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 366 authors affiliated with 758 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) | 1.06 | 45 | 0.99 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.03 | 38 | 1 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.04 | 57 | 0.5 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.3 | 13 | 0.93 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.92 | 114 | 2.66 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 5.5 | 23 | 1.38 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.13 | 56 | 2.59 |
| 6 | Cass Business School, City University London, United Kingdom | 6.87 | 37 | 3.05 |
| 7 | Federal Reserve Bank of New York New York City, New York (USA) | 8.16 | 80 | 3.09 |
| 8 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 9.54 | 46 | 0.68 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 13.04 | 2 | 0.1 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 13.09 | 13 | 0.26 |
| 9 | Department of Economics, New York University (NYU) New York City, New York (USA) | 13.71 | 53 | 0.67 |
| 10 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 14.67 | 68 | 0.29 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 15.58 | 59 | 1.2 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 15.67 | 5 | 0.56 |
| 11 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 15.81 | 12 | 0.54 |
| 12 | Toulouse School of Economics (TSE) Toulouse, France | 16.31 | 141 | 1.9 |
| 13 | Business School, University of Technology Sydney Sydney, Australia | 18.1 | 76 | 3.07 |
| 14 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 18.71 | 19 | 1.19 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 18.71 | 8 | 1.19 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 19.65 | 36 | 1.56 |
| 15 | IESE Business School, Universidad de Navarra Barcelona, Spain | 22.33 | 16 | 0.19 |
| 16 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 23 | 31 | 1.19 |
| 17 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 24.26 | 57 | 2.03 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 24.52 | 41 | 2.87 |
| 18 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 26.04 | 485 | 0.37 |
| 19 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 26.33 | 37 | 0.15 |
| 20 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 28.83 | 52 | 0.64 |
| 21 | Henley Business School, University of Reading Reading, United Kingdom | 30.5 | 27 | 1.3 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 30.5 | 10 | 1.3 |
| 22 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 31.43 | 32 | 0.9 |
| 23 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 33.54 | 14 | 0.2 |
| 24 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 33.68 | 26 | 1.03 |
| 25 | Université Paris-Dauphine (Paris IX) Paris, France | 36.95 | 117 | 3.25 |
| 26 | London School of Economics (LSE) London, United Kingdom | 38.61 | 276 | 0.32 |
| 27 | Bank of Canada Ottawa, Canada | 42.7 | 102 | 1.75 |
| 28 | Graduate School of Business, Stanford University Stanford, California (USA) | 44.15 | 32 | 0.32 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 44.28 | 45 | 0.24 |
| 29 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 44.28 | 54 | 0.24 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 44.74 | 5 | 0.5 |
| 30 | Department of Economics, University of California-Irvine Irvine, California (USA) | 44.87 | 32 | 0.36 |
| 31 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 45.03 | 45 | 0.61 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 46.47 | 10 | 0.71 |
| 32 | Bank for International Settlements (BIS) Basel, Switzerland | 46.87 | 53 | 0.76 |
| 33 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 47.12 | 67 | 0.16 |
| 34 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 48.14 | 55 | 0.43 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 50.62 | 6 | 0.09 |
| 35 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 51.23 | 35 | 0.49 |
| 36 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 51.52 | 66 | 1.13 |
| 37 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 51.74 | 62 | 1.47 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 52.24 | 40 | 0.55 |
| 38 | Graduate School of Business, Columbia University New York City, New York (USA) | 52.72 | 45 | 0.16 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 52.72 | 27 | 0.16 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 52.82 | 36 | 2.5 |
| 39 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 52.92 | 67 | 0.95 |
| 40 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 53.34 | 108 | 0.58 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 54 | 11 | 1.1 |
| 41 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 54.13 | 19 | 0.35 |
| 42 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 54.28 | 36 | 0.23 |
| 43 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 55.14 | 46 | 0.14 |
| 44 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 55.31 | 27 | 0.09 |
| 45 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 55.67 | 43 | 2.66 |
| 46 | European Central Bank Frankfurt am Main, Germany | 55.93 | 158 | 0.99 |
| 47 | School of Economics and Finance, Queen Mary London, United Kingdom | 56.77 | 43 | 0.54 |
| 48 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 58.85 | 80 | 1.53 |
| 49 | Department of Economics, Central European University Budapest, Hungary | 59.43 | 30 | 0.52 |
| 50 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 59.62 | 3 | 0.67 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 60.29 | 90 | 0.51 |
| 51 | Rotman School of Management, University of Toronto Toronto, Canada | 60.8 | 36 | 0.33 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 60.8 | 6 | 0.33 |
| 52 | Department of Economics, University of Toronto Toronto, Canada | 60.95 | 61 | 1.67 |
| 53 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 61.01 | 24 | 0.2 |
| 54 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 69.31 | 287 | 0.11 |
| 55 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 69.53 | 138 | 0.63 |
| 56 | Department of Economics, Simon Fraser University Burnaby, Canada | 71.71 | 40 | 1.36 |
| 57 | School of Economics and Political Science, Universität St. Gallen Sankt Gallen, Switzerland | 72.98 | 61 | 1.52 |
| 58 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 73.15 | 18 | 1.16 |
| 59 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 75.15 | 48 | 0.92 |
| 60 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 75.97 | 84 | 2.64 |
| 61 | PBC School of Finance, Tsinghua University Beijing, China | 76.27 | 5 | 0.21 |
| 62 | BI Handelshøyskolen Oslo, Norway | 78.14 | 42 | 1.51 |
| 63 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 78.52 | 22 | 2.25 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 79.66 | 18 | 1.5 |
| 64 | New Economic School (NES) Moscow, Russia | 80.02 | 44 | 1.06 |
| 65 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 81.13 | 19 | 0.28 |
| 66 | Monash Business School, Monash University Melbourne, Australia | 83.67 | 132 | 0.59 |
| 67 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover Hannover, Germany | 84.47 | 54 | 0.53 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 84.86 | 14 | 0.18 |
| 68 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 85.63 | 48 | 2.66 |
| 69 | Bangor Business School, Bangor University Bangor, United Kingdom | 86.24 | 33 | 0.5 |
| 70 | Saïd Business School, Oxford University Oxford, United Kingdom | 86.48 | 30 | 1.05 |
| 71 | Centre for Economics and Financial Econometrics Research (CEFER), Deakin University Melbourne, Australia | 88.19 | 31 | 0.21 |
| 72 | Norges Bank Oslo, Norway | 88.82 | 28 | 1.14 |
| 73 | Department of Economics, European University Institute Firenze, Italy | 90.61 | 36 | 0.15 |
| 74 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 92.26 | 104 | 0.63 |
| 75 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 93.4 | 70 | 1.35 |
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) | 1.7 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.53 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 2.93 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.63 |
| 5 | 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 | 7.23 |
| 6 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 7.94 |
| 7 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 10.58 |
| 8 | Ser-Huang Poon | 10.7 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 10.92 |
| 10 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 13.27 |
| 11 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 13.86 |
| 12 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 14.09 |
| 13 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 14.31 |
| 14 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 14.53 |
| 15 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 14.66 |
| 16 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 15.17 |
| 17 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 16.18 |
| 18 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 16.91 |
| 19 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 22.96 |
| 20 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 23.04 |
| 21 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 24.52 |
| 22 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 26.53 |
| 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) | 26.69 |
| 24 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 27.99 |
| 25 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 28.42 |
| 26 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 28.54 |
| 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) | 28.56 |
| 28 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 28.74 |
| 29 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 28.87 |
| 30 | Rosario Nunzio Mantegna Department of Economics, Central European University, Budapest, Hungary | 29.66 |
| 31 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 30.24 |
| 32 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 30.26 |
| 33 | Michael McAleer Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan | 30.76 |
| 34 | Marco Pagano Centro Studi di Economia e Finanza (CSEF), Napoli, Italy | 31.68 |
| 35 | Lajos Horvath | 34.48 |
| 36 | Colin Carter Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA) | 34.59 |
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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