For Market Microstructure, these are 423 authors affiliated with 849 institutions.
| Rank | Institution | Score | Authors | Author shares |
|---|
| 1 | Department of Economics, Duke University Durham, North Carolina (USA) | 1.14 | 45 | 0.94 |
| 2 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.19 | 58 | 0.63 |
| 3 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.78 | 118 | 3.51 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.98 | 57 | 3.47 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 6.94 | 18 | 0.77 |
| 4 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 6.94 | 45 | 0.77 |
| 5 | Cass Business School, City University London, United Kingdom | 6.97 | 39 | 3.35 |
| 6 | Federal Reserve Bank of New York New York City, New York (USA) | 7.25 | 79 | 3.33 |
| 7 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 8.23 | 493 | 0.47 |
| 8 | Warwick Business School, University of Warwick Coventry, United Kingdom | 8.35 | 28 | 1.26 |
| 9 | Toulouse School of Economics (TSE) Toulouse, France | 10.18 | 166 | 2.18 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 12.16 | 53 | 0.41 |
| 11 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 13.41 | 47 | 0.51 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.81 | 17 | 0.25 |
| 12 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.1 | 14 | 0.61 |
| 13 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 17.41 | 69 | 0.28 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 18.82 | 3 | 0.08 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 20.31 | 5 | 0.44 |
| 14 | IESE Business School, Universidad de Navarra Barcelona, Spain | 20.67 | 15 | 0.2 |
| 15 | Bank for International Settlements (BIS) Basel, Switzerland | 21.86 | 72 | 1.08 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 22 | 61 | 1.1 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.09 | 9 | 0.89 |
| 16 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.09 | 28 | 0.89 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 22.9 | 27 | 1.31 |
| 17 | Graduate School of Business, Stanford University Stanford, California (USA) | 23.66 | 34 | 0.56 |
| 18 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 25.06 | 59 | 0.75 |
| 19 | Università Commerciale Luigi Bocconi Milano, Italy | 26.08 | 167 | 1.56 |
| 20 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 29.17 | 20 | 0.67 |
| 21 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 31.56 | 36 | 1.16 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 33.44 | 42 | 3.5 |
| 22 | Business School, University of Technology Sydney Sydney, Australia | 33.44 | 81 | 3.5 |
| 23 | London School of Economics (LSE) London, United Kingdom | 34.43 | 301 | 0.59 |
| 24 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 35.24 | 37 | 0.11 |
| 25 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 36.25 | 24 | 1.03 |
| 26 | European Central Bank Frankfurt am Main, Germany | 37.89 | 188 | 2.29 |
| 27 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 39.35 | 56 | 1.93 |
| 28 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 40.73 | 35 | 2.38 |
| 29 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 42.05 | 48 | 0.53 |
| 30 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 43.2 | 30 | 0.86 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 45.13 | 21 | 2.14 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 45.52 | 13 | 1.47 |
| 31 | Henley Business School, University of Reading Reading, United Kingdom | 45.52 | 29 | 1.47 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 45.79 | 5 | 0.1 |
| 32 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 46.44 | 70 | 1.15 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 46.85 | 41 | 0.49 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 47.18 | 52 | 0.27 |
| 33 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 47.18 | 63 | 0.27 |
| 34 | Department of Economics, University of California-Irvine Irvine, California (USA) | 48.39 | 38 | 0.36 |
| 35 | Université Paris-Dauphine (Paris IX) Paris, France | 48.78 | 131 | 3.58 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 50.11 | 13 | 0.74 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 50.94 | 6 | 0.54 |
| 36 | New Economic School (NES) Moscow, Russia | 58.38 | 47 | 1.92 |
| 37 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 59.26 | 41 | 0.15 |
| 38 | Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA) | 60.15 | 18 | 0.19 |
| 39 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 60.35 | 65 | 0.15 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 61.89 | 37 | 2.83 |
| 40 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 62.39 | 307 | 0.17 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 63.71 | 12 | 1 |
| 41 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 63.97 | 77 | 1.24 |
| 42 | School of Economics and Finance, Queen Mary University of London London, United Kingdom | 64.13 | 42 | 1.52 |
| 43 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 65.14 | 70 | 0.82 |
| 44 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 65.93 | 36 | 0.49 |
| 45 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 67.52 | 93 | 1.89 |
| --- | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 69.73 | 24 | 0.89 |
| 46 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 70.36 | 170 | 0.79 |
| 47 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 71.97 | 53 | 0.39 |
| 48 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 72.14 | 64 | 0.43 |
| 49 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 72.29 | 24 | 0.09 |
| 50 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 72.59 | 3 | 0.67 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 72.63 | 30 | 0.16 |
| 51 | Graduate School of Business, Columbia University New York City, New York (USA) | 72.63 | 46 | 0.16 |
| 52 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 72.7 | 43 | 0.35 |
| 53 | Tinbergen Instituut Amsterdam, Netherlands | 76.76 | 137 | 0.76 |
| 54 | International Monetary Fund (IMF) Washington, District of Columbia (USA) | 77.76 | 403 | 0.73 |
| 55 | Business School, Deakin University Melbourne, Australia | 78.92 | 57 | 0.87 |
| 56 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 79.63 | 114 | 1.47 |
| 57 | Department of Economics, University of Toronto Toronto, Canada | 80.11 | 63 | 1.57 |
| 58 | Rotman School of Management, University of Toronto Toronto, Canada | 80.68 | 40 | 0.32 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 80.68 | 8 | 0.32 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 81.24 | 19 | 1.51 |
| 59 | BI Handelshøyskolen Oslo, Norway | 81.24 | 43 | 1.51 |
| 60 | Department of Economics, McGill University Montréal, Canada | 83.99 | 36 | 0.36 |
| 61 | Department of Economics, Simon Fraser University Burnaby, Canada | 84.5 | 42 | 1.43 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 87.99 | 98 | 1.42 |
| 62 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 88.25 | 151 | 0.37 |
| 63 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 88.64 | 30 | 0.71 |
| 64 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 90.48 | 31 | 0.18 |
| 65 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 90.91 | 18 | 1.75 |
| 66 | PBC School of Finance, Tsinghua University Beijing, China | 91.11 | 6 | 0.21 |
| 67 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 91.2 | 96 | 2.25 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 92.57 | 27 | 1.18 |
| 68 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 94.98 | 72 | 0.7 |
| 69 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 97.04 | 112 | 1.89 |
| 70 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 97.45 | 96 | 0.46 |
| 71 | Graduate School of Management, Macquarie University Sydney, Australia | 97.71 | 5 | 1 |
| 72 | Norges Bank Oslo, Norway | 104.79 | 32 | 0.83 |
| 73 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 105.1 | 48 | 0.87 |
| 74 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 105.55 | 54 | 2.23 |
| 75 | Bangor Business School, Bangor University Bangor, United Kingdom | 109.21 | 34 | 0.66 |
| 76 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 109.33 | 37 | 0.11 |
| 77 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 109.85 | 8 | 0.25 |
| 78 | Schulich School of Business, York University Toronto, Canada | 110.66 | 8 | 0.15 |
| 79 | Monash Business School, Monash University Melbourne, Australia | 114.65 | 147 | 0.56 |
| 80 | Department of Economics and Related Studies, University of York York, United Kingdom | 114.81 | 85 | 0.07 |
| --- | Finance Department, London School of Economics (LSE) London, United Kingdom | 115.69 | 10 | 0.14 |
| 81 | Singapore Management University Singapore, Singapore | 116.27 | 39 | 0.09 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 117.9 | 32 | 0.09 |
| 82 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 120.13 | 51 | 2.13 |
| --- | Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy | 122.53 | 49 | 0.41 |
| --- | Financial Markets Group (FMG), London School of Economics (LSE) London, United Kingdom | 122.72 | 16 | 0.29 |
| 83 | Bank of England London, United Kingdom | 122.73 | 183 | 3.4 |
| 84 | Saïd Business School, Oxford University Oxford, United Kingdom | 124.4 | 31 | 0.83 |
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 2 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.42 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.72 |
| 4 | Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA) | 4.49 |
| 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 | 5.53 |
| 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) | 9.96 |
| 8 | Ser-Huang Poon | 11.49 |
| 9 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 12.14 |
| 10 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 13.21 |
| 11 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 13.59 |
| 12 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 15.47 |
| 13 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 15.73 |
| 14 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 15.74 |
| 15 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 17.22 |
| 16 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 18.62 |
| 17 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 19.85 |
| 18 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 20.19 |
| 19 | Caroline Fohlin Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA) | 23.16 |
| 20 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 23.65 |
| 21 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 24.68 |
| 22 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 26.81 |
| 23 | Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA) | 26.81 |
| 24 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 28.24 |
| 25 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 28.64 |
| 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) | 29.13 |
| 27 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 30.13 |
| 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) | 30.17 |
| 29 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 31.33 |
| 30 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 31.51 |
| 31 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 33.09 |
| 32 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 33.15 |
| 33 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 34.25 |
| 34 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 35.11 |
| 35 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 35.74 |
| 36 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 36.86 |
| 37 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 36.99 |
| 38 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 37.07 |
| 39 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 39.35 |
| 40 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 39.79 |
| 41 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 40.32 |
| 42 | Angelo Ranaldo Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen, Sankt Gallen, Switzerland | 42.72 |
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.
Printed from https://ideas.repec.org/top/old/1707/top.mst.html
