For Market Microstructure, these are 421 authors affiliated with 851 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) | 3.2 | 58 | 0.63 |
| 3 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.58 | 118 | 3.51 |
| 4 | Federal Reserve Bank of New York New York City, New York (USA) | 5.62 | 81 | 3.47 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.74 | 57 | 3.46 |
| 5 | Cass Business School, City University London, United Kingdom | 7.09 | 39 | 3.24 |
| 6 | Warwick Business School, University of Warwick Coventry, United Kingdom | 7.65 | 28 | 1.27 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 7.97 | 18 | 0.73 |
| 7 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 7.97 | 44 | 0.73 |
| 8 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 8.53 | 493 | 0.48 |
| 9 | Toulouse School of Economics (TSE) Toulouse, France | 10.58 | 166 | 2.18 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 11.38 | 54 | 0.41 |
| 11 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 13.34 | 47 | 0.51 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.9 | 17 | 0.25 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 16.27 | 62 | 1.17 |
| 12 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 16.79 | 70 | 0.28 |
| 13 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 18.29 | 12 | 0.54 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 18.58 | 3 | 0.08 |
| 14 | IESE Business School, Universidad de Navarra Barcelona, Spain | 19.39 | 15 | 0.2 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 20.3 | 5 | 0.44 |
| 15 | Graduate School of Business, Stanford University Stanford, California (USA) | 21.68 | 35 | 0.64 |
| 16 | Bank for International Settlements (BIS) Basel, Switzerland | 21.83 | 72 | 1.08 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 22.19 | 27 | 1.31 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.73 | 9 | 0.89 |
| 17 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.73 | 28 | 0.89 |
| 18 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 24.55 | 59 | 0.75 |
| 19 | Università Commerciale Luigi Bocconi Milano, Italy | 24.93 | 167 | 1.56 |
| 20 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 28.14 | 20 | 0.67 |
| 21 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 29.6 | 55 | 1.98 |
| 22 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 30.88 | 36 | 1.16 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 31.69 | 42 | 3.5 |
| 23 | Business School, University of Technology Sydney Sydney, Australia | 31.69 | 82 | 3.5 |
| 24 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 34.61 | 24 | 1.03 |
| 25 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 34.91 | 37 | 0.11 |
| 26 | European Central Bank Frankfurt am Main, Germany | 38.62 | 186 | 2.47 |
| 27 | London School of Economics (LSE) London, United Kingdom | 38.99 | 300 | 0.49 |
| 28 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 40.39 | 35 | 2.38 |
| 29 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 40.42 | 46 | 0.54 |
| 30 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 41.76 | 11 | 0.66 |
| 31 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 42.08 | 30 | 0.86 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 43.47 | 5 | 0.1 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 43.63 | 12 | 1.47 |
| 32 | Henley Business School, University of Reading Reading, United Kingdom | 43.63 | 29 | 1.47 |
| 33 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 44.69 | 71 | 1.15 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 44.88 | 40 | 0.5 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 45.12 | 21 | 2.14 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 46.24 | 51 | 0.27 |
| 34 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 46.24 | 62 | 0.27 |
| 35 | Department of Economics, University of California-Irvine Irvine, California (USA) | 47.29 | 38 | 0.36 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 48.22 | 13 | 0.74 |
| 36 | Université Paris-Dauphine (Paris IX) Paris, France | 48.69 | 130 | 3.58 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 49.6 | 6 | 0.54 |
| 37 | New Economic School (NES) Moscow, Russia | 57.19 | 46 | 1.92 |
| 38 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 57.88 | 65 | 0.15 |
| 39 | Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA) | 59.29 | 18 | 0.19 |
| 40 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 59.5 | 41 | 0.15 |
| 41 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 61.85 | 76 | 1.24 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 62.14 | 37 | 2.83 |
| 42 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 62.94 | 305 | 0.16 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 63.01 | 12 | 1 |
| 43 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 63.9 | 36 | 0.49 |
| 44 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 64.47 | 93 | 1.89 |
| 45 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 64.88 | 69 | 0.82 |
| 46 | School of Economics and Finance, Queen Mary University of London London, United Kingdom | 65.52 | 39 | 0.52 |
| --- | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 65.83 | 24 | 0.89 |
| 47 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 68.14 | 169 | 0.8 |
| 48 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 68.21 | 42 | 0.35 |
| 49 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 69.52 | 24 | 0.09 |
| 50 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 70.3 | 53 | 0.39 |
| 51 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 70.32 | 3 | 0.67 |
| 52 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 70.75 | 64 | 0.43 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 71.05 | 30 | 0.16 |
| 53 | Graduate School of Business, Columbia University New York City, New York (USA) | 71.05 | 46 | 0.16 |
| 54 | Tinbergen Instituut Amsterdam, Netherlands | 74.22 | 137 | 0.76 |
| 55 | Business School, Deakin University Melbourne, Australia | 76.33 | 57 | 0.87 |
| 56 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 77.87 | 114 | 1.47 |
| 57 | Department of Economics, University of Toronto Toronto, Canada | 77.88 | 63 | 1.57 |
| 58 | Rotman School of Management, University of Toronto Toronto, Canada | 78.89 | 40 | 0.32 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 78.89 | 8 | 0.32 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 80.05 | 19 | 1.51 |
| 59 | BI Handelshøyskolen Oslo, Norway | 80.05 | 43 | 1.51 |
| 60 | Department of Economics, Simon Fraser University Burnaby, Canada | 81.15 | 42 | 1.43 |
| 61 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 83.29 | 30 | 0.71 |
| 62 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 85.77 | 153 | 0.38 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 86.55 | 98 | 1.42 |
| 63 | PBC School of Finance, Tsinghua University Beijing, China | 87.81 | 6 | 0.21 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 89.16 | 27 | 1.18 |
| 64 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 89.84 | 31 | 0.18 |
| 65 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 92.37 | 72 | 0.68 |
| 66 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 92.67 | 111 | 1.89 |
| 67 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 93.61 | 95 | 0.46 |
| 68 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 94.19 | 96 | 2.22 |
| 69 | Graduate School of Management, Macquarie University Sydney, Australia | 94.79 | 5 | 1 |
| 70 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 97.31 | 54 | 2.25 |
| 71 | Norges Bank Oslo, Norway | 100.85 | 31 | 0.83 |
| 72 | Department of Economics and Related Studies, University of York York, United Kingdom | 101.01 | 85 | 0.07 |
| 73 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 101.34 | 48 | 0.87 |
| 74 | Monash Business School, Monash University Melbourne, Australia | 102.63 | 148 | 0.56 |
| 75 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 102.7 | 8 | 0.26 |
| 76 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 104.43 | 37 | 0.11 |
| 77 | Schulich School of Business, York University Toronto, Canada | 106.26 | 8 | 0.15 |
| 78 | Singapore Management University Singapore, Singapore | 107.6 | 39 | 0.09 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 109.03 | 32 | 0.09 |
| 79 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 114.34 | 52 | 2.13 |
| --- | Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy | 114.94 | 48 | 0.42 |
| 80 | Bank of Canada Ottawa, Canada | 115.33 | 118 | 2.04 |
| 81 | School of Business, University of Alberta Edmonton, Canada | 118.24 | 15 | 0.24 |
| 82 | Bank of England London, United Kingdom | 118.68 | 182 | 3.4 |
| 83 | Département de Sciences Économiques, Université de Montréal Montréal, Canada | 119.44 | 32 | 0.62 |
| 84 | College of Business and Economics, West Virginia University Morgantown, West Virginia (USA) | 121.49 | 24 | 0.68 |
| 85 | Department of Economics, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 121.8 | 45 | 0.14 |
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 1.88 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.3 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.57 |
| 4 | Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA) | 4.42 |
| 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 | 5.09 |
| 6 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 9.2 |
| 7 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 9.51 |
| 8 | Ser-Huang Poon | 11.07 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 11.97 |
| 10 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 12.53 |
| 11 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 12.71 |
| 12 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 14.94 |
| 13 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 15.2 |
| 14 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 15.5 |
| 15 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 16.67 |
| 16 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 18 |
| 17 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 19.49 |
| 18 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 20.04 |
| 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) | 22.02 |
| 20 | Caroline Fohlin Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA) | 22.34 |
| 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 | 23.5 |
| 22 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 23.75 |
| 23 | Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA) | 25.83 |
| 24 | 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) | 27.15 |
| 25 | 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) | 27.47 |
| 26 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 27.54 |
| 27 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 28.19 |
| 28 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 28.43 |
| 29 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 30.88 |
| 30 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 31.43 |
| 31 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 31.81 |
| 32 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 33.01 |
| 33 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 33.39 |
| 34 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 34.81 |
| 35 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 35.21 |
| 36 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 35.39 |
| 37 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 35.65 |
| 38 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 36.87 |
| 39 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 38.3 |
| 40 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 38.46 |
| 41 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 39.3 |
| 42 | Dick van Dijk Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam, Rotterdam, Netherlands | 41.53 |
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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