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 397 authors affiliated with 815 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) | 3.41 | 42 | 0.97 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.64 | 58 | 0.56 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.82 | 15 | 0.89 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.99 | 121 | 3.61 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.19 | 58 | 3.54 |
| 5 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.12 | 22 | 1.27 |
| 6 | Cass Business School, City University London, United Kingdom | 7.64 | 36 | 2.99 |
| 7 | Federal Reserve Bank of New York New York City, New York (USA) | 8.31 | 83 | 3 |
| 8 | Toulouse School of Economics (TSE) Toulouse, France | 11.07 | 163 | 2.16 |
| 9 | Department of Economics, New York University (NYU) New York City, New York (USA) | 11.43 | 54 | 0.43 |
| 10 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 12.15 | 46 | 0.54 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 14.56 | 68 | 0.29 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.98 | 17 | 0.24 |
| 12 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 16.58 | 12 | 0.54 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 16.7 | 3 | 0.09 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 18.45 | 63 | 1.09 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 19.11 | 5 | 0.44 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 20.08 | 29 | 1.6 |
| 13 | IESE Business School, Universidad de Navarra Barcelona, Spain | 21.84 | 16 | 0.18 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.62 | 7 | 0.85 |
| 14 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.62 | 18 | 0.85 |
| 15 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 22.83 | 489 | 0.31 |
| 16 | Bank for International Settlements (BIS) Basel, Switzerland | 22.89 | 64 | 1.12 |
| 17 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 24.58 | 54 | 0.73 |
| 18 | Graduate School of Business, Stanford University Stanford, California (USA) | 27.02 | 32 | 0.59 |
| 19 | Business School, University of Technology Sydney Sydney, Australia | 29.16 | 81 | 3.01 |
| 20 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 30.25 | 33 | 1.16 |
| 21 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 30.83 | 56 | 2 |
| 22 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 32.47 | 39 | 0.12 |
| 23 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 32.73 | 24 | 1.03 |
| 24 | London School of Economics (LSE) London, United Kingdom | 33.03 | 287 | 0.54 |
| 25 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 36.01 | 30 | 0.86 |
| 26 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 39.75 | 46 | 0.57 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 41.49 | 11 | 1.3 |
| 27 | Henley Business School, University of Reading Reading, United Kingdom | 41.49 | 29 | 1.3 |
| 28 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 41.84 | 32 | 2.07 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 43.26 | 41 | 2.81 |
| 29 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 43.75 | 59 | 0.27 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 43.75 | 48 | 0.27 |
| 30 | European Central Bank Frankfurt am Main, Germany | 44.03 | 177 | 2.15 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 45.02 | 41 | 0.51 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 45.98 | 20 | 1.99 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 46.89 | 10 | 0.72 |
| 31 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 47.06 | 10 | 0.16 |
| 32 | Department of Economics, University of California-Irvine Irvine, California (USA) | 47.62 | 30 | 0.36 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 48.15 | 6 | 0.53 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 49.67 | 6 | 0.09 |
| 33 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 52.35 | 42 | 0.15 |
| 34 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 52.43 | 20 | 0.35 |
| 35 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 53.72 | 65 | 0.15 |
| 36 | Université Paris-Dauphine (Paris IX) Paris, France | 54.03 | 127 | 3.75 |
| 37 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 55.19 | 37 | 0.2 |
| 38 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 55.83 | 69 | 0.89 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 59.06 | 11 | 1 |
| 39 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 59.54 | 34 | 0.49 |
| 40 | Bank of Canada Ottawa, Canada | 59.79 | 112 | 2.6 |
| 41 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 59.84 | 87 | 1.52 |
| 42 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 60.71 | 298 | 0.21 |
| 43 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 62.41 | 26 | 0.09 |
| 44 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 63.37 | 112 | 1.53 |
| 45 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 65.38 | 69 | 0.98 |
| 46 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 65.58 | 146 | 0.73 |
| 47 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 65.67 | 73 | 1.04 |
| 48 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 67.32 | 41 | 0.34 |
| 49 | School of Economics and Finance, Queen Mary London, United Kingdom | 67.35 | 47 | 0.53 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 68.93 | 36 | 3 |
| 50 | Graduate School of Business, Columbia University New York City, New York (USA) | 70.18 | 44 | 0.16 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 70.18 | 27 | 0.16 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 70.19 | 95 | 1.47 |
| 51 | Department of Economics, University of Toronto Toronto, Canada | 70.23 | 61 | 1.59 |
| 52 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 75.46 | 47 | 0.46 |
| 53 | Norges Bank Oslo, Norway | 79.65 | 27 | 1.11 |
| 54 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 79.73 | 22 | 1.75 |
| 55 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 80.37 | 3 | 0.67 |
| 56 | Department of Economics, Simon Fraser University Burnaby, Canada | 80.57 | 42 | 1.35 |
| 57 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 80.76 | 30 | 0.2 |
| 58 | Department of Economics, European University Institute Firenze, Italy | 81.09 | 40 | 0.16 |
| 59 | New Economic School (NES) Moscow, Russia | 82.29 | 43 | 1.56 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 83.76 | 8 | 0.28 |
| 60 | Rotman School of Management, University of Toronto Toronto, Canada | 83.76 | 38 | 0.28 |
| 61 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 84.35 | 71 | 1.52 |
| 62 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 85.66 | 29 | 0.71 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 86.07 | 19 | 1.48 |
| 63 | BI Handelshøyskolen Oslo, Norway | 86.07 | 41 | 1.48 |
| 64 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 86.7 | 49 | 0.42 |
| 65 | PBC School of Finance, Tsinghua University Beijing, China | 88.01 | 5 | 0.21 |
| 66 | Department of Economics, Central European University Budapest, Hungary | 89.41 | 30 | 0.51 |
| 67 | Tinbergen Instituut Amsterdam, Netherlands | 89.45 | 142 | 1 |
| 68 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 90.26 | 91 | 2.22 |
| 69 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 90.54 | 48 | 0.92 |
| 70 | Business School, Deakin University Melbourne, Australia | 91.82 | 54 | 0.45 |
| 71 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 94.82 | 147 | 0.21 |
| 72 | Singapore Management University Singapore, Singapore | 96.26 | 39 | 0.59 |
| 73 | Monash Business School, Monash University Melbourne, Australia | 98.07 | 136 | 0.98 |
| 74 | Department of Economics and Related Studies, University of York York, United Kingdom | 98.99 | 85 | 0.12 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 99.2 | 27 | 1.51 |
| 75 | Graduate School of Management, Macquarie University Sydney, Australia | 100.27 | 4 | 1 |
| 76 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 101.88 | 51 | 2.38 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 103.62 | 14 | 0.17 |
| 77 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 105.76 | 18 | 0.64 |
| 78 | Schulich School of Business, York University Toronto, Canada | 109.74 | 8 | 0.18 |
| 79 | Saïd Business School, Oxford University Oxford, United Kingdom | 109.89 | 31 | 0.92 |
| 80 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 110.01 | 52 | 2.28 |
| --- | Financial Markets Group (FMG), London School of Economics (LSE) London, United Kingdom | 111.49 | 17 | 0.32 |
| 81 | School of Business and Economics, Maastricht University Maastricht, Netherlands | 112.64 | 99 | 0.62 |
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) | 1.84 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.56 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.08 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 5.42 |
| 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 | 6.72 |
| 6 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 7.78 |
| 7 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 9.77 |
| 8 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 10.99 |
| 9 | Ser-Huang Poon | 12.13 |
| 10 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 12.6 |
| 11 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 12.62 |
| 12 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 13.25 |
| 13 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 13.97 |
| 14 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 14.59 |
| 15 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 14.97 |
| 16 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 15.15 |
| 17 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 16.71 |
| 18 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 16.92 |
| 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 |
| 20 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 23.59 |
| 21 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 25.44 |
| 22 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 25.63 |
| 23 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 26.6 |
| 24 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 27 |
| 25 | 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) | 29.24 |
| 26 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 29.66 |
| 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) | 30.87 |
| 28 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 31.41 |
| 29 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 32.26 |
| 30 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 33.05 |
| 31 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 34.52 |
| 32 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 34.54 |
| 33 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 34.64 |
| 34 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 34.89 |
| 35 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 35.3 |
| 36 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 35.92 |
| 37 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 36.11 |
| 38 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 37.33 |
| 39 | Marco Pagano Centro Studi di Economia e Finanza (CSEF), Napoli, Italy | 37.42 |
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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