For Market Microstructure, these are 422 authors affiliated with 841 institutions.
| Rank | Institution | Score | Authors | Author shares |
|---|
| 1 | Department of Economics, Duke University Durham, North Carolina (USA) | 1.18 | 46 | 0.94 |
| 2 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.94 | 57 | 0.61 |
| 3 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.7 | 123 | 3.56 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.76 | 18 | 0.84 |
| 4 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.76 | 43 | 0.84 |
| 5 | Federal Reserve Bank of New York New York City, New York (USA) | 5.68 | 82 | 3.48 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.86 | 57 | 3.52 |
| 6 | Cass Business School, City University London, United Kingdom | 6.52 | 39 | 3.35 |
| 7 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.75 | 27 | 1.29 |
| 8 | Toulouse School of Economics (TSE) Toulouse, France | 10.48 | 166 | 2.21 |
| 9 | Department of Economics, New York University (NYU) New York City, New York (USA) | 11.17 | 54 | 0.41 |
| 10 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 12.79 | 48 | 0.52 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.44 | 17 | 0.25 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 17.11 | 62 | 1.18 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 17.42 | 70 | 0.28 |
| 12 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.64 | 12 | 0.54 |
| 13 | IESE Business School, Universidad de Navarra Barcelona, Spain | 18.92 | 15 | 0.2 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 20.09 | 5 | 0.44 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 20.38 | 3 | 0.08 |
| 14 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 20.48 | 491 | 0.32 |
| 15 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 21.17 | 59 | 0.77 |
| 16 | Graduate School of Business, Stanford University Stanford, California (USA) | 21.72 | 35 | 0.64 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 21.79 | 9 | 0.89 |
| 17 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 21.79 | 29 | 0.89 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 22.1 | 27 | 1.32 |
| 18 | Bank for International Settlements (BIS) Basel, Switzerland | 24.09 | 67 | 0.96 |
| 19 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 25.21 | 20 | 0.67 |
| 20 | Business School, University of Technology Sydney Sydney, Australia | 29.7 | 83 | 3.5 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 29.7 | 43 | 3.5 |
| 21 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 30.7 | 55 | 1.99 |
| 22 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 31.14 | 35 | 1.16 |
| 23 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 32.31 | 24 | 1.03 |
| 24 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 35.67 | 38 | 0.11 |
| 25 | London School of Economics (LSE) London, United Kingdom | 37.76 | 299 | 0.5 |
| 26 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 38.59 | 36 | 2.41 |
| 27 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 40.34 | 46 | 0.54 |
| 28 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 41 | 32 | 0.86 |
| 29 | Henley Business School, University of Reading Reading, United Kingdom | 41.68 | 30 | 1.47 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 41.68 | 12 | 1.47 |
| 30 | European Central Bank Frankfurt am Main, Germany | 42.96 | 185 | 2 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 43.29 | 5 | 0.1 |
| 31 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 43.72 | 11 | 0.66 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 44.04 | 22 | 2.17 |
| 32 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 44.24 | 72 | 1.15 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 44.39 | 40 | 0.5 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 45.91 | 13 | 0.74 |
| 33 | Department of Economics, University of California-Irvine Irvine, California (USA) | 46.99 | 36 | 0.36 |
| 34 | Université Paris-Dauphine (Paris IX) Paris, France | 47.13 | 129 | 3.58 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 49.5 | 6 | 0.55 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 49.59 | 51 | 0.26 |
| 35 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 49.59 | 61 | 0.26 |
| 36 | New Economic School (NES) Moscow, Russia | 54.24 | 46 | 1.92 |
| 37 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 54.54 | 303 | 0.22 |
| 38 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 56.75 | 42 | 0.15 |
| 39 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 57.23 | 90 | 1.9 |
| 40 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 57.65 | 65 | 0.15 |
| 41 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 58.62 | 34 | 0.49 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 60.19 | 12 | 1.03 |
| 42 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 60.75 | 75 | 1.41 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 61.73 | 36 | 2.83 |
| 43 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 64.85 | 70 | 0.82 |
| 44 | School of Economics and Finance, Queen Mary University of London London, United Kingdom | 66.24 | 41 | 0.52 |
| 45 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 66.25 | 24 | 0.09 |
| 46 | Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA) | 69.34 | 19 | 0.18 |
| 47 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 70.26 | 42 | 0.35 |
| 48 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 70.47 | 52 | 0.39 |
| 49 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 71.13 | 165 | 0.8 |
| 50 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 71.32 | 3 | 0.67 |
| 51 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 72.13 | 63 | 0.43 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 72.53 | 29 | 0.16 |
| 52 | Graduate School of Business, Columbia University New York City, New York (USA) | 72.53 | 45 | 0.16 |
| 53 | Tinbergen Instituut Amsterdam, Netherlands | 73.84 | 137 | 0.76 |
| 54 | Department of Economics, University of Toronto Toronto, Canada | 74.65 | 63 | 1.58 |
| 55 | Norges Bank Oslo, Norway | 75.88 | 33 | 1.1 |
| 56 | Business School, Deakin University Melbourne, Australia | 76.16 | 57 | 0.87 |
| 57 | Department of Economics, Simon Fraser University Burnaby, Canada | 77.18 | 43 | 1.43 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 78.53 | 8 | 0.32 |
| 58 | Rotman School of Management, University of Toronto Toronto, Canada | 78.53 | 40 | 0.32 |
| 59 | BI Handelshøyskolen Oslo, Norway | 79.07 | 43 | 1.51 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 79.07 | 19 | 1.51 |
| 60 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 79.36 | 112 | 1.49 |
| 61 | Bank of Canada Ottawa, Canada | 81.7 | 118 | 2.45 |
| 62 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 82.22 | 150 | 0.38 |
| 63 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 84.29 | 19 | 1.75 |
| 64 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 87.88 | 72 | 0.68 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 88.1 | 27 | 1.35 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 88.49 | 96 | 1.42 |
| 65 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 88.79 | 96 | 2.22 |
| 66 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 89.85 | 109 | 1.88 |
| 67 | Graduate School of Management, Macquarie University Sydney, Australia | 89.87 | 5 | 1 |
| 68 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 90.3 | 31 | 0.18 |
| 69 | PBC School of Finance, Tsinghua University Beijing, China | 90.6 | 6 | 0.21 |
| 70 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 90.71 | 30 | 0.7 |
| 71 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 95.25 | 97 | 0.46 |
| 72 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 99.42 | 8 | 0.26 |
| 73 | Schulich School of Business, York University Toronto, Canada | 104.11 | 8 | 0.15 |
| 74 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 104.74 | 47 | 0.87 |
| 75 | Bank of England London, United Kingdom | 108.12 | 178 | 3.4 |
| 76 | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 108.71 | 16 | 0.72 |
| 77 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 109.19 | 37 | 0.11 |
| 78 | Monash Business School, Monash University Melbourne, Australia | 109.67 | 138 | 0.56 |
| 79 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 110.29 | 52 | 2.13 |
| 80 | Singapore Management University Singapore, Singapore | 110.46 | 39 | 0.09 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 112.2 | 32 | 0.09 |
| 81 | Fachbereich Wirtschaftswissenschaften, Universität Konstanz Konstanz, Germany | 114.07 | 44 | 0.68 |
| 82 | Department of Economics and Related Studies, University of York York, United Kingdom | 114.77 | 84 | 0.07 |
| 83 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 115.93 | 55 | 2.13 |
| 84 | Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy | 121.93 | 40 | 0.38 |
| 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) | 2.74 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.59 |
| 4 | 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 | 4.84 |
| 5 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 5.05 |
| 6 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 9.31 |
| 7 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 9.34 |
| 8 | Ser-Huang Poon | 12.03 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 12.28 |
| 10 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 12.33 |
| 11 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 12.78 |
| 12 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 13.84 |
| 13 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 14.22 |
| 14 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 16.06 |
| 15 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 16.49 |
| 16 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 17.25 |
| 17 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 17.25 |
| 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 | 18.41 |
| 19 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 19.33 |
| 20 | Caroline Fohlin Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA) | 21.16 |
| 21 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 22.58 |
| 22 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 22.66 |
| 23 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 23.88 |
| 24 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 26.32 |
| 25 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 27.09 |
| 26 | 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) | 28.55 |
| 27 | 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) | 28.65 |
| 28 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 29.33 |
| 29 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 29.46 |
| 30 | Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA) | 29.88 |
| 31 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 32.76 |
| 32 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 34.01 |
| 33 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 34.6 |
| 34 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 34.87 |
| 35 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 35.25 |
| 36 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 36.49 |
| 37 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 36.74 |
| 38 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 36.9 |
| 39 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 37.25 |
| 40 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 37.74 |
| 41 | Michael James Aitken Graduate School of Management, Macquarie University, Sydney, Australia | 41.98 |
| 42 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 43.2 |
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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