For Market Microstructure, these are 416 authors affiliated with 824 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) | 3.41 | 17 | 0.88 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.41 | 42 | 0.88 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 4.07 | 57 | 0.59 |
| 4 | Federal Reserve Bank of New York New York City, New York (USA) | 4.99 | 83 | 3.43 |
| 5 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.13 | 123 | 3.54 |
| 6 | Cass Business School, City University London, United Kingdom | 5.35 | 37 | 3.33 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.21 | 57 | 3.5 |
| 7 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.14 | 24 | 1.24 |
| 8 | Department of Economics, New York University (NYU) New York City, New York (USA) | 10.58 | 55 | 0.42 |
| 9 | Toulouse School of Economics (TSE) Toulouse, France | 10.76 | 166 | 2.2 |
| 10 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 11.7 | 46 | 0.52 |
| 11 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 15.04 | 12 | 0.54 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.12 | 17 | 0.23 |
| 12 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 15.39 | 69 | 0.29 |
| 13 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 16.24 | 59 | 0.75 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 16.58 | 63 | 1.16 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 17.14 | 3 | 0.08 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 17.94 | 5 | 0.44 |
| 14 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 18.73 | 491 | 0.31 |
| 15 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 19.17 | 20 | 0.67 |
| 16 | Bank for International Settlements (BIS) Basel, Switzerland | 19.86 | 63 | 0.98 |
| 17 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 20.19 | 28 | 0.81 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 20.19 | 9 | 0.81 |
| 18 | Graduate School of Business, Stanford University Stanford, California (USA) | 20.82 | 35 | 0.61 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 22.22 | 27 | 1.31 |
| 19 | IESE Business School, Universidad de Navarra Barcelona, Spain | 23.12 | 15 | 0.16 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 24.68 | 42 | 3.52 |
| 20 | Business School, University of Technology Sydney Sydney, Australia | 24.68 | 81 | 3.52 |
| 21 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 28.39 | 24 | 1.03 |
| 22 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 29.08 | 35 | 1.16 |
| 23 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 29.37 | 55 | 1.99 |
| 24 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 32.9 | 38 | 0.11 |
| 25 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 35.13 | 46 | 0.54 |
| 26 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 35.6 | 35 | 2.41 |
| 27 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 35.88 | 32 | 0.86 |
| 28 | London School of Economics (LSE) London, United Kingdom | 36.78 | 288 | 0.49 |
| 29 | European Central Bank Frankfurt am Main, Germany | 37.71 | 183 | 2 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 38.11 | 12 | 1.47 |
| 30 | Henley Business School, University of Reading Reading, United Kingdom | 38.11 | 30 | 1.47 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 38.96 | 40 | 0.5 |
| 31 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 39.82 | 11 | 0.66 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 40.74 | 22 | 2.16 |
| 32 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 40.81 | 72 | 1.19 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 40.87 | 11 | 0.74 |
| 33 | Université Paris-Dauphine (Paris IX) Paris, France | 42.46 | 130 | 3.58 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 44.01 | 6 | 0.53 |
| 34 | Department of Economics, University of California-Irvine Irvine, California (USA) | 44.27 | 35 | 0.36 |
| 35 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 45.82 | 91 | 1.9 |
| 36 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 49.82 | 60 | 0.24 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 49.82 | 48 | 0.24 |
| 37 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 50.56 | 34 | 0.49 |
| 38 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 51.07 | 301 | 0.23 |
| 39 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 51.35 | 42 | 0.15 |
| 40 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 53.11 | 64 | 0.15 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 53.81 | 5 | 0.08 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 56.06 | 36 | 2.83 |
| 41 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 57.21 | 66 | 0.82 |
| 42 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 60.79 | 24 | 0.09 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 61.72 | 11 | 0.98 |
| 43 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 63.57 | 42 | 0.35 |
| 44 | Department of Economics, University of Toronto Toronto, Canada | 64.19 | 62 | 1.58 |
| 45 | School of Economics and Finance, Queen Mary University of London London, United Kingdom | 64.66 | 43 | 0.52 |
| 46 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 65.37 | 154 | 0.64 |
| 47 | Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA) | 65.43 | 19 | 0.18 |
| 48 | Tinbergen Instituut Amsterdam, Netherlands | 66.05 | 138 | 0.79 |
| 49 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 66.24 | 63 | 0.46 |
| 50 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 67.17 | 51 | 0.39 |
| 51 | Norges Bank Oslo, Norway | 67.43 | 34 | 1.12 |
| 52 | Graduate School of Business, Columbia University New York City, New York (USA) | 68.99 | 44 | 0.16 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 68.99 | 29 | 0.16 |
| 53 | Bank of Canada Ottawa, Canada | 69.85 | 118 | 2.5 |
| 54 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 72.34 | 109 | 1.88 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 72.68 | 19 | 1.51 |
| 55 | BI Handelshøyskolen Oslo, Norway | 72.68 | 41 | 1.51 |
| 56 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 72.9 | 110 | 1.49 |
| 57 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 72.93 | 19 | 1.75 |
| 58 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 73.54 | 74 | 1.36 |
| 59 | Rotman School of Management, University of Toronto Toronto, Canada | 74.3 | 39 | 0.32 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 74.3 | 8 | 0.32 |
| 60 | Business School, Deakin University Melbourne, Australia | 74.6 | 56 | 0.84 |
| 61 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 76.61 | 3 | 0.67 |
| 62 | Department of Economics, Simon Fraser University Burnaby, Canada | 77.16 | 42 | 1.44 |
| 63 | Graduate School of Management, Macquarie University Sydney, Australia | 78.51 | 5 | 1 |
| 64 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 79.5 | 93 | 2.21 |
| 65 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 79.68 | 154 | 0.36 |
| 66 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 80.35 | 30 | 0.71 |
| 67 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 80.39 | 70 | 0.75 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 81.74 | 93 | 1.42 |
| 68 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 81.86 | 8 | 0.28 |
| 69 | New Economic School (NES) Moscow, Russia | 82.67 | 44 | 1.52 |
| 70 | PBC School of Finance, Tsinghua University Beijing, China | 83.45 | 5 | 0.21 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 85.3 | 27 | 1.35 |
| 71 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 86.18 | 100 | 0.49 |
| 72 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 86.37 | 31 | 0.18 |
| 73 | Bank of England London, United Kingdom | 91.79 | 171 | 3.36 |
| 74 | Monash Business School, Monash University Melbourne, Australia | 94.88 | 135 | 0.57 |
| 75 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 94.89 | 37 | 0.12 |
| 76 | Schulich School of Business, York University Toronto, Canada | 98.78 | 8 | 0.15 |
| 77 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 99.06 | 52 | 2.15 |
| 78 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 99.85 | 47 | 0.87 |
| 79 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 101.13 | 53 | 2.13 |
| 80 | Singapore Management University Singapore, Singapore | 102.61 | 37 | 0.09 |
| 81 | Department of Economics and Related Studies, University of York York, United Kingdom | 104.04 | 84 | 0.07 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 104.16 | 30 | 0.09 |
| 82 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 105.41 | 22 | 0.25 |
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 2.02 |
| 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 | 3.27 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.94 |
| 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 | 7.86 |
| 6 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 8.15 |
| 7 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 9.39 |
| 8 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 11.32 |
| 9 | Ser-Huang Poon | 12.48 |
| 10 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 12.59 |
| 11 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 13.26 |
| 12 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 13.61 |
| 13 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 14.86 |
| 14 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 14.88 |
| 15 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 15.21 |
| 16 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 15.29 |
| 17 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 16.46 |
| 18 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 17.86 |
| 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 | 18.09 |
| 20 | Caroline Fohlin Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA) | 20.45 |
| 21 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 22.97 |
| 22 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 23.94 |
| 23 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 24.97 |
| 24 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 26.36 |
| 25 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 26.4 |
| 26 | 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) | 27.92 |
| 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) | 28.49 |
| 28 | Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA) | 29.51 |
| 29 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 29.97 |
| 30 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 30.79 |
| 31 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 31.6 |
| 32 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 33.27 |
| 33 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 33.73 |
| 34 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 34.65 |
| 35 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 34.85 |
| 36 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 35.28 |
| 37 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 35.44 |
| 38 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 35.72 |
| 39 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 37.16 |
| 40 | Michael James Aitken Graduate School of Management, Macquarie University, Sydney, Australia | 40.95 |
| 41 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 41.25 |
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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