For Market Microstructure, these are 418 authors affiliated with 832 institutions.
| Rank | Institution | Score | Authors | Author shares |
|---|
| 1 | Department of Economics, Duke University Durham, North Carolina (USA) | 1.18 | 47 | 0.95 |
| 2 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 4.04 | 57 | 0.58 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.68 | 17 | 0.84 |
| 3 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.68 | 42 | 0.84 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.8 | 57 | 3.31 |
| 4 | Federal Reserve Bank of New York New York City, New York (USA) | 5.61 | 83 | 3.48 |
| 5 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.1 | 123 | 3.24 |
| 6 | Cass Business School, City University London, United Kingdom | 6.32 | 37 | 3.35 |
| 7 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.94 | 24 | 1.24 |
| 8 | Department of Economics, New York University (NYU) New York City, New York (USA) | 11.09 | 55 | 0.42 |
| 9 | Toulouse School of Economics (TSE) Toulouse, France | 11.25 | 165 | 2.2 |
| 10 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 13.14 | 46 | 0.52 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 16.12 | 69 | 0.28 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 16.17 | 17 | 0.22 |
| 12 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.6 | 12 | 0.54 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 17.83 | 63 | 1.09 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 18.47 | 3 | 0.08 |
| 13 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 19.7 | 490 | 0.32 |
| 14 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 19.85 | 59 | 0.76 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 20.16 | 5 | 0.44 |
| 15 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 20.93 | 28 | 0.81 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 20.93 | 9 | 0.81 |
| 16 | Graduate School of Business, Stanford University Stanford, California (USA) | 22.26 | 35 | 0.61 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 23.13 | 27 | 1.31 |
| 17 | IESE Business School, Universidad de Navarra Barcelona, Spain | 23.58 | 15 | 0.16 |
| 18 | Bank for International Settlements (BIS) Basel, Switzerland | 23.96 | 63 | 0.97 |
| 19 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 25.1 | 20 | 0.67 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 28.25 | 43 | 3.52 |
| 20 | Business School, University of Technology Sydney Sydney, Australia | 28.25 | 83 | 3.52 |
| 21 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 29.95 | 35 | 1.16 |
| 22 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 31.65 | 24 | 1.03 |
| 23 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 34.38 | 39 | 0.11 |
| 24 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 37.97 | 35 | 2.41 |
| 25 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 38.34 | 32 | 0.86 |
| 26 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 38.75 | 45 | 0.54 |
| 27 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 39.44 | 55 | 1.94 |
| 28 | Henley Business School, University of Reading Reading, United Kingdom | 40.8 | 30 | 1.47 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 40.8 | 12 | 1.47 |
| 29 | London School of Economics (LSE) London, United Kingdom | 42.41 | 295 | 0.39 |
| 30 | European Central Bank Frankfurt am Main, Germany | 42.51 | 183 | 2.01 |
| 31 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 42.75 | 11 | 0.66 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 43.13 | 40 | 0.5 |
| 32 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 43.13 | 72 | 1.19 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 43.67 | 22 | 2.16 |
| 33 | Department of Economics, University of California-Irvine Irvine, California (USA) | 45.36 | 35 | 0.36 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 45.45 | 11 | 0.74 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 46.26 | 6 | 0.54 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 48.09 | 49 | 0.26 |
| 34 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 48.09 | 61 | 0.26 |
| 35 | Université Paris-Dauphine (Paris IX) Paris, France | 48.59 | 131 | 3.58 |
| 36 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 52.65 | 90 | 1.9 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 54.63 | 5 | 0.08 |
| 37 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 54.76 | 41 | 0.15 |
| 38 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 55.14 | 303 | 0.22 |
| 39 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 56.3 | 65 | 0.15 |
| 40 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 58.95 | 34 | 0.49 |
| 41 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 61.73 | 75 | 1.41 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 62.7 | 36 | 2.83 |
| 42 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 63.08 | 68 | 0.82 |
| 43 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 65.28 | 24 | 0.09 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 66.09 | 11 | 0.98 |
| 44 | Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA) | 66.22 | 19 | 0.18 |
| 45 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 69.1 | 63 | 0.46 |
| 46 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 69.35 | 42 | 0.35 |
| 47 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 69.6 | 51 | 0.39 |
| 48 | Department of Economics, University of Toronto Toronto, Canada | 69.8 | 63 | 1.58 |
| 49 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 69.97 | 158 | 0.64 |
| 50 | School of Economics and Finance, Queen Mary University of London London, United Kingdom | 69.98 | 42 | 0.52 |
| 51 | Tinbergen Instituut Amsterdam, Netherlands | 71.65 | 138 | 0.79 |
| 52 | Graduate School of Business, Columbia University New York City, New York (USA) | 72.32 | 44 | 0.16 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 72.32 | 29 | 0.16 |
| 53 | New Economic School (NES) Moscow, Russia | 73.5 | 45 | 1.51 |
| 54 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 74.21 | 3 | 0.67 |
| 55 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 74.7 | 111 | 1.49 |
| 56 | Norges Bank Oslo, Norway | 74.74 | 33 | 1.1 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 76.89 | 8 | 0.32 |
| 57 | Rotman School of Management, University of Toronto Toronto, Canada | 76.89 | 39 | 0.32 |
| 58 | Bank of Canada Ottawa, Canada | 78.64 | 118 | 2.47 |
| 59 | BI Handelshøyskolen Oslo, Norway | 80.58 | 41 | 1.51 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 80.58 | 19 | 1.51 |
| 60 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 81.33 | 19 | 1.75 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 83.3 | 94 | 1.42 |
| 61 | Business School, Deakin University Melbourne, Australia | 83.51 | 56 | 0.85 |
| 62 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 83.77 | 30 | 0.71 |
| 63 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 84.43 | 152 | 0.36 |
| 63 | Department of Economics, Simon Fraser University Burnaby, Canada | 84.43 | 43 | 1.43 |
| 65 | PBC School of Finance, Tsinghua University Beijing, China | 85.93 | 5 | 0.21 |
| 66 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 86.15 | 110 | 1.88 |
| 67 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 86.3 | 71 | 0.75 |
| 68 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 87.8 | 93 | 2.21 |
| 69 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 89.94 | 31 | 0.18 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 90.42 | 27 | 1.35 |
| 70 | Graduate School of Management, Macquarie University Sydney, Australia | 91.63 | 5 | 1 |
| 71 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 92.45 | 100 | 0.49 |
| 72 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 94.23 | 8 | 0.28 |
| 73 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 101.51 | 47 | 0.87 |
| 74 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 104.87 | 38 | 0.12 |
| 75 | Monash Business School, Monash University Melbourne, Australia | 105.37 | 138 | 0.57 |
| 76 | Bank of England London, United Kingdom | 105.78 | 175 | 3.33 |
| 77 | Singapore Management University Singapore, Singapore | 107.32 | 37 | 0.09 |
| 78 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 108.45 | 52 | 2.13 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 109.01 | 30 | 0.09 |
| 79 | Schulich School of Business, York University Toronto, Canada | 109.48 | 8 | 0.15 |
| 80 | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 110.18 | 18 | 0.72 |
| 81 | Department of Economics and Related Studies, University of York York, United Kingdom | 114.89 | 84 | 0.07 |
| 82 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 115.75 | 54 | 2.13 |
| 83 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 116.07 | 43 | 0.68 |
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 2.01 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.63 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.34 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 5.01 |
| 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 | 7.56 |
| 6 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 7.88 |
| 7 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 9.08 |
| 8 | Ser-Huang Poon | 11.51 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 12.38 |
| 10 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 12.65 |
| 11 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 13.09 |
| 12 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 13.68 |
| 13 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 14.18 |
| 14 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 14.68 |
| 15 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 16.2 |
| 16 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 16.28 |
| 17 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 16.99 |
| 18 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 18.04 |
| 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 | 18.31 |
| 20 | Caroline Fohlin Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA) | 19.3 |
| 21 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 22.34 |
| 22 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 23.47 |
| 23 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 26.39 |
| 24 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 26.83 |
| 25 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 26.83 |
| 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) | 27.95 |
| 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) | 27.95 |
| 28 | Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA) | 28.54 |
| 29 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 30.95 |
| 30 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 31.82 |
| 31 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 32.1 |
| 32 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 32.75 |
| 33 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 34.66 |
| 34 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 34.7 |
| 35 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 35.45 |
| 36 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 35.7 |
| 37 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 36.05 |
| 38 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 36.87 |
| 39 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 37.54 |
| 40 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 38.02 |
| 41 | Dick van Dijk Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam, Rotterdam, Netherlands | 41.05 |
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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