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 374 authors affiliated with 765 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 | 0.98 |
| 2 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 2.97 | 57 | 0.5 |
| 3 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.26 | 39 | 1 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.47 | 14 | 0.92 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.85 | 114 | 3.16 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 5.45 | 23 | 1.39 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.92 | 56 | 3.09 |
| 6 | Cass Business School, City University London, United Kingdom | 7.2 | 37 | 3.06 |
| 7 | Federal Reserve Bank of New York New York City, New York (USA) | 7.38 | 80 | 3.12 |
| 8 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 9.95 | 47 | 0.68 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 11.98 | 2 | 0.1 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 13.47 | 13 | 0.26 |
| 9 | Toulouse School of Economics (TSE) Toulouse, France | 13.84 | 141 | 1.93 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 14.13 | 53 | 0.67 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 14.66 | 68 | 0.29 |
| 12 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 15.97 | 12 | 0.54 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 16.11 | 59 | 1.2 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 16.79 | 5 | 0.56 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 17.17 | 36 | 1.59 |
| 13 | Business School, University of Technology Sydney Sydney, Australia | 18.21 | 76 | 3.06 |
| 14 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 19.28 | 19 | 1.19 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 19.28 | 8 | 1.19 |
| 15 | IESE Business School, Universidad de Navarra Barcelona, Spain | 22.41 | 16 | 0.19 |
| 16 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 23.64 | 32 | 1.19 |
| 17 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 25.01 | 57 | 2.03 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 26.42 | 41 | 2.86 |
| 18 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 26.55 | 37 | 0.15 |
| 19 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 27.38 | 486 | 0.37 |
| 20 | London School of Economics (LSE) London, United Kingdom | 27.79 | 276 | 0.55 |
| 21 | Henley Business School, University of Reading Reading, United Kingdom | 30.03 | 27 | 1.3 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 30.03 | 10 | 1.3 |
| 22 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 30.99 | 52 | 0.64 |
| 23 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 33.41 | 32 | 0.9 |
| 24 | Université Paris-Dauphine (Paris IX) Paris, France | 34.32 | 117 | 4.25 |
| 25 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 34.39 | 14 | 0.2 |
| 26 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 34.81 | 26 | 1.03 |
| 27 | Bank of Canada Ottawa, Canada | 39.62 | 104 | 1.86 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 44.16 | 45 | 0.24 |
| 28 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 44.16 | 55 | 0.24 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 44.56 | 10 | 0.73 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 45.05 | 36 | 3.5 |
| 29 | Graduate School of Business, Stanford University Stanford, California (USA) | 45.1 | 32 | 0.32 |
| 30 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 45.53 | 46 | 0.61 |
| 31 | Department of Economics, University of California-Irvine Irvine, California (USA) | 45.84 | 32 | 0.36 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 47.61 | 5 | 0.5 |
| 32 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 47.93 | 67 | 0.16 |
| 33 | Bank for International Settlements (BIS) Basel, Switzerland | 48 | 55 | 0.76 |
| 34 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 49.38 | 54 | 0.43 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 50.31 | 6 | 0.09 |
| 35 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 52.05 | 67 | 0.95 |
| 36 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 52.41 | 35 | 0.49 |
| 37 | European Central Bank Frankfurt am Main, Germany | 52.97 | 160 | 0.99 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 53.1 | 11 | 1.1 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 53.13 | 41 | 0.55 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 53.46 | 27 | 0.16 |
| 38 | Graduate School of Business, Columbia University New York City, New York (USA) | 53.46 | 45 | 0.16 |
| 39 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 53.7 | 108 | 0.58 |
| 40 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 54.71 | 36 | 0.23 |
| 41 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 54.94 | 62 | 1.47 |
| 42 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 55.7 | 20 | 0.35 |
| 43 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 56.18 | 66 | 1.13 |
| 44 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 56.37 | 27 | 0.09 |
| 45 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 56.93 | 46 | 0.14 |
| 46 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 58.89 | 49 | 2.67 |
| 47 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 59.68 | 81 | 1.53 |
| 48 | Department of Economics, Central European University Budapest, Hungary | 60.08 | 30 | 0.52 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 60.35 | 6 | 0.33 |
| 49 | Rotman School of Management, University of Toronto Toronto, Canada | 60.35 | 36 | 0.33 |
| 50 | School of Economics and Finance, Queen Mary London, United Kingdom | 60.81 | 43 | 0.54 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 61.05 | 90 | 0.51 |
| 51 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 61.48 | 3 | 0.67 |
| 52 | Department of Economics, University of Toronto Toronto, Canada | 62.28 | 61 | 1.67 |
| 53 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 62.45 | 24 | 0.2 |
| 54 | BI Handelshøyskolen Oslo, Norway | 65.69 | 42 | 1.54 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 67.15 | 18 | 1.54 |
| 55 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 69.35 | 139 | 0.63 |
| 56 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 69.86 | 102 | 0.69 |
| 57 | Department of Economics, Simon Fraser University Burnaby, Canada | 71.07 | 40 | 1.36 |
| 58 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 72.02 | 287 | 0.11 |
| 59 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 73.43 | 18 | 1.16 |
| 60 | School of Economics and Political Science, Universität St. Gallen Sankt Gallen, Switzerland | 74.58 | 61 | 1.52 |
| 61 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 76.71 | 85 | 2.64 |
| 62 | PBC School of Finance, Tsinghua University Beijing, China | 77.3 | 5 | 0.21 |
| 63 | Tinbergen Instituut Amsterdam, Netherlands | 78.55 | 145 | 0.74 |
| 64 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 79.15 | 22 | 2.25 |
| 65 | New Economic School (NES) Moscow, Russia | 82.53 | 44 | 1.06 |
| 66 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 83.89 | 19 | 0.28 |
| 67 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover Hannover, Germany | 84.21 | 55 | 0.53 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 85.01 | 14 | 0.18 |
| 68 | Monash Business School, Monash University Melbourne, Australia | 85.08 | 133 | 0.59 |
| 69 | Norges Bank Oslo, Norway | 87.32 | 28 | 1.15 |
| 70 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 87.68 | 48 | 0.91 |
| 71 | Bangor Business School, Bangor University Bangor, United Kingdom | 88.27 | 33 | 0.5 |
| 72 | Saïd Business School, Oxford University Oxford, United Kingdom | 90.59 | 30 | 1.05 |
| 73 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 90.6 | 48 | 2.64 |
| 74 | Department of Economics, European University Institute Firenze, Italy | 91.44 | 37 | 0.15 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 91.5 | 14 | 0.44 |
| 75 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 91.5 | 26 | 0.44 |
| --- | Finance Department, London School of Economics (LSE) London, United Kingdom | 93.64 | 8 | 0.09 |
| 76 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 94.16 | 5 | 0.25 |
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) | 1.57 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.64 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.75 |
| 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 | 7.35 |
| 6 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 8.34 |
| 7 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 10.39 |
| 8 | Ser-Huang Poon | 10.91 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 11.1 |
| 10 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 11.55 |
| 11 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 13.94 |
| 12 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 13.95 |
| 13 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 14.11 |
| 14 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 14.5 |
| 15 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 14.68 |
| 16 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 15.6 |
| 17 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 16.46 |
| 18 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 17.93 |
| 19 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 21.78 |
| 20 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 23.75 |
| 21 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 25.27 |
| 22 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 26.21 |
| 23 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 27.08 |
| 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) | 27.78 |
| 25 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 27.97 |
| 26 | 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) | 28.36 |
| 27 | Michael McAleer Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan | 29.16 |
| 28 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 29.23 |
| 29 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 29.31 |
| 30 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 29.54 |
| 31 | Rosario Nunzio Mantegna Department of Economics, Central European University, Budapest, Hungary | 30.18 |
| 32 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 30.62 |
| 33 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 31.19 |
| 34 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 31.48 |
| 35 | Colin Carter Department of Agricultural and Resource Economics, University of California-Davis, Davis, California (USA) | 35.21 |
| 36 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 35.48 |
| 37 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 35.99 |
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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