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 811 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 | 46 | 0.95 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.34 | 43 | 0.97 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.54 | 59 | 0.56 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.79 | 15 | 0.89 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.07 | 120 | 3.61 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.16 | 58 | 3.55 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.22 | 22 | 1.27 |
| 6 | Federal Reserve Bank of New York New York City, New York (USA) | 7.65 | 83 | 3 |
| 7 | Cass Business School, City University London, United Kingdom | 7.87 | 36 | 2.99 |
| 8 | Toulouse School of Economics (TSE) Toulouse, France | 10.96 | 159 | 2.1 |
| 9 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 12.79 | 45 | 0.54 |
| 10 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 14.13 | 66 | 0.29 |
| 11 | Department of Economics, New York University (NYU) New York City, New York (USA) | 15 | 54 | 0.44 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.38 | 17 | 0.24 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.7 | 3 | 0.09 |
| 12 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 15.84 | 12 | 0.54 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 17.88 | 5 | 0.44 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 18.12 | 63 | 1.09 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 19.38 | 35 | 1.6 |
| 13 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 21.93 | 488 | 0.31 |
| 14 | IESE Business School, Universidad de Navarra Barcelona, Spain | 21.97 | 16 | 0.18 |
| 15 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 23.8 | 54 | 0.73 |
| 16 | Bank for International Settlements (BIS) Basel, Switzerland | 24.93 | 64 | 1.05 |
| 17 | Graduate School of Business, Stanford University Stanford, California (USA) | 26.28 | 32 | 0.59 |
| 18 | Business School, University of Technology Sydney Sydney, Australia | 27.64 | 81 | 3.01 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 29.36 | 8 | 0.85 |
| 19 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 29.36 | 19 | 0.85 |
| 20 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 29.76 | 33 | 1.16 |
| 21 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 30.85 | 57 | 2 |
| 22 | London School of Economics (LSE) London, United Kingdom | 31.94 | 282 | 0.54 |
| 23 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 31.98 | 39 | 0.12 |
| 24 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 33.21 | 23 | 1.03 |
| 25 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 35.48 | 30 | 0.86 |
| 26 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 37.73 | 46 | 0.57 |
| 27 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 39.65 | 31 | 2.09 |
| 28 | Henley Business School, University of Reading Reading, United Kingdom | 40.64 | 29 | 1.3 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 40.64 | 11 | 1.3 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 42.04 | 41 | 2.81 |
| 29 | European Central Bank Frankfurt am Main, Germany | 42.51 | 176 | 1.85 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 42.89 | 41 | 0.51 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 43.12 | 19 | 2.01 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 43.33 | 49 | 0.27 |
| 30 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 43.33 | 60 | 0.27 |
| 31 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 45.27 | 10 | 0.16 |
| 32 | Department of Economics, University of California-Irvine Irvine, California (USA) | 45.35 | 30 | 0.36 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 47.36 | 6 | 0.53 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 48.61 | 10 | 0.72 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 50 | 6 | 0.09 |
| 33 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 50.95 | 64 | 0.15 |
| 34 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 51.46 | 43 | 0.15 |
| 35 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 53.07 | 20 | 0.35 |
| 36 | Université Paris-Dauphine (Paris IX) Paris, France | 53.6 | 125 | 3.75 |
| 37 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 56.19 | 68 | 0.89 |
| 38 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 56.72 | 34 | 0.49 |
| 39 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 58.31 | 87 | 1.52 |
| 40 | Bank of Canada Ottawa, Canada | 59.51 | 108 | 1.6 |
| 41 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 59.76 | 297 | 0.21 |
| 42 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 61.07 | 26 | 0.09 |
| 43 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 61.83 | 113 | 1.53 |
| 44 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 62.79 | 146 | 0.73 |
| 45 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 62.95 | 69 | 0.98 |
| 46 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 63.89 | 72 | 1.04 |
| 47 | School of Economics and Finance, Queen Mary London, United Kingdom | 66.06 | 46 | 0.6 |
| 48 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 66.12 | 42 | 0.34 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 67.75 | 36 | 3 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 68.37 | 96 | 1.47 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 69.09 | 11 | 1 |
| 49 | Department of Economics, University of Toronto Toronto, Canada | 69.72 | 61 | 1.59 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 70.17 | 27 | 0.16 |
| 50 | Graduate School of Business, Columbia University New York City, New York (USA) | 70.17 | 44 | 0.16 |
| 51 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 74.9 | 37 | 0.2 |
| 52 | Department of Economics, European University Institute Firenze, Italy | 78 | 39 | 0.16 |
| 53 | Norges Bank Oslo, Norway | 78.43 | 27 | 1.12 |
| 54 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 80.87 | 30 | 0.2 |
| 55 | Department of Economics, Simon Fraser University Burnaby, Canada | 80.99 | 42 | 1.35 |
| 56 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 81.57 | 22 | 1.75 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 81.87 | 19 | 1.48 |
| 57 | BI Handelshøyskolen Oslo, Norway | 81.87 | 41 | 1.48 |
| 58 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 81.97 | 49 | 0.42 |
| 59 | Rotman School of Management, University of Toronto Toronto, Canada | 82.81 | 37 | 0.28 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 82.81 | 8 | 0.28 |
| 60 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 84.32 | 71 | 1.52 |
| 61 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 84.5 | 3 | 0.67 |
| 62 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 86.47 | 45 | 0.46 |
| 63 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 86.83 | 48 | 0.92 |
| 64 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 86.94 | 29 | 0.71 |
| 65 | PBC School of Finance, Tsinghua University Beijing, China | 87.12 | 5 | 0.21 |
| 66 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 88.48 | 91 | 2.22 |
| 67 | Department of Economics, Central European University Budapest, Hungary | 89.24 | 31 | 0.51 |
| 68 | Tinbergen Instituut Amsterdam, Netherlands | 90.42 | 142 | 1 |
| 69 | Singapore Management University Singapore, Singapore | 92.49 | 39 | 0.59 |
| 70 | Business School, Deakin University Melbourne, Australia | 92.63 | 54 | 0.45 |
| 71 | New Economic School (NES) Moscow, Russia | 93.73 | 45 | 1.06 |
| 72 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 94.08 | 144 | 0.21 |
| 73 | Department of Economics and Related Studies, University of York York, United Kingdom | 96.47 | 85 | 0.12 |
| 74 | Graduate School of Management, Macquarie University Sydney, Australia | 97.47 | 4 | 1 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 100.21 | 27 | 1.51 |
| 75 | Monash Business School, Monash University Melbourne, Australia | 102.17 | 133 | 0.58 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 102.39 | 14 | 0.17 |
| 76 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 104.71 | 51 | 2.42 |
| 77 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 105.49 | 18 | 0.64 |
| 78 | School of Business and Economics, Maastricht University Maastricht, Netherlands | 105.83 | 99 | 0.64 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 108.09 | 31 | 0.09 |
| 79 | Schulich School of Business, York University Toronto, Canada | 109.18 | 8 | 0.18 |
| --- | Financial Markets Group (FMG), London School of Economics (LSE) London, United Kingdom | 110.04 | 17 | 0.32 |
| 80 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 110.5 | 51 | 2.29 |
| 81 | Saïd Business School, Oxford University Oxford, United Kingdom | 111.28 | 31 | 0.92 |
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) | 1.79 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.55 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.05 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 5.29 |
| 5 | 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 | 6.99 |
| 6 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 7.43 |
| 7 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 11.91 |
| 8 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 11.95 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 12.15 |
| 10 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 12.65 |
| 11 | Ser-Huang Poon | 12.67 |
| 12 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 13.74 |
| 13 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 14.84 |
| 14 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 15.09 |
| 15 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 15.35 |
| 16 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 15.43 |
| 17 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 16.07 |
| 18 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 16.5 |
| 19 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 16.52 |
| 20 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 22.69 |
| 21 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 24.84 |
| 22 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 25.31 |
| 23 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 25.57 |
| 24 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 27.62 |
| 25 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 28.27 |
| 26 | 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) | 28.82 |
| 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) | 29.12 |
| 28 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 32.19 |
| 29 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 32.39 |
| 30 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 32.76 |
| 31 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 32.84 |
| 32 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 34.93 |
| 33 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 35.16 |
| 34 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 35.47 |
| 35 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 35.84 |
| 36 | Marco Pagano Centro Studi di Economia e Finanza (CSEF), Napoli, Italy | 35.9 |
| 37 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 36.51 |
| 38 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 36.63 |
| 39 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 37.71 |
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/1604/top.mst.html
