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 797 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 | 45 | 0.95 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.43 | 42 | 0.97 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.68 | 59 | 0.58 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.64 | 14 | 0.89 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.6 | 120 | 3.6 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.72 | 58 | 3.53 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.71 | 22 | 1.25 |
| 6 | Federal Reserve Bank of New York New York City, New York (USA) | 7.84 | 79 | 3.06 |
| 6 | Cass Business School, City University London, United Kingdom | 7.84 | 36 | 2.99 |
| 8 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 9.44 | 44 | 0.55 |
| 9 | Department of Economics, New York University (NYU) New York City, New York (USA) | 13.05 | 54 | 0.44 |
| 10 | Toulouse School of Economics (TSE) Toulouse, France | 13.06 | 153 | 2.08 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 14.85 | 16 | 0.24 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.85 | 3 | 0.09 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 16.36 | 4 | 0.44 |
| 11 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.1 | 12 | 0.54 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 17.78 | 59 | 1.12 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 18.93 | 8 | 0.94 |
| 12 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 18.93 | 20 | 0.94 |
| 13 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 18.98 | 66 | 0.29 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 19.76 | 36 | 1.6 |
| 14 | IESE Business School, Universidad de Navarra Barcelona, Spain | 24.73 | 16 | 0.18 |
| 15 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 25.01 | 33 | 1.18 |
| 16 | Business School, University of Technology Sydney Sydney, Australia | 25.51 | 79 | 3.03 |
| 17 | Bank for International Settlements (BIS) Basel, Switzerland | 28.21 | 63 | 1.01 |
| 18 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 28.94 | 57 | 2 |
| 19 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 29.97 | 54 | 0.68 |
| 20 | Graduate School of Business, Stanford University Stanford, California (USA) | 30.71 | 31 | 0.4 |
| 21 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 31.09 | 23 | 1.03 |
| 22 | Université Paris-Dauphine (Paris IX) Paris, France | 31.32 | 124 | 3.91 |
| 23 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 31.78 | 38 | 0.13 |
| 24 | London School of Economics (LSE) London, United Kingdom | 32.02 | 275 | 0.54 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 33.36 | 11 | 1.3 |
| 25 | Henley Business School, University of Reading Reading, United Kingdom | 33.36 | 29 | 1.3 |
| 26 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 35.89 | 31 | 0.86 |
| 27 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 36.18 | 485 | 0.27 |
| 28 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 38.8 | 46 | 0.64 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 39.68 | 41 | 2.83 |
| 29 | European Central Bank Frankfurt am Main, Germany | 43 | 171 | 2.35 |
| 30 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 43.17 | 30 | 1.09 |
| 31 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 43.18 | 10 | 0.16 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 45.64 | 36 | 3.16 |
| 32 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 46.07 | 57 | 0.26 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 46.07 | 46 | 0.26 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 46.19 | 41 | 0.56 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 47.31 | 6 | 0.52 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 47.55 | 18 | 1.01 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 47.68 | 10 | 0.72 |
| 33 | Department of Economics, University of California-Irvine Irvine, California (USA) | 50.56 | 29 | 0.36 |
| 34 | Bank of Canada Ottawa, Canada | 51.61 | 107 | 1.79 |
| 35 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 56.81 | 65 | 0.15 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 57.68 | 6 | 0.09 |
| 36 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 58.37 | 45 | 0.15 |
| 37 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 58.41 | 51 | 0.43 |
| 38 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 58.58 | 65 | 0.89 |
| 39 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 59.77 | 20 | 0.35 |
| 40 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 59.89 | 37 | 0.2 |
| 41 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 60.04 | 34 | 0.49 |
| 42 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 61.78 | 26 | 0.09 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 61.97 | 11 | 0.99 |
| 43 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 64.3 | 113 | 0.53 |
| 44 | Graduate School of Business, Columbia University New York City, New York (USA) | 64.54 | 44 | 0.16 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 64.54 | 27 | 0.16 |
| 45 | Department of Economics, University of Toronto Toronto, Canada | 66.53 | 62 | 1.65 |
| 46 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 67.19 | 69 | 1.04 |
| 47 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 68.1 | 3 | 0.67 |
| 48 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 68.62 | 296 | 0.16 |
| 49 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 70.39 | 44 | 0.37 |
| 50 | Department of Economics, Central European University Budapest, Hungary | 70.48 | 31 | 0.51 |
| 51 | School of Economics and Finance, Queen Mary London, United Kingdom | 70.89 | 46 | 0.54 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 72.17 | 96 | 0.47 |
| 52 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 72.87 | 87 | 1.54 |
| 53 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 73.17 | 30 | 0.2 |
| 54 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 75.82 | 43 | 0.34 |
| 55 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 75.85 | 68 | 0.98 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 78.94 | 7 | 0.29 |
| 56 | Rotman School of Management, University of Toronto Toronto, Canada | 78.94 | 38 | 0.29 |
| 57 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 79.21 | 145 | 0.63 |
| 58 | New Economic School (NES) Moscow, Russia | 80.38 | 42 | 1.06 |
| 59 | Schulich School of Business, York University Toronto, Canada | 81.1 | 8 | 0.22 |
| 60 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 81.56 | 47 | 0.92 |
| 61 | BI Handelshøyskolen Oslo, Norway | 81.76 | 42 | 1.51 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 83.39 | 19 | 1.51 |
| 62 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 84.04 | 91 | 2.65 |
| 63 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 84.1 | 21 | 1.75 |
| 64 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 84.51 | 70 | 1.52 |
| 65 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 85.43 | 30 | 0.71 |
| 66 | Department of Economics, Simon Fraser University Burnaby, Canada | 87.25 | 42 | 1.35 |
| 67 | Department of Economics, European University Institute Firenze, Italy | 87.55 | 41 | 0.16 |
| 68 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 88.02 | 139 | 0.21 |
| 69 | PBC School of Finance, Tsinghua University Beijing, China | 89.38 | 5 | 0.21 |
| 70 | Singapore Management University Singapore, Singapore | 92.78 | 41 | 0.59 |
| 71 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 92.96 | 18 | 0.82 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 96.12 | 14 | 0.17 |
| 72 | Norges Bank Oslo, Norway | 96.14 | 28 | 1.14 |
| 73 | Tinbergen Instituut Amsterdam, Netherlands | 96.33 | 143 | 0.98 |
| 74 | Monash Business School, Monash University Melbourne, Australia | 99.39 | 135 | 0.58 |
| 75 | Saïd Business School, Oxford University Oxford, United Kingdom | 100.13 | 31 | 0.93 |
| 76 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 100.85 | 52 | 2.43 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 100.92 | 27 | 1.51 |
| 77 | Department of Economics and Related Studies, University of York York, United Kingdom | 100.94 | 83 | 0.12 |
| 78 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 102.81 | 99 | 0.51 |
| 79 | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 103.26 | 16 | 0.72 |
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) | 1.83 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.68 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.41 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 5.35 |
| 5 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 6.39 |
| 6 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 6.93 |
| 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 | 8.76 |
| 8 | Ser-Huang Poon | 10.34 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 11.21 |
| 10 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 12.68 |
| 11 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 13.37 |
| 12 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 13.89 |
| 13 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 14.02 |
| 14 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 14.31 |
| 15 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 15.52 |
| 16 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 15.59 |
| 17 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 15.68 |
| 18 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 15.95 |
| 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 | 17.95 |
| 20 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 25.98 |
| 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) | 26.12 |
| 22 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 26.88 |
| 23 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 27.01 |
| 24 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 28.05 |
| 25 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 28.3 |
| 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) | 28.77 |
| 27 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 29.87 |
| 28 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 31.21 |
| 29 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 31.42 |
| 30 | Marco Pagano Centro Studi di Economia e Finanza (CSEF), Napoli, Italy | 31.87 |
| 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) | 32.51 |
| 32 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 32.7 |
| 33 | Rosario Nunzio Mantegna Department of Economics, Central European University, Budapest, Hungary | 32.78 |
| 34 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 33.5 |
| 35 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 33.88 |
| 36 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 35.25 |
| 37 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 36.47 |
| 38 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 37.94 |
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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