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 381 authors affiliated with 773 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) | 1.11 | 46 | 0.97 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.48 | 41 | 1 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.49 | 57 | 0.49 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 5 | 14 | 0.92 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.26 | 119 | 3.83 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.4 | 58 | 3.77 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 6.95 | 22 | 1.27 |
| 6 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 7.75 | 45 | 0.72 |
| 7 | Federal Reserve Bank of New York New York City, New York (USA) | 7.85 | 78 | 3.13 |
| 8 | Cass Business School, City University London, United Kingdom | 8.93 | 36 | 3.01 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 14.59 | 14 | 0.25 |
| 9 | Department of Economics, New York University (NYU) New York City, New York (USA) | 14.72 | 54 | 0.44 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 15.35 | 5 | 0.6 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.4 | 3 | 0.1 |
| 10 | Toulouse School of Economics (TSE) Toulouse, France | 15.57 | 144 | 1.89 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 17.29 | 67 | 0.29 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 17.68 | 58 | 1.18 |
| 12 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.84 | 12 | 0.54 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 18.99 | 36 | 1.59 |
| 13 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 20.42 | 20 | 0.94 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 20.42 | 8 | 0.94 |
| 14 | Business School, University of Technology Sydney Sydney, Australia | 23.25 | 79 | 3.06 |
| 15 | IESE Business School, Universidad de Navarra Barcelona, Spain | 23.58 | 16 | 0.19 |
| 16 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 25 | 32 | 1.19 |
| 17 | London School of Economics (LSE) London, United Kingdom | 28.06 | 276 | 0.56 |
| 18 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 28.57 | 56 | 2 |
| 19 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 28.89 | 37 | 0.14 |
| 20 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 30.45 | 54 | 0.66 |
| 21 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 30.6 | 23 | 1.03 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 34.35 | 42 | 2.86 |
| 22 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 35.91 | 31 | 0.87 |
| 23 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 36.05 | 485 | 0.28 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 36.17 | 11 | 1.3 |
| 24 | Henley Business School, University of Reading Reading, United Kingdom | 36.17 | 29 | 1.3 |
| 25 | European Central Bank Frankfurt am Main, Germany | 39.69 | 168 | 2.39 |
| 26 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 41.17 | 10 | 0.16 |
| 27 | Université Paris-Dauphine (Paris IX) Paris, France | 41.8 | 122 | 4.25 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 41.9 | 45 | 0.26 |
| 28 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 41.9 | 56 | 0.26 |
| 29 | Graduate School of Business, Stanford University Stanford, California (USA) | 43.63 | 31 | 0.37 |
| 30 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 47.66 | 45 | 0.6 |
| 31 | Department of Economics, University of California-Irvine Irvine, California (USA) | 48.28 | 29 | 0.36 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 48.41 | 6 | 0.5 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 48.78 | 10 | 0.73 |
| 32 | Bank for International Settlements (BIS) Basel, Switzerland | 51.65 | 60 | 0.76 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 52.74 | 6 | 0.09 |
| 33 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 53.3 | 65 | 0.15 |
| 34 | Bank of Canada Ottawa, Canada | 54.51 | 105 | 1.77 |
| 35 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 56.11 | 30 | 0.65 |
| 36 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 56.57 | 66 | 0.92 |
| 37 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 56.58 | 53 | 0.43 |
| 38 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 56.92 | 46 | 0.15 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 57.09 | 40 | 0.54 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 57.99 | 35 | 3.5 |
| 39 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 58.5 | 69 | 1.13 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 58.7 | 11 | 0.99 |
| 40 | Graduate School of Business, Columbia University New York City, New York (USA) | 59 | 44 | 0.16 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 59 | 27 | 0.16 |
| 41 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 59.01 | 20 | 0.35 |
| 42 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 59.53 | 26 | 0.09 |
| 43 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 61.18 | 34 | 0.49 |
| 44 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 61.83 | 63 | 1.01 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 62.7 | 18 | 0.54 |
| 45 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 63.05 | 37 | 0.2 |
| 46 | Rotman School of Management, University of Toronto Toronto, Canada | 64.47 | 37 | 0.33 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 64.47 | 6 | 0.33 |
| 47 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 64.6 | 3 | 0.67 |
| 48 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 65.18 | 110 | 0.57 |
| 49 | School of Economics and Finance, Queen Mary London, United Kingdom | 66.69 | 46 | 0.54 |
| 50 | Department of Economics, University of Toronto Toronto, Canada | 67.35 | 61 | 1.67 |
| 51 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 68.5 | 30 | 0.2 |
| 52 | Department of Economics, Simon Fraser University Burnaby, Canada | 69.1 | 41 | 1.42 |
| 53 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 70.35 | 293 | 0.16 |
| 54 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 71.13 | 84 | 1.46 |
| 55 | Department of Economics, Central European University Budapest, Hungary | 71.66 | 30 | 0.52 |
| 56 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 72.2 | 48 | 2.67 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 74.82 | 92 | 0.49 |
| 57 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 76.21 | 144 | 0.63 |
| 58 | BI Handelshøyskolen Oslo, Norway | 76.99 | 43 | 1.53 |
| 59 | Tinbergen Instituut Amsterdam, Netherlands | 77.33 | 145 | 0.96 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 78.93 | 19 | 1.52 |
| 60 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 79.15 | 71 | 1.52 |
| 61 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 79.62 | 18 | 1.16 |
| 62 | Schulich School of Business, York University Toronto, Canada | 82.77 | 9 | 0.22 |
| 63 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 82.86 | 99 | 0.49 |
| 64 | PBC School of Finance, Tsinghua University Beijing, China | 83.34 | 5 | 0.21 |
| 65 | New Economic School (NES) Moscow, Russia | 83.53 | 44 | 1.06 |
| 66 | Department of Economics, European University Institute Firenze, Italy | 83.81 | 39 | 0.16 |
| 67 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 87.06 | 21 | 2.25 |
| 68 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 89.22 | 138 | 0.19 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 89.65 | 14 | 0.18 |
| 69 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 90.61 | 90 | 2.65 |
| 70 | Singapore Management University Singapore, Singapore | 91.24 | 40 | 0.59 |
| 71 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 91.32 | 42 | 0.24 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 93.75 | 27 | 1.51 |
| --- | Financial Markets Group (FMG), London School of Economics (LSE) London, United Kingdom | 94.15 | 18 | 0.35 |
| 72 | Norges Bank Oslo, Norway | 94.36 | 28 | 1.14 |
| 73 | Monash Business School, Monash University Melbourne, Australia | 94.65 | 134 | 0.59 |
| 74 | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 96.71 | 16 | 0.72 |
| 75 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 98.31 | 49 | 2.64 |
| 76 | Centre for Economics and Financial Econometrics Research (CEFER), Deakin University Melbourne, Australia | 100.98 | 32 | 0.45 |
| 77 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 104.01 | 48 | 0.91 |
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) | 1.69 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.9 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.2 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 5.03 |
| 5 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 6.75 |
| 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 | 7.98 |
| 7 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 8.19 |
| 8 | Ser-Huang Poon | 10.72 |
| 9 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 11.63 |
| 10 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 12.28 |
| 11 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 13.23 |
| 12 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 13.54 |
| 13 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 13.93 |
| 14 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 14.73 |
| 15 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 15.23 |
| 16 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 15.86 |
| 17 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 15.89 |
| 18 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 16.59 |
| 19 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 16.78 |
| 20 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 24.77 |
| 21 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 25.75 |
| 22 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 26.42 |
| 23 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 27.7 |
| 24 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 27.78 |
| 25 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 28.17 |
| 26 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 28.95 |
| 27 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 29.28 |
| 28 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 30.12 |
| 29 | 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) | 30.69 |
| 30 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 30.85 |
| 31 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 31.37 |
| 32 | 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) | 31.42 |
| 33 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 32.63 |
| 34 | Michael McAleer Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan | 32.74 |
| 35 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 32.86 |
| 36 | Rosario Nunzio Mantegna Department of Economics, Central European University, Budapest, Hungary | 33.45 |
| 37 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 35.75 |
| 38 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 36.79 |
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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