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 383 authors affiliated with 778 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) | 1.18 | 46 | 0.97 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.39 | 42 | 1 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.68 | 58 | 0.48 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.79 | 14 | 0.92 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.92 | 120 | 3.86 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.14 | 58 | 3.8 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.11 | 22 | 1.27 |
| 6 | Federal Reserve Bank of New York New York City, New York (USA) | 7.85 | 78 | 3.13 |
| 7 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 8.95 | 45 | 0.72 |
| 8 | Cass Business School, City University London, United Kingdom | 8.96 | 36 | 3.01 |
| 9 | Toulouse School of Economics (TSE) Toulouse, France | 13.03 | 151 | 2.08 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 13.85 | 54 | 0.44 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 14.62 | 15 | 0.24 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.24 | 3 | 0.1 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 15.39 | 5 | 0.6 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 17.62 | 58 | 1.18 |
| 11 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.72 | 12 | 0.54 |
| 12 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 19.11 | 67 | 0.29 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 20.25 | 8 | 0.94 |
| 13 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 20.25 | 20 | 0.94 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 20.26 | 36 | 1.59 |
| 14 | IESE Business School, Universidad de Navarra Barcelona, Spain | 23.59 | 16 | 0.19 |
| 15 | Business School, University of Technology Sydney Sydney, Australia | 24.68 | 80 | 3.06 |
| 16 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 25.76 | 32 | 1.19 |
| 17 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 27.65 | 56 | 2 |
| 18 | London School of Economics (LSE) London, United Kingdom | 27.89 | 274 | 0.59 |
| 19 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 28.61 | 37 | 0.14 |
| 20 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 31.49 | 54 | 0.65 |
| 21 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 32.1 | 23 | 1.03 |
| 22 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 34.64 | 486 | 0.28 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 34.82 | 11 | 1.3 |
| 23 | Henley Business School, University of Reading Reading, United Kingdom | 34.82 | 29 | 1.3 |
| 24 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 35.41 | 31 | 0.86 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 35.57 | 42 | 2.86 |
| 25 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 39.53 | 46 | 0.65 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 40.37 | 45 | 0.28 |
| 26 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 40.37 | 56 | 0.28 |
| 27 | Université Paris-Dauphine (Paris IX) Paris, France | 41.05 | 122 | 4.25 |
| 28 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 41.5 | 10 | 0.16 |
| 29 | European Central Bank Frankfurt am Main, Germany | 42.56 | 170 | 2.39 |
| 30 | Graduate School of Business, Stanford University Stanford, California (USA) | 43.48 | 31 | 0.37 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 47.47 | 41 | 0.57 |
| 31 | Department of Economics, University of California-Irvine Irvine, California (USA) | 48.02 | 29 | 0.36 |
| 32 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 48.77 | 30 | 0.76 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 49.19 | 6 | 0.49 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 49.66 | 10 | 0.73 |
| 33 | Bank of Canada Ottawa, Canada | 51.18 | 105 | 1.82 |
| 34 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 52.21 | 65 | 0.92 |
| 35 | Bank for International Settlements (BIS) Basel, Switzerland | 53.2 | 60 | 0.74 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 53.86 | 18 | 0.65 |
| 36 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 54.55 | 65 | 0.15 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 55.76 | 6 | 0.09 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 56.53 | 36 | 3.5 |
| 37 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 57.89 | 46 | 0.15 |
| 38 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 58.7 | 34 | 0.49 |
| 39 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 58.8 | 19 | 0.35 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 59.96 | 11 | 0.99 |
| 40 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 60.22 | 52 | 0.43 |
| 41 | Graduate School of Business, Columbia University New York City, New York (USA) | 61.54 | 44 | 0.16 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 61.54 | 27 | 0.16 |
| 42 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 62.37 | 26 | 0.09 |
| 43 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 63.41 | 69 | 1.05 |
| 44 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 63.65 | 37 | 0.2 |
| 45 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 66.27 | 113 | 0.57 |
| 46 | Rotman School of Management, University of Toronto Toronto, Canada | 66.4 | 38 | 0.33 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 66.4 | 7 | 0.33 |
| 47 | School of Economics and Finance, Queen Mary London, United Kingdom | 67.25 | 47 | 0.54 |
| 48 | Department of Economics, University of Toronto Toronto, Canada | 67.54 | 61 | 1.65 |
| 49 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 68.39 | 30 | 0.2 |
| 50 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 69.23 | 3 | 0.67 |
| 51 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 70.94 | 295 | 0.17 |
| 52 | Department of Economics, Simon Fraser University Burnaby, Canada | 71.6 | 42 | 1.42 |
| 53 | Department of Economics, Central European University Budapest, Hungary | 71.69 | 30 | 0.51 |
| 54 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 73.22 | 86 | 1.63 |
| 55 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 74.44 | 21 | 2.25 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 76.06 | 95 | 0.49 |
| 56 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 77.04 | 144 | 0.63 |
| 57 | BI Handelshøyskolen Oslo, Norway | 78.6 | 42 | 1.53 |
| 58 | New Economic School (NES) Moscow, Russia | 78.86 | 43 | 1.06 |
| 59 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 79.61 | 63 | 0.97 |
| 60 | Department of Economics, European University Institute Firenze, Italy | 79.84 | 39 | 0.16 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 80.34 | 19 | 1.52 |
| 61 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 81.29 | 18 | 1.16 |
| 62 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 81.68 | 92 | 2.67 |
| 63 | Tinbergen Instituut Amsterdam, Netherlands | 81.84 | 143 | 0.95 |
| 64 | PBC School of Finance, Tsinghua University Beijing, China | 82.64 | 5 | 0.21 |
| 65 | Schulich School of Business, York University Toronto, Canada | 83.58 | 9 | 0.22 |
| 66 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 83.67 | 71 | 1.52 |
| 67 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 84.48 | 49 | 2.59 |
| 68 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 86.79 | 99 | 0.48 |
| 69 | Singapore Management University Singapore, Singapore | 88.62 | 40 | 0.59 |
| 70 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 90.31 | 139 | 0.19 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 91.01 | 14 | 0.18 |
| 71 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 93.52 | 42 | 0.24 |
| --- | Financial Markets Group (FMG), London School of Economics (LSE) London, United Kingdom | 93.58 | 17 | 0.35 |
| 72 | Norges Bank Oslo, Norway | 95.11 | 28 | 1.14 |
| 73 | Monash Business School, Monash University Melbourne, Australia | 95.43 | 134 | 0.59 |
| 74 | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 96 | 16 | 0.72 |
| 75 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 99.56 | 51 | 2.43 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 100.19 | 27 | 1.51 |
| 76 | Centre for Economics and Financial Econometrics Research (CEFER), Deakin University Melbourne, Australia | 102.61 | 32 | 0.45 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 106.22 | 32 | 0.09 |
| 77 | Saïd Business School, Oxford University Oxford, United Kingdom | 109.51 | 30 | 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) | 1.66 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.89 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.17 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.98 |
| 5 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 7.17 |
| 6 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 7.75 |
| 7 | 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 | 8.32 |
| 8 | Ser-Huang Poon | 10.51 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 11.83 |
| 10 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 13.57 |
| 11 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 13.6 |
| 12 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 13.93 |
| 13 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 13.93 |
| 14 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 14.69 |
| 15 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 14.85 |
| 16 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 15.19 |
| 17 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 15.62 |
| 18 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 16.36 |
| 19 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 16.68 |
| 20 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 24.39 |
| 21 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 25.51 |
| 22 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 25.98 |
| 23 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 27.21 |
| 24 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 27.44 |
| 25 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 28.55 |
| 26 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 28.78 |
| 27 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 29.74 |
| 28 | 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) | 30.23 |
| 29 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 30.53 |
| 30 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 30.6 |
| 31 | 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) | 31.47 |
| 32 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 32.36 |
| 33 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 33.03 |
| 34 | Rosario Nunzio Mantegna Department of Economics, Central European University, Budapest, Hungary | 33.28 |
| 35 | Michael McAleer Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan | 33.69 |
| 36 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 33.96 |
| 37 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 35.13 |
| 38 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 37.24 |
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.
Credits:
Printed from https://ideas.repec.org/top/old/1511/top.mst.html
