For Market Microstructure, these are 402 authors affiliated with 820 institutions.
| 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) | 3.56 | 42 | 0.97 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.96 | 58 | 0.55 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.86 | 123 | 3.61 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.99 | 15 | 0.89 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.05 | 58 | 3.54 |
| 5 | Cass Business School, City University London, United Kingdom | 6.14 | 36 | 3.32 |
| 6 | Warwick Business School, University of Warwick Coventry, United Kingdom | 6.96 | 22 | 1.25 |
| 7 | Federal Reserve Bank of New York New York City, New York (USA) | 8.77 | 82 | 2.94 |
| 8 | Department of Economics, New York University (NYU) New York City, New York (USA) | 10.32 | 54 | 0.43 |
| 9 | Toulouse School of Economics (TSE) Toulouse, France | 11.67 | 165 | 2.2 |
| 10 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 12.73 | 46 | 0.53 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 14.85 | 68 | 0.29 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 16.15 | 17 | 0.23 |
| 12 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 16.52 | 12 | 0.54 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 17.45 | 3 | 0.08 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 18.64 | 5 | 0.44 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 20.08 | 62 | 1.03 |
| 13 | Business School, University of Technology Sydney Sydney, Australia | 21.68 | 82 | 3.73 |
| 14 | IESE Business School, Universidad de Navarra Barcelona, Spain | 21.89 | 16 | 0.18 |
| 15 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 22.32 | 55 | 0.73 |
| 16 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 22.52 | 488 | 0.31 |
| 17 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.78 | 18 | 0.83 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.78 | 7 | 0.83 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 23.58 | 29 | 1.31 |
| 18 | Bank for International Settlements (BIS) Basel, Switzerland | 24.9 | 63 | 0.92 |
| 19 | Graduate School of Business, Stanford University Stanford, California (USA) | 27.5 | 32 | 0.59 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 29.89 | 42 | 3.53 |
| 20 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 30.73 | 35 | 1.16 |
| 21 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 31.09 | 56 | 2 |
| 22 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 33.14 | 39 | 0.12 |
| 23 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 33.17 | 24 | 1.03 |
| 24 | European Central Bank Frankfurt am Main, Germany | 35.41 | 176 | 2.26 |
| 25 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 36.5 | 30 | 0.86 |
| 26 | London School of Economics (LSE) London, United Kingdom | 37.49 | 289 | 0.49 |
| 27 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 38.47 | 46 | 0.57 |
| 28 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 38.56 | 33 | 2.55 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 40.22 | 11 | 1.3 |
| 29 | Henley Business School, University of Reading Reading, United Kingdom | 40.22 | 28 | 1.3 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 43.91 | 41 | 0.51 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 44.72 | 21 | 2.3 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 46.63 | 6 | 0.53 |
| 30 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 46.85 | 75 | 1.08 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 47 | 47 | 0.26 |
| 31 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 47 | 58 | 0.26 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 47.41 | 10 | 0.72 |
| 32 | Department of Economics, University of California-Irvine Irvine, California (USA) | 48.08 | 33 | 0.36 |
| 33 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 50.71 | 10 | 0.16 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 52.7 | 6 | 0.09 |
| 34 | Université Paris-Dauphine (Paris IX) Paris, France | 53.12 | 127 | 3.75 |
| 35 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 53.41 | 20 | 0.35 |
| 36 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 54.59 | 65 | 0.15 |
| 37 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 54.83 | 42 | 0.15 |
| 38 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 54.87 | 68 | 0.88 |
| 39 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 56.11 | 35 | 0.49 |
| 40 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 57.14 | 38 | 0.2 |
| 41 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 58.86 | 88 | 1.51 |
| 42 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 61.59 | 299 | 0.21 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 63.52 | 11 | 0.99 |
| 43 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 64.13 | 112 | 1.53 |
| 44 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 64.26 | 149 | 0.73 |
| 45 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 65.2 | 26 | 0.09 |
| 46 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 65.32 | 40 | 0.35 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 67.78 | 36 | 3 |
| 47 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 68.29 | 69 | 0.98 |
| 48 | Department of Economics, University of Toronto Toronto, Canada | 69.38 | 61 | 1.58 |
| 49 | School of Economics and Finance, Queen Mary London, United Kingdom | 70.27 | 46 | 0.54 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 70.73 | 95 | 1.47 |
| 50 | Graduate School of Business, Columbia University New York City, New York (USA) | 72.75 | 44 | 0.16 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 72.75 | 28 | 0.16 |
| 51 | Bank of Canada Ottawa, Canada | 76.08 | 109 | 2.5 |
| 52 | Rotman School of Management, University of Toronto Toronto, Canada | 77.21 | 38 | 0.32 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 77.21 | 8 | 0.32 |
| 53 | Norges Bank Oslo, Norway | 78.29 | 28 | 1.12 |
| 54 | New Economic School (NES) Moscow, Russia | 78.88 | 43 | 1.56 |
| 55 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 79.12 | 47 | 0.46 |
| 56 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 82.48 | 3 | 0.67 |
| 57 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 82.51 | 71 | 1.86 |
| 58 | Department of Economics, European University Institute Firenze, Italy | 82.7 | 40 | 0.16 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 83.05 | 19 | 1.49 |
| 59 | BI Handelshøyskolen Oslo, Norway | 83.05 | 42 | 1.49 |
| 60 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 83.5 | 30 | 0.2 |
| 61 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 85.37 | 49 | 0.42 |
| 62 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 85.89 | 29 | 0.71 |
| 63 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 86.39 | 22 | 1.75 |
| 64 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 86.83 | 91 | 2.22 |
| 65 | PBC School of Finance, Tsinghua University Beijing, China | 87 | 5 | 0.21 |
| 66 | Department of Economics, Simon Fraser University Burnaby, Canada | 87.27 | 42 | 1.35 |
| 67 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 88.55 | 149 | 0.22 |
| 68 | Tinbergen Instituut Amsterdam, Netherlands | 89.34 | 140 | 1 |
| 69 | Singapore Management University Singapore, Singapore | 92.72 | 38 | 0.59 |
| 70 | Department of Economics, Central European University Budapest, Hungary | 93.19 | 30 | 0.51 |
| 71 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 93.87 | 48 | 0.88 |
| 72 | Business School, Deakin University Melbourne, Australia | 95.18 | 55 | 0.45 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 96.56 | 27 | 1.85 |
| 73 | Monash Business School, Monash University Melbourne, Australia | 97.84 | 136 | 0.98 |
| 74 | Department of Economics and Related Studies, University of York York, United Kingdom | 100.52 | 86 | 0.12 |
| 75 | Graduate School of Management, Macquarie University Sydney, Australia | 102.53 | 4 | 1 |
| 76 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 103.72 | 7 | 0.25 |
| 77 | School of Business and Economics, Maastricht University Maastricht, Netherlands | 104.1 | 97 | 0.62 |
| --- | Département Comptabilité, Droit, Finance et Économie, Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 104.22 | 13 | 0.17 |
| 78 | Schulich School of Business, York University Toronto, Canada | 105.9 | 8 | 0.18 |
| 79 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 106.01 | 51 | 2.29 |
| 80 | Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France | 106.54 | 17 | 0.64 |
| 81 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 107.73 | 53 | 2.26 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 108.61 | 30 | 0.09 |
| 82 | Saïd Business School, Oxford University Oxford, United Kingdom | 109.45 | 31 | 0.91 |
| 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) | 2.56 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 5.4 |
| 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 | 6.83 |
| 6 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 7.56 |
| 7 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 10.53 |
| 8 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 11.92 |
| 9 | Ser-Huang Poon | 11.94 |
| 10 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 12.42 |
| 11 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 12.55 |
| 12 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 12.84 |
| 13 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 14.5 |
| 14 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 15.75 |
| 15 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 15.76 |
| 16 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 16.08 |
| 17 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 16.44 |
| 18 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 16.82 |
| 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 | 17.31 |
| 20 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 24.43 |
| 21 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 25.2 |
| 22 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 26.46 |
| 23 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 26.7 |
| 24 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 27.07 |
| 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) | 29.17 |
| 26 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 30.43 |
| 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) | 31.54 |
| 28 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 31.65 |
| 29 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 31.82 |
| 30 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 32.35 |
| 31 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 32.89 |
| 32 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 33.12 |
| 33 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 34.1 |
| 34 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 34.19 |
| 35 | Chris Brooks ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom | 34.4 |
| 36 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 34.4 |
| 37 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 35.84 |
| 38 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 36.15 |
| 39 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 36.85 |
| 40 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 39.78 |
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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