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 380 authors affiliated with 771 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 | 46 | 0.98 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.3 | 41 | 1 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.42 | 56 | 0.49 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.73 | 14 | 0.93 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.37 | 119 | 3.93 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.49 | 58 | 3.86 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 6.5 | 22 | 1.27 |
| 6 | Federal Reserve Bank of New York New York City, New York (USA) | 7.62 | 79 | 3.13 |
| 7 | Cass Business School, City University London, United Kingdom | 8.55 | 36 | 3.01 |
| 8 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 10.62 | 45 | 0.67 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 13.92 | 2 | 0.1 |
| 9 | Department of Economics, New York University (NYU) New York City, New York (USA) | 14.21 | 55 | 0.69 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 14.4 | 13 | 0.25 |
| 10 | Toulouse School of Economics (TSE) Toulouse, France | 15.83 | 143 | 1.93 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 16.61 | 67 | 0.29 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 17.47 | 59 | 1.18 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 17.97 | 7 | 1.19 |
| 12 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 17.97 | 19 | 1.19 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 18.31 | 5 | 0.56 |
| 13 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 18.32 | 12 | 0.54 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 19.38 | 36 | 1.59 |
| 14 | Business School, University of Technology Sydney Sydney, Australia | 23.28 | 79 | 3.06 |
| 15 | IESE Business School, Universidad de Navarra Barcelona, Spain | 23.65 | 16 | 0.19 |
| 16 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 25.38 | 32 | 1.19 |
| 17 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 27.98 | 56 | 2 |
| 18 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 28.62 | 485 | 0.35 |
| 19 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 28.66 | 37 | 0.14 |
| 20 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 29.89 | 54 | 0.66 |
| 21 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 32.36 | 25 | 1.03 |
| 22 | London School of Economics (LSE) London, United Kingdom | 32.62 | 273 | 0.48 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 34.16 | 42 | 2.86 |
| 23 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 34.21 | 10 | 0.2 |
| 24 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 34.25 | 31 | 0.9 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 35.21 | 11 | 1.3 |
| 25 | Henley Business School, University of Reading Reading, United Kingdom | 35.21 | 28 | 1.3 |
| 26 | European Central Bank Frankfurt am Main, Germany | 39.8 | 168 | 1.41 |
| 27 | Université Paris-Dauphine (Paris IX) Paris, France | 41.4 | 120 | 4.25 |
| 28 | Graduate School of Business, Stanford University Stanford, California (USA) | 43.26 | 31 | 0.37 |
| 29 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 45.8 | 56 | 0.24 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 45.8 | 45 | 0.24 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 46.13 | 6 | 0.5 |
| 30 | Department of Economics, University of California-Irvine Irvine, California (USA) | 47.56 | 29 | 0.36 |
| 31 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 47.79 | 46 | 0.61 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 48.16 | 10 | 0.73 |
| 32 | Bank for International Settlements (BIS) Basel, Switzerland | 49.61 | 60 | 0.76 |
| 33 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 51.43 | 67 | 0.15 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 51.45 | 6 | 0.09 |
| 34 | Bank of Canada Ottawa, Canada | 54.27 | 104 | 1.77 |
| 35 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 54.93 | 54 | 0.43 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 55.76 | 41 | 0.54 |
| 36 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 56.36 | 66 | 0.94 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 56.82 | 35 | 3.5 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 57.26 | 27 | 0.16 |
| 37 | Graduate School of Business, Columbia University New York City, New York (USA) | 57.26 | 44 | 0.16 |
| 38 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 58.89 | 63 | 1.01 |
| 39 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 59.41 | 20 | 0.35 |
| 40 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 59.65 | 34 | 0.49 |
| 41 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 60 | 37 | 0.2 |
| 42 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 60.66 | 47 | 0.14 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 61.1 | 11 | 0.99 |
| 43 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 61.13 | 68 | 1.13 |
| 44 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 61.8 | 26 | 0.09 |
| 45 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 65.2 | 3 | 0.67 |
| 46 | Rotman School of Management, University of Toronto Toronto, Canada | 66.29 | 37 | 0.33 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 66.29 | 6 | 0.33 |
| 47 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 66.56 | 108 | 0.56 |
| 48 | School of Economics and Finance, Queen Mary London, United Kingdom | 66.67 | 45 | 0.54 |
| 49 | Department of Economics, Simon Fraser University Burnaby, Canada | 66.69 | 41 | 1.42 |
| 50 | Department of Economics, University of Toronto Toronto, Canada | 66.9 | 61 | 1.67 |
| 51 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 68.58 | 29 | 0.2 |
| 52 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 69.3 | 295 | 0.16 |
| 53 | Department of Economics, Central European University Budapest, Hungary | 69.48 | 29 | 0.52 |
| 54 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 70.43 | 82 | 1.46 |
| 55 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 71.68 | 48 | 2.67 |
| 56 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 73.92 | 142 | 0.63 |
| 57 | BI Handelshøyskolen Oslo, Norway | 74.52 | 44 | 1.53 |
| 58 | Tinbergen Instituut Amsterdam, Netherlands | 74.91 | 146 | 0.99 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 75.99 | 19 | 1.52 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 77 | 89 | 0.48 |
| 59 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 78.69 | 100 | 0.52 |
| 60 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 80.84 | 18 | 1.16 |
| 61 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 80.98 | 26 | 0.56 |
| 62 | School of Economics and Political Science, Universität St. Gallen Sankt Gallen, Switzerland | 83.33 | 61 | 1.51 |
| 63 | PBC School of Finance, Tsinghua University Beijing, China | 83.71 | 5 | 0.21 |
| 64 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 85.33 | 22 | 2.25 |
| 65 | Singapore Management University Singapore, Singapore | 85.77 | 40 | 0.59 |
| 66 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 86.7 | 71 | 1.52 |
| 67 | Department of Economics, European University Institute Firenze, Italy | 87.53 | 41 | 0.16 |
| 68 | New Economic School (NES) Moscow, Russia | 89.13 | 44 | 1.06 |
| 69 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 89.34 | 42 | 0.24 |
| 70 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 90.9 | 89 | 2.64 |
| 71 | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover Hannover, Germany | 91.92 | 55 | 0.52 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 92.1 | 14 | 0.18 |
| 72 | Norges Bank Oslo, Norway | 93.38 | 28 | 1.14 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 93.6 | 14 | 0.44 |
| 73 | Schulich School of Business, York University Toronto, Canada | 94.11 | 9 | 0.2 |
| 74 | Monash Business School, Monash University Melbourne, Australia | 94.38 | 133 | 0.59 |
| 75 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 98.51 | 48 | 0.91 |
| 76 | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 99.03 | 16 | 0.72 |
| 77 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 100.92 | 49 | 2.64 |
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) | 1.52 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 3.08 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.08 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.68 |
| 5 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 6.94 |
| 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 | 7.43 |
| 7 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 10.82 |
| 8 | Ser-Huang Poon | 11.45 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 11.59 |
| 10 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 11.93 |
| 11 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 13.15 |
| 12 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 13.77 |
| 13 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 13.86 |
| 14 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 14.57 |
| 15 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 14.59 |
| 16 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 14.69 |
| 17 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 14.99 |
| 18 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 15.57 |
| 19 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 23.74 |
| 20 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 24.89 |
| 21 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 26.02 |
| 22 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 26.04 |
| 23 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 26.68 |
| 24 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 27.63 |
| 25 | 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) | 28.69 |
| 26 | 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) | 28.78 |
| 27 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 28.99 |
| 28 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 29.78 |
| 29 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 30.24 |
| 30 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 30.25 |
| 31 | Michael McAleer Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan | 30.39 |
| 32 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 30.97 |
| 33 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 31.14 |
| 34 | Rosario Nunzio Mantegna Department of Economics, Central European University, Budapest, Hungary | 31.68 |
| 35 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 31.9 |
| 36 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 35.16 |
| 37 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 36.01 |
| 38 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 36.64 |
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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