For Market Microstructure, these are 404 authors affiliated with 818 institutions.
| Rank | Institution | Score | Authors | Author shares |
|---|
| 1 | Department of Economics, Duke University Durham, North Carolina (USA) | 1.06 | 47 | 0.95 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.33 | 45 | 0.96 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 4.12 | 57 | 0.45 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.49 | 17 | 0.88 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.55 | 124 | 3.6 |
| 5 | Cass Business School, City University London, United Kingdom | 5.23 | 35 | 3.34 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.64 | 58 | 3.54 |
| 6 | Warwick Business School, University of Warwick Coventry, United Kingdom | 6.48 | 24 | 1.25 |
| 7 | Federal Reserve Bank of New York New York City, New York (USA) | 8.18 | 83 | 2.9 |
| 8 | Department of Economics, New York University (NYU) New York City, New York (USA) | 8.93 | 54 | 0.43 |
| 9 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 11.42 | 46 | 0.53 |
| 10 | Toulouse School of Economics (TSE) Toulouse, France | 11.77 | 167 | 2.14 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 14.2 | 69 | 0.29 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15 | 17 | 0.23 |
| 12 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 15.04 | 12 | 0.54 |
| 13 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 15.45 | 59 | 0.75 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 16.85 | 3 | 0.08 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 17.44 | 5 | 0.44 |
| 14 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 18.16 | 492 | 0.32 |
| 15 | Bank for International Settlements (BIS) Basel, Switzerland | 18.75 | 64 | 0.99 |
| 16 | Business School, University of Technology Sydney Sydney, Australia | 18.83 | 82 | 3.72 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 19.28 | 63 | 1.03 |
| 17 | IESE Business School, Universidad de Navarra Barcelona, Spain | 20.75 | 16 | 0.18 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 21.32 | 8 | 0.78 |
| 18 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 21.32 | 20 | 0.78 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 23.61 | 27 | 1.28 |
| 19 | Graduate School of Business, Stanford University Stanford, California (USA) | 25.02 | 33 | 0.59 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 26.47 | 42 | 3.52 |
| 20 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 27.85 | 24 | 1.03 |
| 21 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 29.22 | 34 | 1.16 |
| 22 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 29.48 | 54 | 2 |
| 23 | European Central Bank Frankfurt am Main, Germany | 32.1 | 178 | 2.17 |
| 24 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 32.46 | 38 | 0.1 |
| 25 | London School of Economics (LSE) London, United Kingdom | 33.03 | 290 | 0.5 |
| 26 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 34.72 | 31 | 0.86 |
| 27 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 35 | 44 | 0.57 |
| 28 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 36.22 | 35 | 2.53 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 38.64 | 12 | 1.47 |
| 29 | Henley Business School, University of Reading Reading, United Kingdom | 38.64 | 29 | 1.47 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 39.36 | 39 | 0.51 |
| 30 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 39.87 | 11 | 0.66 |
| 31 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 41.1 | 75 | 1.19 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 41.69 | 10 | 0.74 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 42.69 | 22 | 2.28 |
| 32 | Department of Economics, University of California-Irvine Irvine, California (USA) | 43.17 | 35 | 0.36 |
| 33 | Université Paris-Dauphine (Paris IX) Paris, France | 43.9 | 130 | 3.58 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 44.91 | 6 | 0.53 |
| 34 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 47.04 | 20 | 0.35 |
| 35 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 47.95 | 35 | 0.49 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 48.69 | 6 | 0.09 |
| 36 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 49.01 | 89 | 1.46 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 49.33 | 46 | 0.24 |
| 37 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 49.33 | 58 | 0.24 |
| 38 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 50.25 | 68 | 0.89 |
| 39 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 52.48 | 63 | 0.15 |
| 40 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 52.57 | 41 | 0.15 |
| 41 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 54.91 | 299 | 0.21 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 55.65 | 36 | 2.83 |
| 42 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 59.36 | 26 | 0.09 |
| 43 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 59.87 | 151 | 0.72 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 60.03 | 11 | 0.99 |
| 44 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 61 | 41 | 0.35 |
| 45 | Department of Economics, University of Toronto Toronto, Canada | 63.9 | 61 | 1.58 |
| 46 | Bank of Canada Ottawa, Canada | 64.49 | 110 | 2.5 |
| 47 | School of Economics and Finance, Queen Mary London, United Kingdom | 65.36 | 46 | 0.54 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 65.46 | 28 | 0.15 |
| 48 | Graduate School of Business, Columbia University New York City, New York (USA) | 65.46 | 44 | 0.15 |
| 49 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 66.4 | 62 | 0.46 |
| 50 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 66.83 | 48 | 0.39 |
| 51 | Norges Bank Oslo, Norway | 68.47 | 28 | 1.12 |
| 52 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 70.86 | 111 | 1.49 |
| 53 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 71.12 | 108 | 2.14 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 72.1 | 19 | 1.51 |
| 54 | BI Handelshøyskolen Oslo, Norway | 72.1 | 42 | 1.51 |
| 55 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 72.46 | 3 | 0.67 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 73.33 | 8 | 0.32 |
| 56 | Rotman School of Management, University of Toronto Toronto, Canada | 73.33 | 39 | 0.32 |
| 57 | Department of Economics, European University Institute Firenze, Italy | 74.27 | 38 | 0.16 |
| 58 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 74.91 | 20 | 1.75 |
| 59 | Department of Economics, Central European University Budapest, Hungary | 76.05 | 30 | 0.51 |
| 60 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 76.63 | 71 | 1.86 |
| 61 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 76.64 | 31 | 0.2 |
| 62 | Department of Economics, Simon Fraser University Burnaby, Canada | 77.29 | 42 | 1.44 |
| 63 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 77.8 | 92 | 2.21 |
| 64 | Business School, Deakin University Melbourne, Australia | 79.52 | 57 | 0.84 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 79.6 | 94 | 1.42 |
| 65 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 80.98 | 68 | 0.75 |
| 66 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 81.4 | 30 | 0.71 |
| 67 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 81.93 | 155 | 0.2 |
| 68 | New Economic School (NES) Moscow, Russia | 83.15 | 44 | 1.52 |
| 69 | PBC School of Finance, Tsinghua University Beijing, China | 84.46 | 5 | 0.21 |
| 70 | Tinbergen Instituut Amsterdam, Netherlands | 86.08 | 140 | 1 |
| 71 | Graduate School of Management, Macquarie University Sydney, Australia | 87.87 | 5 | 1 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 90.05 | 27 | 1.85 |
| 72 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 91.1 | 47 | 0.88 |
| 73 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 92.9 | 52 | 2.24 |
| 74 | Monash Business School, Monash University Melbourne, Australia | 94 | 135 | 0.58 |
| 75 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 94.3 | 7 | 0.25 |
| 76 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 96.5 | 39 | 0.12 |
| 77 | Schulich School of Business, York University Toronto, Canada | 96.55 | 8 | 0.16 |
| 78 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 98.66 | 52 | 2.29 |
| 79 | Singapore Management University Singapore, Singapore | 101.4 | 37 | 0.09 |
| 80 | Bangor Business School, Bangor University Bangor, United Kingdom | 101.54 | 33 | 0.5 |
| --- | Financial Markets Group (FMG), London School of Economics (LSE) London, United Kingdom | 101.64 | 16 | 0.29 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 103.02 | 30 | 0.09 |
| 81 | Department of Economics and Related Studies, University of York York, United Kingdom | 103.2 | 85 | 0.07 |
| 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) | 2.61 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.11 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.95 |
| 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 | 6.82 |
| 6 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 8.44 |
| 7 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 10.91 |
| 8 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 11.14 |
| 9 | Ser-Huang Poon | 11.63 |
| 10 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 12.17 |
| 11 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 12.96 |
| 12 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 12.97 |
| 13 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 13.39 |
| 14 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 15.7 |
| 15 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 15.86 |
| 16 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 16.12 |
| 17 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 17.03 |
| 18 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 17.64 |
| 19 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 17.75 |
| 20 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 22.97 |
| 21 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 25.57 |
| 22 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 25.84 |
| 23 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 26.22 |
| 24 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 26.57 |
| 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) | 29.13 |
| 26 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 29.21 |
| 27 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 30.85 |
| 28 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 30.87 |
| 29 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 31.75 |
| 30 | 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) | 32.05 |
| 31 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 33.06 |
| 32 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 33.29 |
| 33 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 33.74 |
| 34 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 33.82 |
| 35 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 34.25 |
| 36 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 34.62 |
| 37 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 35.52 |
| 38 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 36.14 |
| 39 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 38.64 |
| 40 | Rosario Nunzio Mantegna Department of Economics, Central European University, Budapest, Hungary | 39.61 |
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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