For Market Microstructure, these are 413 authors affiliated with 822 institutions.
| Rank | Institution | Score | Authors | Author shares |
|---|
| 1 | Department of Economics, Duke University Durham, North Carolina (USA) | 1.1 | 47 | 0.95 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.56 | 17 | 0.88 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.56 | 44 | 0.88 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 4.16 | 57 | 0.54 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.87 | 123 | 3.56 |
| 5 | Cass Business School, City University London, United Kingdom | 5.3 | 36 | 3.33 |
| 6 | Federal Reserve Bank of New York New York City, New York (USA) | 5.39 | 83 | 3.43 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.95 | 57 | 3.52 |
| 7 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.27 | 24 | 1.24 |
| 8 | Department of Economics, New York University (NYU) New York City, New York (USA) | 9.09 | 54 | 0.43 |
| 9 | Toulouse School of Economics (TSE) Toulouse, France | 11.05 | 166 | 2.2 |
| 10 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 11.97 | 46 | 0.52 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 13.79 | 69 | 0.29 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.31 | 17 | 0.23 |
| 12 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 15.57 | 59 | 0.75 |
| 13 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 15.61 | 12 | 0.54 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 16.15 | 63 | 1.16 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 17.09 | 3 | 0.08 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 17.81 | 5 | 0.44 |
| 14 | Graduate School of Business, Stanford University Stanford, California (USA) | 18.72 | 35 | 0.61 |
| 15 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 18.91 | 492 | 0.32 |
| 16 | Bank for International Settlements (BIS) Basel, Switzerland | 19.72 | 63 | 0.97 |
| 17 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 20.19 | 20 | 0.67 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 21.67 | 8 | 0.78 |
| 18 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 21.67 | 20 | 0.78 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 22.38 | 27 | 1.31 |
| 19 | IESE Business School, Universidad de Navarra Barcelona, Spain | 22.61 | 16 | 0.16 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 25.01 | 42 | 3.51 |
| 20 | Business School, University of Technology Sydney Sydney, Australia | 25.01 | 80 | 3.51 |
| 21 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 28.47 | 34 | 1.16 |
| 22 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 29.68 | 24 | 1.03 |
| 23 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 30.54 | 54 | 1.99 |
| 24 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 32.6 | 38 | 0.11 |
| 25 | London School of Economics (LSE) London, United Kingdom | 35.46 | 287 | 0.49 |
| 26 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 35.99 | 32 | 0.86 |
| 27 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 36.16 | 35 | 2.41 |
| 28 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 36.24 | 46 | 0.55 |
| 29 | European Central Bank Frankfurt am Main, Germany | 37.91 | 180 | 2 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 38.59 | 12 | 1.47 |
| 30 | Henley Business School, University of Reading Reading, United Kingdom | 38.59 | 29 | 1.47 |
| 31 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 39.31 | 11 | 0.66 |
| 32 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 39.69 | 73 | 1.19 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 39.91 | 40 | 0.5 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 40.64 | 11 | 0.74 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 41.28 | 22 | 2.16 |
| 33 | Department of Economics, University of California-Irvine Irvine, California (USA) | 41.7 | 35 | 0.36 |
| 34 | Université Paris-Dauphine (Paris IX) Paris, France | 43.27 | 132 | 3.58 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 44.56 | 6 | 0.53 |
| 35 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 45.36 | 90 | 1.93 |
| 36 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 47.69 | 66 | 0.9 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 49.69 | 47 | 0.24 |
| 37 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 49.69 | 59 | 0.24 |
| 38 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 51.85 | 35 | 0.49 |
| 38 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 51.85 | 42 | 0.15 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 52.84 | 6 | 0.08 |
| 40 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 53.82 | 63 | 0.15 |
| 41 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 54.62 | 300 | 0.21 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 57.11 | 36 | 2.83 |
| 42 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 61.07 | 24 | 0.09 |
| 43 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 61.79 | 42 | 0.35 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 62.07 | 11 | 0.98 |
| 44 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 64.77 | 73 | 1.86 |
| 45 | School of Economics and Finance, Queen Mary University of London London, United Kingdom | 65.85 | 44 | 0.52 |
| 46 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 65.86 | 150 | 0.64 |
| 47 | Tinbergen Instituut Amsterdam, Netherlands | 66.07 | 138 | 0.79 |
| 48 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 66.37 | 50 | 0.39 |
| 49 | Department of Economics, University of Toronto Toronto, Canada | 66.67 | 62 | 1.58 |
| 50 | Bank of Canada Ottawa, Canada | 67.56 | 115 | 2.5 |
| 51 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 67.81 | 63 | 0.46 |
| 52 | Graduate School of Business, Columbia University New York City, New York (USA) | 68.23 | 44 | 0.15 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 68.23 | 29 | 0.15 |
| 53 | Norges Bank Oslo, Norway | 69.03 | 34 | 1.12 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 71.65 | 8 | 0.32 |
| 54 | Rotman School of Management, University of Toronto Toronto, Canada | 71.65 | 39 | 0.32 |
| 55 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 72.18 | 111 | 1.49 |
| 56 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 73.12 | 3 | 0.67 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 74.44 | 27 | 1.85 |
| 57 | Department of Economics, European University Institute Firenze, Italy | 74.78 | 36 | 0.16 |
| 58 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 74.8 | 109 | 1.92 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 74.83 | 19 | 1.51 |
| 59 | BI Handelshøyskolen Oslo, Norway | 74.83 | 41 | 1.51 |
| 60 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 76.41 | 19 | 1.75 |
| 61 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 78.18 | 91 | 2.21 |
| 62 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 78.25 | 30 | 0.71 |
| 63 | Department of Economics, Simon Fraser University Burnaby, Canada | 78.61 | 42 | 1.44 |
| 64 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 78.78 | 70 | 0.75 |
| 65 | Business School, Deakin University Melbourne, Australia | 78.97 | 56 | 0.84 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 80.71 | 94 | 1.42 |
| 66 | New Economic School (NES) Moscow, Russia | 80.79 | 45 | 1.52 |
| 67 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 81.53 | 8 | 0.28 |
| 68 | PBC School of Finance, Tsinghua University Beijing, China | 82.25 | 5 | 0.21 |
| 69 | Graduate School of Management, Macquarie University Sydney, Australia | 82.92 | 5 | 1 |
| 70 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 83.44 | 153 | 0.2 |
| 71 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 85.14 | 100 | 0.49 |
| 72 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 86.44 | 31 | 0.18 |
| 73 | Monash Business School, Monash University Melbourne, Australia | 95.21 | 134 | 0.57 |
| 74 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 95.85 | 47 | 0.87 |
| 75 | Schulich School of Business, York University Toronto, Canada | 96.13 | 8 | 0.16 |
| 76 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 97.18 | 38 | 0.12 |
| 77 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 100.37 | 52 | 2.16 |
| 78 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 102.87 | 54 | 2.13 |
| 79 | Singapore Management University Singapore, Singapore | 103.52 | 37 | 0.09 |
| 80 | Department of Economics and Related Studies, University of York York, United Kingdom | 104.62 | 84 | 0.07 |
| 81 | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 105.03 | 18 | 0.71 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 105.29 | 30 | 0.09 |
| 82 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 105.43 | 22 | 0.25 |
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 2.03 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.51 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.3 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.85 |
| 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 | 7.69 |
| 6 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 8.24 |
| 7 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 11.02 |
| 8 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 11.07 |
| 9 | Ser-Huang Poon | 11.86 |
| 10 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 11.92 |
| 11 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 12.39 |
| 12 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 13.66 |
| 13 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 15.13 |
| 14 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 15.73 |
| 15 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 15.77 |
| 16 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 16.11 |
| 17 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 16.19 |
| 18 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 17.63 |
| 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 | 18.63 |
| 20 | Caroline Fohlin Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA) | 20.32 |
| 21 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 22.66 |
| 22 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 23.28 |
| 23 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 26.54 |
| 24 | 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) | 26.89 |
| 25 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 27.05 |
| 26 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 27.33 |
| 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) | 27.82 |
| 28 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 28.33 |
| 29 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 29.46 |
| 30 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 31.74 |
| 31 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 32.26 |
| 32 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 33.18 |
| 33 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 33.7 |
| 34 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 34.5 |
| 35 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 34.51 |
| 36 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 34.59 |
| 37 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 34.7 |
| 38 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 36.9 |
| 39 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 37.29 |
| 40 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 40.01 |
| 41 | Rosario Nunzio Mantegna | 41.77 |
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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