For Market Microstructure, these are 271 authors affiliated with 856 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) | 3.35 | 58 | 0.61 |
| 3 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.72 | 115 | 3.52 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.86 | 55 | 3.47 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 6.98 | 18 | 0.77 |
| 4 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 6.98 | 45 | 0.77 |
| 5 | Toulouse School of Economics (TSE) Toulouse, France | 7.05 | 164 | 2.56 |
| 6 | Cass Business School, City University London, United Kingdom | 7.12 | 40 | 3.35 |
| 7 | Federal Reserve Bank of New York New York City, New York (USA) | 7.23 | 79 | 3.29 |
| 8 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 8.46 | 494 | 0.48 |
| 9 | Warwick Business School, University of Warwick Coventry, United Kingdom | 8.8 | 28 | 1.26 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 13.01 | 53 | 0.41 |
| 11 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 13.85 | 49 | 0.51 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 16.45 | 17 | 0.24 |
| 12 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 17.19 | 71 | 0.28 |
| 13 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.83 | 13 | 0.58 |
| 14 | Bank for International Settlements (BIS) Basel, Switzerland | 20.68 | 71 | 1.13 |
| 15 | IESE Business School, Universidad de Navarra Barcelona, Spain | 20.75 | 15 | 0.2 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 20.88 | 6 | 0.44 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 21.07 | 3 | 0.07 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.08 | 9 | 0.89 |
| 16 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 22.08 | 30 | 0.89 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 22.24 | 60 | 1.07 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 23.35 | 27 | 1.31 |
| 17 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 23.77 | 58 | 0.77 |
| 18 | Graduate School of Business, Stanford University Stanford, California (USA) | 24.07 | 34 | 0.56 |
| 19 | Università Commerciale Luigi Bocconi Milano, Italy | 25.89 | 167 | 1.56 |
| 20 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 28.12 | 56 | 2.06 |
| 21 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 31.49 | 20 | 0.67 |
| 22 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 31.89 | 35 | 1.16 |
| 23 | London School of Economics (LSE) London, United Kingdom | 34.37 | 307 | 0.57 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 34.92 | 43 | 3.51 |
| 24 | Business School, University of Technology Sydney Sydney, Australia | 34.92 | 82 | 3.51 |
| 25 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 36.27 | 37 | 0.11 |
| 26 | Université Paris-Dauphine (Paris IX) Paris, France | 39.23 | 132 | 3.75 |
| 27 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 40.16 | 35 | 2.38 |
| 28 | European Central Bank Frankfurt am Main, Germany | 40.3 | 191 | 2.26 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 42.86 | 52 | 0.29 |
| 29 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 42.86 | 63 | 0.29 |
| 30 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 43.2 | 23 | 1 |
| 31 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 43.97 | 49 | 0.51 |
| 32 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 44.41 | 29 | 0.85 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 44.85 | 21 | 2.14 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 45.62 | 12 | 1.47 |
| 33 | Henley Business School, University of Reading Reading, United Kingdom | 45.62 | 28 | 1.47 |
| 34 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 46.6 | 72 | 1.15 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 47.09 | 36 | 3 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 47.32 | 5 | 0.1 |
| 35 | Department of Economics, University of California-Irvine Irvine, California (USA) | 48.22 | 37 | 0.36 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 48.38 | 40 | 0.47 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 48.41 | 6 | 0.57 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 51.63 | 14 | 0.74 |
| 36 | Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA) | 60.12 | 18 | 0.19 |
| 37 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 61.06 | 44 | 0.15 |
| 38 | Faculty of Business and Economics, University of Melbourne Melbourne, Australia | 62.58 | 97 | 2.66 |
| 39 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 63.39 | 313 | 0.17 |
| 40 | School of Economics and Finance, Queen Mary University of London London, United Kingdom | 63.42 | 43 | 1.52 |
| 41 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 63.56 | 78 | 1.24 |
| 42 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 64.12 | 73 | 0.82 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 64.96 | 12 | 1 |
| 43 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 68.11 | 35 | 0.49 |
| 44 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 69.19 | 92 | 1.88 |
| --- | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 69.42 | 25 | 0.89 |
| 45 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 69.58 | 63 | 0.13 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 72.56 | 31 | 0.15 |
| 46 | Graduate School of Business, Columbia University New York City, New York (USA) | 72.56 | 47 | 0.15 |
| 47 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 72.98 | 23 | 0.09 |
| 48 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 73.21 | 42 | 0.32 |
| 48 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 73.21 | 64 | 0.43 |
| 50 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 73.28 | 54 | 0.34 |
| 51 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 74.06 | 3 | 0.67 |
| 52 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 76.4 | 168 | 0.66 |
| 53 | Tinbergen Instituut Amsterdam, Netherlands | 77.29 | 137 | 0.76 |
| 54 | Business School, Deakin University Melbourne, Australia | 80.45 | 55 | 0.87 |
| 55 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 80.47 | 112 | 1.47 |
| 56 | Rotman School of Management, University of Toronto Toronto, Canada | 81.59 | 40 | 0.32 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 81.59 | 8 | 0.32 |
| 57 | Department of Economics, University of Toronto Toronto, Canada | 81.76 | 64 | 1.57 |
| 58 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 82.3 | 73 | 1.2 |
| 59 | International Monetary Fund (IMF) Washington, District of Columbia (USA) | 83.44 | 404 | 0.67 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 83.8 | 20 | 1.51 |
| 60 | Department of Economics, McGill University Montréal, Canada | 83.8 | 35 | 0.36 |
| 59 | BI Handelshøyskolen Oslo, Norway | 83.8 | 44 | 1.51 |
| 62 | Department of Economics, Simon Fraser University Burnaby, Canada | 84.83 | 43 | 1.43 |
| 63 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 88.51 | 149 | 0.35 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 88.54 | 97 | 1.42 |
| 64 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 88.74 | 30 | 0.71 |
| 65 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 89.04 | 32 | 0.18 |
| 66 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 90.94 | 19 | 1.75 |
| 67 | PBC School of Finance, Tsinghua University Beijing, China | 91.2 | 7 | 0.21 |
| 68 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 91.59 | 97 | 2.26 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 93.46 | 28 | 1.18 |
| 69 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 96.45 | 112 | 1.9 |
| 70 | School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands | 98.44 | 96 | 0.46 |
| 71 | Graduate School of Management, Macquarie University Sydney, Australia | 100.58 | 5 | 1 |
| 72 | New Economic School (NES) Moscow, Russia | 104.03 | 46 | 0.92 |
| 73 | Norges Bank Oslo, Norway | 105.35 | 33 | 0.83 |
| 74 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 106.17 | 49 | 0.87 |
| 75 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 107.26 | 53 | 2.23 |
| 76 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 109.89 | 8 | 0.25 |
| 77 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 110.96 | 36 | 0.1 |
| 78 | Bangor Business School, Bangor University Bangor, United Kingdom | 114.09 | 35 | 0.66 |
| 79 | Schulich School of Business, York University Toronto, Canada | 114.6 | 8 | 0.15 |
| 80 | Department of Economics and Related Studies, University of York York, United Kingdom | 115.83 | 84 | 0.07 |
| 81 | Monash Business School, Monash University Melbourne, Australia | 116.47 | 152 | 0.56 |
| 82 | London Business School (LBS) London, United Kingdom | 117.32 | 33 | 0.07 |
| 83 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 117.6 | 55 | 2.31 |
| --- | Finance Department, London School of Economics (LSE) London, United Kingdom | 118.35 | 11 | 0.13 |
| 84 | Singapore Management University Singapore, Singapore | 122.74 | 39 | 0.08 |
| --- | Financial Markets Group (FMG), London School of Economics (LSE) London, United Kingdom | 123.59 | 16 | 0.29 |
| --- | Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy | 124.5 | 49 | 0.42 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 124.58 | 32 | 0.08 |
| 85 | College of Business and Economics, West Virginia University Morgantown, West Virginia (USA) | 124.96 | 24 | 0.68 |
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 1.92 |
| 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 | 3.61 |
| 4 | Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA) | 4.31 |
| 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 | 4.84 |
| 6 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 7.43 |
| 7 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 8.86 |
| 8 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 11.09 |
| 9 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 11.26 |
| 10 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 11.59 |
| 11 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 13.38 |
| 12 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 14.18 |
| 13 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 14.83 |
| 14 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 16.79 |
| 15 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 17.02 |
| 16 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 19.49 |
| 17 | Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA) | 21.65 |
| 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 | 21.85 |
| 19 | 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) | 23.12 |
| 20 | 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) | 23.14 |
| 21 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 23.63 |
| 22 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 23.71 |
| 23 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 23.88 |
| 24 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 24.73 |
| 25 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 25.13 |
| 26 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 26.04 |
| 27 | Christopher J. Neely Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA) | 26.52 |
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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