For Market Microstructure, these are 422 authors affiliated with 849 institutions.
| Rank | Institution | Score | Authors | Author shares |
|---|
| 1 | Department of Economics, Duke University Durham, North Carolina (USA) | 1.16 | 47 | 0.94 |
| 2 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.31 | 58 | 0.61 |
| 3 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.89 | 124 | 3.51 |
| 4 | Federal Reserve Bank of New York New York City, New York (USA) | 5.49 | 81 | 3.47 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.06 | 57 | 3.47 |
| 5 | Cass Business School, City University London, United Kingdom | 7.02 | 39 | 3.35 |
| 6 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.63 | 27 | 1.27 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 7.8 | 18 | 0.73 |
| 7 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 7.8 | 44 | 0.73 |
| 8 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 8.22 | 492 | 0.48 |
| 9 | Toulouse School of Economics (TSE) Toulouse, France | 10.93 | 166 | 2.18 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 11.92 | 54 | 0.41 |
| 11 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 14.45 | 47 | 0.51 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 16.13 | 17 | 0.25 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 16.85 | 62 | 1.17 |
| 12 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 17.65 | 70 | 0.28 |
| 13 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 18.28 | 12 | 0.54 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 18.84 | 3 | 0.08 |
| 14 | IESE Business School, Universidad de Navarra Barcelona, Spain | 20.46 | 15 | 0.2 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 21.11 | 5 | 0.44 |
| 15 | Graduate School of Business, Stanford University Stanford, California (USA) | 21.73 | 35 | 0.64 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.77 | 9 | 0.89 |
| 16 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.77 | 28 | 0.89 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 23.53 | 27 | 1.32 |
| 17 | Bank for International Settlements (BIS) Basel, Switzerland | 24.2 | 72 | 1.01 |
| 18 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 24.88 | 59 | 0.75 |
| 19 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 28.64 | 20 | 0.67 |
| 20 | Università Commerciale Luigi Bocconi Milano, Italy | 28.76 | 155 | 1.51 |
| 21 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 31.14 | 55 | 1.98 |
| 22 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 31.22 | 35 | 1.16 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 32.32 | 42 | 3.5 |
| 23 | Business School, University of Technology Sydney Sydney, Australia | 32.32 | 82 | 3.5 |
| 24 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 35.14 | 37 | 0.11 |
| 25 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 36.57 | 24 | 1.03 |
| 26 | London School of Economics (LSE) London, United Kingdom | 40.73 | 299 | 0.49 |
| 27 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 40.77 | 46 | 0.54 |
| 28 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 41.97 | 35 | 2.39 |
| 29 | European Central Bank Frankfurt am Main, Germany | 43.05 | 185 | 2.01 |
| 30 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 43.5 | 11 | 0.66 |
| 31 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 43.96 | 30 | 0.86 |
| 32 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 44.29 | 72 | 1.15 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 44.94 | 40 | 0.5 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 45.19 | 5 | 0.1 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 45.45 | 12 | 1.47 |
| 33 | Henley Business School, University of Reading Reading, United Kingdom | 45.45 | 29 | 1.47 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 46.37 | 51 | 0.27 |
| 34 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 46.37 | 62 | 0.27 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 47.77 | 21 | 2.14 |
| 35 | Department of Economics, University of California-Irvine Irvine, California (USA) | 50 | 38 | 0.36 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 50.17 | 13 | 0.74 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 50.79 | 6 | 0.54 |
| 36 | Université Paris-Dauphine (Paris IX) Paris, France | 52.93 | 130 | 3.58 |
| 37 | New Economic School (NES) Moscow, Russia | 56.8 | 45 | 1.92 |
| 38 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 59.53 | 42 | 0.15 |
| 39 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 60.65 | 65 | 0.15 |
| 40 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 63.84 | 304 | 0.17 |
| 41 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 64.63 | 34 | 0.49 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 64.98 | 12 | 1 |
| 42 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 65.2 | 76 | 1.24 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 65.29 | 37 | 2.83 |
| 43 | School of Economics and Finance, Queen Mary University of London London, United Kingdom | 66.53 | 41 | 0.52 |
| 44 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 66.56 | 69 | 0.82 |
| 45 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 66.64 | 93 | 1.89 |
| 46 | Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA) | 68.23 | 18 | 0.18 |
| 47 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 69.76 | 166 | 0.8 |
| 48 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 70.75 | 63 | 0.43 |
| 49 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 70.77 | 53 | 0.39 |
| 50 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 71.06 | 24 | 0.09 |
| 51 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 71.2 | 3 | 0.67 |
| 52 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 72.15 | 42 | 0.35 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 73.09 | 30 | 0.16 |
| 53 | Graduate School of Business, Columbia University New York City, New York (USA) | 73.09 | 46 | 0.16 |
| 54 | Tinbergen Instituut Amsterdam, Netherlands | 76.75 | 137 | 0.76 |
| 55 | Business School, Deakin University Melbourne, Australia | 77.68 | 57 | 0.87 |
| 56 | Department of Economics, University of Toronto Toronto, Canada | 78.22 | 63 | 1.57 |
| 57 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 79 | 113 | 1.49 |
| 58 | Rotman School of Management, University of Toronto Toronto, Canada | 80.74 | 40 | 0.32 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 80.74 | 8 | 0.32 |
| 59 | Department of Economics, Simon Fraser University Burnaby, Canada | 81.77 | 42 | 1.43 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 83.37 | 19 | 1.51 |
| 60 | BI Handelshøyskolen Oslo, Norway | 83.37 | 43 | 1.51 |
| --- | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 86.33 | 18 | 0.8 |
| 61 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 86.35 | 30 | 0.71 |
| 62 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 87.97 | 152 | 0.38 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 88.22 | 97 | 1.42 |
| 63 | PBC School of Finance, Tsinghua University Beijing, China | 89.81 | 6 | 0.21 |
| 64 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 90.17 | 31 | 0.18 |
| 65 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 91.34 | 18 | 1.75 |
| 66 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 93.79 | 72 | 0.68 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 94.53 | 27 | 1.18 |
| 67 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 96.65 | 109 | 1.88 |
| 68 | Graduate School of Management, Macquarie University Sydney, Australia | 96.9 | 5 | 1 |
| 69 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 97.6 | 96 | 2.22 |
| 70 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 97.8 | 97 | 0.46 |
| 71 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 100.07 | 55 | 2.25 |
| 72 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 104.65 | 8 | 0.26 |
| 73 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 105.84 | 37 | 0.11 |
| 74 | Norges Bank Oslo, Norway | 106.78 | 32 | 0.83 |
| 75 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 106.95 | 48 | 0.87 |
| 76 | Singapore Management University Singapore, Singapore | 108.82 | 39 | 0.09 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 110.26 | 32 | 0.09 |
| 77 | Schulich School of Business, York University Toronto, Canada | 110.4 | 8 | 0.15 |
| 78 | Monash Business School, Monash University Melbourne, Australia | 113.49 | 137 | 0.56 |
| 79 | Department of Economics and Related Studies, University of York York, United Kingdom | 115.55 | 84 | 0.07 |
| 80 | Bank of Canada Ottawa, Canada | 120.25 | 117 | 2.05 |
| 81 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 121.24 | 52 | 2.13 |
| 82 | School of Business, University of Alberta Edmonton, Canada | 123.87 | 14 | 0.24 |
| 83 | College of Business and Economics, West Virginia University Morgantown, West Virginia (USA) | 124.15 | 24 | 0.68 |
| 84 | Bank of England London, United Kingdom | 124.61 | 182 | 3.4 |
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 2.04 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.35 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.65 |
| 4 | Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA) | 4.5 |
| 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 | 5.48 |
| 6 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 9.55 |
| 7 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 10.38 |
| 8 | Ser-Huang Poon | 11.55 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 12.31 |
| 10 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 12.82 |
| 11 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 13.62 |
| 12 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 15.49 |
| 13 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 15.53 |
| 14 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 15.81 |
| 15 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 16.82 |
| 16 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 19.24 |
| 17 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 19.3 |
| 18 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 19.41 |
| 19 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 23.01 |
| 20 | Caroline Fohlin Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA) | 23.61 |
| 21 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 23.83 |
| 22 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 25.59 |
| 23 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 27.76 |
| 24 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 28.29 |
| 25 | 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) | 28.83 |
| 26 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 29.48 |
| 27 | Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA) | 29.52 |
| 28 | 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) | 30.77 |
| 29 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 30.89 |
| 30 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 31.6 |
| 31 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 32.69 |
| 32 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 33.89 |
| 33 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 34.45 |
| 34 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 34.95 |
| 35 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 35.08 |
| 36 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 35.85 |
| 37 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 36.37 |
| 38 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 37.38 |
| 39 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 39.48 |
| 40 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 39.75 |
| 41 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 40.74 |
| 42 | Dick van Dijk Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam, Rotterdam, Netherlands | 43.81 |
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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