For Market Microstructure, these are 410 authors affiliated with 814 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) | 3.44 | 43 | 0.88 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.44 | 17 | 0.88 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.91 | 57 | 0.54 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.63 | 122 | 3.56 |
| 5 | Cass Business School, City University London, United Kingdom | 5.37 | 35 | 3.33 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.72 | 57 | 3.52 |
| 6 | Warwick Business School, University of Warwick Coventry, United Kingdom | 6.98 | 24 | 1.25 |
| 7 | Federal Reserve Bank of New York New York City, New York (USA) | 7.23 | 83 | 3.03 |
| 8 | Department of Economics, New York University (NYU) New York City, New York (USA) | 8.66 | 54 | 0.43 |
| 9 | Toulouse School of Economics (TSE) Toulouse, France | 10.39 | 165 | 2.2 |
| 10 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 11.42 | 46 | 0.52 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 14.19 | 69 | 0.29 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.06 | 17 | 0.23 |
| 12 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 15.4 | 59 | 0.75 |
| 13 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 15.57 | 12 | 0.54 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 16.36 | 3 | 0.08 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 17.51 | 5 | 0.44 |
| 14 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 18.3 | 490 | 0.32 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 18.38 | 63 | 1.11 |
| 15 | Bank for International Settlements (BIS) Basel, Switzerland | 19.09 | 64 | 0.98 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 21.02 | 27 | 1.31 |
| 16 | IESE Business School, Universidad de Navarra Barcelona, Spain | 22.18 | 16 | 0.16 |
| 17 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.49 | 20 | 0.78 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.49 | 8 | 0.78 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 24.02 | 42 | 3.51 |
| 18 | Business School, University of Technology Sydney Sydney, Australia | 24.02 | 80 | 3.51 |
| 19 | Graduate School of Business, Stanford University Stanford, California (USA) | 24.31 | 33 | 0.59 |
| 20 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 28.7 | 34 | 1.16 |
| 21 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 28.96 | 24 | 1.03 |
| 22 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 29.02 | 54 | 2 |
| 23 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 32.07 | 38 | 0.11 |
| 24 | European Central Bank Frankfurt am Main, Germany | 33.31 | 179 | 2.17 |
| 25 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 34.32 | 31 | 0.86 |
| 26 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 34.47 | 44 | 0.57 |
| 27 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 34.78 | 35 | 2.44 |
| 28 | London School of Economics (LSE) London, United Kingdom | 35.18 | 290 | 0.5 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 38.85 | 39 | 0.51 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 38.97 | 12 | 1.47 |
| 29 | Henley Business School, University of Reading Reading, United Kingdom | 38.97 | 29 | 1.47 |
| 30 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 39.45 | 11 | 0.66 |
| 31 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 40.55 | 75 | 1.19 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 40.78 | 22 | 2.2 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 40.78 | 10 | 0.74 |
| 32 | Department of Economics, University of California-Irvine Irvine, California (USA) | 42.75 | 35 | 0.36 |
| 33 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 43.44 | 90 | 1.93 |
| 34 | Université Paris-Dauphine (Paris IX) Paris, France | 43.86 | 129 | 3.58 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 44.24 | 6 | 0.53 |
| 35 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 45.88 | 65 | 0.9 |
| 36 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 47.73 | 20 | 0.35 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 48.75 | 47 | 0.24 |
| 37 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 48.75 | 59 | 0.24 |
| 38 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 48.88 | 35 | 0.49 |
| 39 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 51.4 | 63 | 0.15 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 52.11 | 6 | 0.08 |
| 40 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 52.18 | 41 | 0.15 |
| 41 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 53.84 | 299 | 0.21 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 56.61 | 36 | 2.83 |
| 42 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 59.09 | 26 | 0.09 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 60.29 | 11 | 0.99 |
| 43 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 62.79 | 41 | 0.35 |
| 44 | School of Economics and Finance, Queen Mary University of London London, United Kingdom | 63.98 | 45 | 0.54 |
| 45 | Bank of Canada Ottawa, Canada | 64.2 | 111 | 2.5 |
| 46 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 64.42 | 62 | 0.46 |
| 47 | Department of Economics, University of Toronto Toronto, Canada | 65.01 | 61 | 1.58 |
| 48 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 65.18 | 152 | 0.67 |
| 49 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 66.02 | 49 | 0.39 |
| 50 | Norges Bank Oslo, Norway | 66.58 | 34 | 1.12 |
| 51 | Graduate School of Business, Columbia University New York City, New York (USA) | 66.88 | 44 | 0.15 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 66.88 | 29 | 0.15 |
| 52 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 69.73 | 71 | 1.86 |
| 53 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 71.3 | 111 | 1.49 |
| 54 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 71.96 | 19 | 1.75 |
| 55 | Rotman School of Management, University of Toronto Toronto, Canada | 71.97 | 39 | 0.32 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 71.97 | 8 | 0.32 |
| 56 | BI Handelshøyskolen Oslo, Norway | 72.08 | 42 | 1.51 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 72.08 | 19 | 1.51 |
| 57 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 72.44 | 3 | 0.67 |
| 58 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 73.02 | 109 | 1.92 |
| 59 | Department of Economics, European University Institute Firenze, Italy | 73.83 | 38 | 0.16 |
| 60 | New Economic School (NES) Moscow, Russia | 75.67 | 44 | 1.52 |
| 61 | Department of Economics, Simon Fraser University Burnaby, Canada | 76.62 | 42 | 1.44 |
| 62 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 77.72 | 93 | 2.21 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 80.07 | 95 | 1.42 |
| 63 | Business School, Deakin University Melbourne, Australia | 80.17 | 56 | 0.84 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 80.99 | 27 | 1.85 |
| 64 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 81.29 | 7 | 0.28 |
| 65 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 81.92 | 68 | 0.75 |
| 66 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 82.38 | 155 | 0.2 |
| 67 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 83 | 30 | 0.7 |
| 68 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 83.34 | 31 | 0.18 |
| 69 | Graduate School of Management, Macquarie University Sydney, Australia | 85.19 | 5 | 1 |
| 70 | PBC School of Finance, Tsinghua University Beijing, China | 85.24 | 5 | 0.21 |
| 71 | Tinbergen Instituut Amsterdam, Netherlands | 88.4 | 139 | 0.76 |
| 72 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 91.82 | 47 | 0.88 |
| 73 | Schulich School of Business, York University Toronto, Canada | 93.8 | 8 | 0.16 |
| 74 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 94.11 | 38 | 0.12 |
| 75 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 95.12 | 52 | 2.29 |
| 76 | Monash Business School, Monash University Melbourne, Australia | 95.66 | 132 | 0.58 |
| 77 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 97.23 | 53 | 2.19 |
| 78 | Singapore Management University Singapore, Singapore | 101.53 | 37 | 0.09 |
| 79 | Department of Economics and Related Studies, University of York York, United Kingdom | 101.68 | 85 | 0.07 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 103.01 | 30 | 0.09 |
| 80 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 103.53 | 22 | 0.25 |
| 81 | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 104.12 | 18 | 0.71 |
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 1.93 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.49 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.31 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.69 |
| 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 | 7.39 |
| 6 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 8.16 |
| 7 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 10.22 |
| 8 | Ser-Huang Poon | 11.32 |
| 9 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 11.74 |
| 10 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 12.27 |
| 11 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 12.99 |
| 12 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 13.16 |
| 13 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 14.7 |
| 14 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 15.43 |
| 15 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 15.52 |
| 16 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 15.63 |
| 17 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 15.79 |
| 18 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 17.73 |
| 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 | 18.14 |
| 20 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 22.31 |
| 21 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 22.86 |
| 22 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 25.16 |
| 23 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 25.85 |
| 24 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 26.4 |
| 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) | 28.19 |
| 26 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 29.06 |
| 27 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 30.87 |
| 28 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 31.36 |
| 29 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 31.57 |
| 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) | 32.14 |
| 31 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 33.19 |
| 32 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 34.26 |
| 33 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 34.34 |
| 34 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 34.73 |
| 35 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 34.84 |
| 36 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 34.91 |
| 37 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 35.92 |
| 38 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 36.13 |
| 39 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 38.85 |
| 40 | Marco Pagano Centro Studi di Economia e Finanza (CSEF), Napoli, Italy | 40.26 |
| 41 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 40.91 |
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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