0.1 |
| 53 | Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) Praha, Czech Republic | 67.21 | 81 | 0.77 |
| 54 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 69.47 | 18 | 1.16 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 69.78 | 74 | 0.26 |
| 55 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 70.18 | 134 | 0.64 |
| 56 | School of Economics and Political Science, Universität St. Gallen Sankt Gallen, Switzerland | 72.33 | 59 | 1.53 |
| 57 | Department of Economics, Simon Fraser University Burnaby, Canada | 73.74 | 39 | 0.36 |
| 58 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 74.95 | 84 | 2.64 |
| 59 | PBC School of Finance, Tsinghua University Beijing, China | 75.94 | 5 | 0.21 |
| 60 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 76.48 | 39 | 2.53 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 78.1 | 14 | 0.18 |
| 61 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 78.21 | 51 | 2.83 |
| 62 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 80.39 | 21 | 2.25 |
| 63 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 80.5 | 42 | 0.78 |
| 64 | New Economic School (NES) Moscow, Russia | 81.98 | 43 | 1.06 |
| 65 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 82.93 | 18 | 0.28 |
| 66 | Norges Bank Oslo, Norway | 84.63 | 28 | 1.16 |
| 67 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover Hannover, Germany | 84.75 | 53 | 0.53 |
| 68 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 84.84 | 47 | 1 |
| 69 | Centre for Economics and Financial Econometrics Research (CEFER), Deakin University Melbourne, Australia | 84.87 | 29 | 0.21 |
| 70 | BI Handelshøyskolen Oslo, Norway | 86.71 | 33 | 0.39 |
| 71 | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 87.35 | 14 | 0.72 |
| 72 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 87.48 | 105 | 1.48 |
| 73 | Saïd Business School, Oxford University Oxford, United Kingdom | 87.82 | 29 | 1.06 |
| 74 | Department of Economics, European University Institute Firenze, Italy | 88.01 | 36 | 0.15 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 88.07 | 11 | 0.39 |
| 75 | Monash Business School, Monash University Melbourne, Australia | 88.71 | 127 | 0.55 |
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) | 1.81 |
| 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 | 3.04 |
| 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) | 4.8 |
| 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 | 9.35 |
| 7 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 10.62 |
| 8 | Ser-Huang Poon | 11.53 |
| 9 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 13.31 |
| 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 | 13.49 |
| 11 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 14.16 |
| 12 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 14.17 |
| 13 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 14.34 |
| 14 | Takatoshi Ito National Graduate Institute for Policy Studies (GRIPS), Tokyo, Japan | 15.02 |
| 15 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 15.22 |
| 16 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 15.39 |
| 17 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 17.14 |
| 18 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 18.1 |
| 19 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 18.33 |
| 20 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 23.65 |
| 21 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 23.95 |
| 22 | 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) | 24.66 |
| 23 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 25.23 |
| 24 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 27.2 |
| 25 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 27.82 |
| 26 | Michael McAleer Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan | 28.04 |
| 27 | 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) | 28.16 |
| 28 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 28.27 |
| 29 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 28.35 |
| 30 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 28.38 |
| 31 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 28.5 |
| 32 | Rosario Nunzio Mantegna Department of Economics, Central European University, Budapest, Hungary | 28.52 |
| 33 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 29.28 |
| 34 | Lajos Horvath | 32.32 |
| 35 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 33.63 |
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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