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 389 authors affiliated with 788 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) | 1.14 | 45 | 0.95 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.34 | 42 | 0.97 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.68 | 57 | 0.47 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.63 | 14 | 0.89 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.29 | 119 | 3.6 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.43 | 57 | 3.53 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.73 | 22 | 1.25 |
| 6 | Federal Reserve Bank of New York New York City, New York (USA) | 7.87 | 79 | 3.11 |
| 7 | Cass Business School, City University London, United Kingdom | 7.93 | 36 | 2.99 |
| 8 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 9.78 | 44 | 0.55 |
| 9 | Toulouse School of Economics (TSE) Toulouse, France | 12.95 | 152 | 2.08 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 14.36 | 15 | 0.24 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 15.02 | 54 | 0.44 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.4 | 3 | 0.09 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 16.56 | 4 | 0.44 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 17.16 | 59 | 1.18 |
| 11 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.18 | 12 | 0.54 |
| 12 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 17.82 | 67 | 0.29 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 19.59 | 36 | 1.6 |
| 13 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 19.7 | 20 | 0.94 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 19.7 | 8 | 0.94 |
| 14 | Business School, University of Technology Sydney Sydney, Australia | 23.81 | 79 | 3.06 |
| 15 | IESE Business School, Universidad de Navarra Barcelona, Spain | 24.44 | 16 | 0.18 |
| 16 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 24.66 | 33 | 1.18 |
| 17 | Bank for International Settlements (BIS) Basel, Switzerland | 27.65 | 62 | 1.01 |
| 18 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 28.67 | 56 | 2 |
| 19 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 28.72 | 54 | 0.68 |
| 20 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 31.42 | 37 | 0.13 |
| 21 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 31.92 | 23 | 1.03 |
| 22 | London School of Economics (LSE) London, United Kingdom | 32.05 | 275 | 0.54 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 35.34 | 11 | 1.3 |
| 23 | Henley Business School, University of Reading Reading, United Kingdom | 35.34 | 29 | 1.3 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 35.7 | 41 | 2.86 |
| 24 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 35.85 | 30 | 1.79 |
| 25 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 35.88 | 486 | 0.27 |
| 26 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 36.02 | 31 | 0.86 |
| 27 | Université Paris-Dauphine (Paris IX) Paris, France | 37.4 | 121 | 3.91 |
| 28 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 38.55 | 46 | 0.65 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 40.83 | 18 | 1.68 |
| 29 | European Central Bank Frankfurt am Main, Germany | 41.04 | 170 | 2.35 |
| 30 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 42.95 | 10 | 0.16 |
| 31 | Graduate School of Business, Stanford University Stanford, California (USA) | 43.52 | 31 | 0.37 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 44.83 | 6 | 0.52 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 46.04 | 41 | 0.57 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 47.24 | 10 | 0.72 |
| 32 | Department of Economics, University of California-Irvine Irvine, California (USA) | 49.34 | 29 | 0.36 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 51.14 | 36 | 3.16 |
| 33 | Bank of Canada Ottawa, Canada | 52.12 | 105 | 1.79 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 55.68 | 45 | 0.22 |
| 34 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 55.68 | 56 | 0.22 |
| 35 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 56 | 65 | 0.89 |
| 36 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 56.26 | 65 | 0.15 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 57.02 | 6 | 0.09 |
| 37 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 58.65 | 34 | 0.49 |
| 38 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 59.02 | 45 | 0.15 |
| 39 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 60.02 | 37 | 0.2 |
| 40 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 60.86 | 113 | 0.54 |
| 41 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 61.17 | 26 | 0.09 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 61.78 | 11 | 0.99 |
| 42 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 62.24 | 19 | 0.35 |
| 43 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 63.02 | 51 | 0.43 |
| 44 | Graduate School of Business, Columbia University New York City, New York (USA) | 64.71 | 44 | 0.16 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 64.71 | 27 | 0.16 |
| 45 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 67.35 | 3 | 0.67 |
| 46 | Department of Economics, University of Toronto Toronto, Canada | 67.55 | 61 | 1.65 |
| 47 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 67.6 | 70 | 1.04 |
| 48 | Department of Economics, Central European University Budapest, Hungary | 69.62 | 31 | 0.51 |
| 49 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 69.65 | 30 | 0.2 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 69.7 | 95 | 0.47 |
| 50 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 69.82 | 295 | 0.17 |
| 51 | School of Economics and Finance, Queen Mary London, United Kingdom | 71.05 | 46 | 0.54 |
| 52 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 71.69 | 40 | 0.37 |
| 53 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 73.16 | 87 | 1.53 |
| 54 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 75.02 | 43 | 0.34 |
| 55 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 76.37 | 145 | 0.63 |
| 56 | Rotman School of Management, University of Toronto Toronto, Canada | 76.88 | 38 | 0.29 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 76.88 | 7 | 0.29 |
| 57 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 78.3 | 68 | 0.98 |
| 58 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 79.16 | 21 | 1.75 |
| 59 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 81.14 | 139 | 0.29 |
| 60 | Schulich School of Business, York University Toronto, Canada | 81.9 | 9 | 0.22 |
| 61 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 82.61 | 92 | 2.65 |
| 62 | BI Handelshøyskolen Oslo, Norway | 82.87 | 42 | 1.51 |
| 63 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 83.1 | 30 | 0.71 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 84.71 | 19 | 1.51 |
| 64 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 85.08 | 70 | 1.52 |
| 65 | Department of Economics, European University Institute Firenze, Italy | 85.45 | 39 | 0.16 |
| 66 | New Economic School (NES) Moscow, Russia | 86.73 | 43 | 1.06 |
| 67 | PBC School of Finance, Tsinghua University Beijing, China | 86.94 | 5 | 0.21 |
| 68 | Department of Economics, Simon Fraser University Burnaby, Canada | 86.96 | 42 | 1.35 |
| 69 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 90.78 | 47 | 0.92 |
| 70 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 90.81 | 18 | 0.82 |
| 71 | Singapore Management University Singapore, Singapore | 93.21 | 40 | 0.59 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 94.22 | 14 | 0.17 |
| 72 | Norges Bank Oslo, Norway | 95.35 | 28 | 1.14 |
| 73 | Saïd Business School, Oxford University Oxford, United Kingdom | 96.02 | 30 | 0.93 |
| 74 | Tinbergen Instituut Amsterdam, Netherlands | 96.15 | 142 | 0.98 |
| 75 | Monash Business School, Monash University Melbourne, Australia | 98.54 | 135 | 0.58 |
| 76 | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 100.24 | 16 | 0.72 |
| 77 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 100.49 | 51 | 2.43 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 101.03 | 27 | 1.51 |
| 78 | Centre for Economics and Financial Econometrics Research (CEFER), Deakin University Melbourne, Australia | 101.08 | 32 | 0.45 |
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) | 1.87 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.61 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.33 |
| 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) | 6.58 |
| 6 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 7.71 |
| 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 | 8.66 |
| 8 | Ser-Huang Poon | 9.68 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 11.49 |
| 10 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 11.84 |
| 11 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 13.84 |
| 12 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 13.86 |
| 13 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 14.58 |
| 14 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 14.8 |
| 15 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 15.37 |
| 16 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 15.75 |
| 17 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 16.08 |
| 18 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 16.12 |
| 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 | 18.47 |
| 20 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 24.63 |
| 21 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 24.82 |
| 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) | 26.17 |
| 23 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 26.95 |
| 24 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 29.12 |
| 25 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 29.47 |
| 26 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 29.63 |
| 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) | 31.02 |
| 28 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 31.29 |
| 29 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 31.31 |
| 30 | 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) | 32.18 |
| 31 | Rosario Nunzio Mantegna Department of Economics, Central European University, Budapest, Hungary | 32.95 |
| 32 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 33.57 |
| 33 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 33.81 |
| 34 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 34.24 |
| 35 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 35.27 |
| 36 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 35.83 |
| 37 | Marco Pagano Centro Studi di Economia e Finanza (CSEF), Napoli, Italy | 36.16 |
| 38 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 36.69 |
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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