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 394 authors affiliated with 803 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 | 0.95 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.26 | 42 | 0.97 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.74 | 60 | 0.58 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.45 | 14 | 0.89 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.43 | 119 | 3.61 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.79 | 58 | 3.54 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.93 | 22 | 1.25 |
| 6 | Cass Business School, City University London, United Kingdom | 8 | 36 | 2.99 |
| 7 | Federal Reserve Bank of New York New York City, New York (USA) | 8.24 | 79 | 3.05 |
| 8 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 10.08 | 46 | 0.55 |
| 9 | Toulouse School of Economics (TSE) Toulouse, France | 11.59 | 157 | 2.08 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 12.27 | 54 | 0.44 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.25 | 17 | 0.24 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.82 | 3 | 0.09 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 16.3 | 5 | 0.44 |
| 11 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.65 | 12 | 0.54 |
| 12 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 18.33 | 66 | 0.29 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 18.69 | 59 | 1.12 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 19.26 | 36 | 1.6 |
| 13 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 20.12 | 19 | 0.94 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 20.12 | 8 | 0.94 |
| 14 | Graduate School of Business, Stanford University Stanford, California (USA) | 23.78 | 31 | 0.59 |
| 15 | IESE Business School, Universidad de Navarra Barcelona, Spain | 25.49 | 16 | 0.18 |
| 16 | Bank for International Settlements (BIS) Basel, Switzerland | 25.54 | 63 | 1.09 |
| 17 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 25.65 | 33 | 1.18 |
| 18 | Business School, University of Technology Sydney Sydney, Australia | 26.87 | 79 | 3.03 |
| 19 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 27.51 | 57 | 2 |
| 20 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 29.19 | 54 | 0.68 |
| 21 | Université Paris-Dauphine (Paris IX) Paris, France | 30.97 | 126 | 3.91 |
| 22 | London School of Economics (LSE) London, United Kingdom | 32.52 | 275 | 0.52 |
| 23 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 32.57 | 38 | 0.13 |
| 24 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 33.24 | 23 | 1.03 |
| 25 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 36.1 | 30 | 0.86 |
| 26 | Henley Business School, University of Reading Reading, United Kingdom | 36.63 | 29 | 1.27 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 36.63 | 11 | 1.27 |
| 27 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 36.9 | 486 | 0.27 |
| 28 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 38.49 | 46 | 0.64 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 40.62 | 41 | 2.83 |
| 29 | European Central Bank Frankfurt am Main, Germany | 42.47 | 172 | 1.85 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 44.27 | 36 | 3.16 |
| 30 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 44.34 | 10 | 0.16 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 45.53 | 41 | 0.56 |
| 31 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 45.79 | 31 | 2.05 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 46.18 | 6 | 0.52 |
| 32 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 46.53 | 59 | 0.26 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 46.53 | 48 | 0.26 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 47.5 | 10 | 0.72 |
| 33 | Department of Economics, University of California-Irvine Irvine, California (USA) | 50.04 | 29 | 0.36 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 50.4 | 19 | 1.97 |
| 34 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 56.11 | 45 | 0.15 |
| 35 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 56.79 | 64 | 0.15 |
| 36 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 57.49 | 65 | 0.89 |
| 37 | Bank of Canada Ottawa, Canada | 57.96 | 108 | 1.68 |
| 38 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 58.87 | 37 | 0.2 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 58.95 | 6 | 0.09 |
| 39 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 59.09 | 50 | 0.43 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 61.14 | 11 | 0.99 |
| 40 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 61.46 | 34 | 0.49 |
| 41 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 62.43 | 20 | 0.35 |
| 42 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 62.64 | 26 | 0.09 |
| 43 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 63.56 | 112 | 0.53 |
| 44 | School of Economics and Finance, Queen Mary London, United Kingdom | 65.52 | 46 | 0.6 |
| 45 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 66.35 | 3 | 0.67 |
| 46 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 66.67 | 70 | 1.04 |
| 47 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 66.96 | 68 | 0.98 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 67.35 | 27 | 0.16 |
| 48 | Graduate School of Business, Columbia University New York City, New York (USA) | 67.35 | 44 | 0.16 |
| 49 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 67.46 | 87 | 1.58 |
| 50 | Department of Economics, University of Toronto Toronto, Canada | 68.04 | 61 | 1.65 |
| 51 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 69.11 | 294 | 0.16 |
| 52 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 70.2 | 44 | 0.37 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 71.54 | 95 | 0.47 |
| 53 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 73.13 | 30 | 0.2 |
| 54 | Department of Economics, Central European University Budapest, Hungary | 73.2 | 31 | 0.51 |
| 55 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 75.85 | 43 | 0.34 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 77.71 | 7 | 0.29 |
| 56 | Rotman School of Management, University of Toronto Toronto, Canada | 77.71 | 38 | 0.29 |
| 57 | Schulich School of Business, York University Toronto, Canada | 78 | 8 | 0.22 |
| 58 | New Economic School (NES) Moscow, Russia | 79.36 | 42 | 1.06 |
| 59 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 79.65 | 146 | 0.63 |
| 60 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 83.33 | 21 | 1.75 |
| 61 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 84.27 | 30 | 0.71 |
| 62 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 84.94 | 90 | 2.65 |
| 63 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 85.51 | 70 | 1.52 |
| 64 | Department of Economics, Simon Fraser University Burnaby, Canada | 86.58 | 42 | 1.35 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 87.57 | 19 | 1.48 |
| 65 | BI Handelshøyskolen Oslo, Norway | 87.57 | 41 | 1.48 |
| 66 | Norges Bank Oslo, Norway | 88.07 | 27 | 1.16 |
| 67 | PBC School of Finance, Tsinghua University Beijing, China | 88.18 | 5 | 0.21 |
| 68 | Department of Economics, European University Institute Firenze, Italy | 89.11 | 42 | 0.16 |
| 69 | Tinbergen Instituut Amsterdam, Netherlands | 90.12 | 143 | 1 |
| 70 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 90.57 | 47 | 0.92 |
| 70 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 90.57 | 140 | 0.21 |
| 72 | Singapore Management University Singapore, Singapore | 93.2 | 40 | 0.59 |
| 73 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 94.01 | 18 | 0.81 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 97.19 | 14 | 0.17 |
| 74 | Saïd Business School, Oxford University Oxford, United Kingdom | 99.91 | 31 | 0.93 |
| 75 | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 101.17 | 16 | 0.72 |
| 76 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 101.25 | 52 | 2.43 |
| 77 | Monash Business School, Monash University Melbourne, Australia | 101.83 | 134 | 0.58 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 102.67 | 27 | 1.51 |
| 78 | Department of Economics and Related Studies, University of York York, United Kingdom | 102.88 | 83 | 0.12 |
| 79 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 107.66 | 104 | 1.82 |
| 80 | School of Business and Economics, Maastricht University Maastricht, Netherlands | 107.68 | 99 | 0.82 |
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) | 1.91 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.51 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.29 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 5.39 |
| 5 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 6.7 |
| 6 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 7.19 |
| 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 | 9.06 |
| 8 | Ser-Huang Poon | 10.73 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 10.95 |
| 10 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 12.98 |
| 11 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 13.23 |
| 12 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 13.43 |
| 13 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 13.53 |
| 14 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 14.21 |
| 15 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 16.15 |
| 16 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 16.31 |
| 17 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 16.57 |
| 18 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 16.59 |
| 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 | 18.53 |
| 20 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 24.56 |
| 21 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 26.01 |
| 22 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 26.41 |
| 23 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 27.84 |
| 24 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 28.68 |
| 25 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 29.37 |
| 26 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 30.62 |
| 27 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 31 |
| 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) | 31.08 |
| 29 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 31.48 |
| 30 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 32.19 |
| 31 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 33.51 |
| 32 | 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) | 33.63 |
| 33 | Rosario Nunzio Mantegna Department of Economics, Central European University, Budapest, Hungary | 33.92 |
| 34 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 34.14 |
| 35 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 34.75 |
| 36 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 35.05 |
| 37 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 35.27 |
| 38 | Marco Pagano Centro Studi di Economia e Finanza (CSEF), Napoli, Italy | 37.13 |
| 39 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 38.75 |
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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