For Market Microstructure, these are 276 authors affiliated with 871 institutions.
| Rank | Institution | Score | Authors | Author shares |
|---|
| 1 | Department of Economics, Duke University Durham, North Carolina (USA) | 1.14 | 44 | 0.94 |
| 2 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.42 | 58 | 0.6 |
| 3 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.9 | 116 | 3.53 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 6.09 | 55 | 3.49 |
| 4 | Federal Reserve Bank of New York New York City, New York (USA) | 6.78 | 78 | 3.11 |
| 5 | Cass Business School, City University London, United Kingdom | 7.05 | 41 | 3.35 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 7.05 | 18 | 0.77 |
| 6 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 7.05 | 46 | 0.77 |
| 7 | Toulouse School of Economics (TSE) Toulouse, France | 7.31 | 160 | 2.56 |
| 8 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 8.67 | 495 | 0.47 |
| 9 | Warwick Business School, University of Warwick Coventry, United Kingdom | 9.19 | 29 | 1.26 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 13.96 | 52 | 0.4 |
| 11 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 14.1 | 48 | 0.51 |
| 12 | IESE Business School, Universidad de Navarra Barcelona, Spain | 16.07 | 16 | 0.23 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 16.53 | 17 | 0.25 |
| 13 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 17.78 | 75 | 0.28 |
| 14 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.9 | 13 | 0.59 |
| 15 | Bank for International Settlements (BIS) Basel, Switzerland | 20.57 | 72 | 1.28 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 21.42 | 6 | 0.44 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 21.59 | 3 | 0.07 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 21.68 | 59 | 1.1 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 23.77 | 25 | 1.29 |
| 16 | Graduate School of Business, Stanford University Stanford, California (USA) | 24.48 | 35 | 0.55 |
| 17 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 24.7 | 60 | 0.76 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 24.77 | 8 | 0.83 |
| 18 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 24.77 | 30 | 0.83 |
| 19 | Università Commerciale Luigi Bocconi Milano, Italy | 25.3 | 171 | 1.56 |
| 20 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 30.19 | 55 | 2.04 |
| 21 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 32.41 | 32 | 1.16 |
| 22 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 32.92 | 20 | 0.67 |
| 23 | Business School, University of Technology Sydney Sydney, Australia | 33.73 | 81 | 3.54 |
| 24 | Université Paris-Dauphine (Paris IX) Paris, France | 34.01 | 131 | 3.75 |
| 25 | London School of Economics (LSE) London, United Kingdom | 36.2 | 309 | 0.55 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 36.27 | 42 | 3.52 |
| 26 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 37.17 | 36 | 0.11 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 37.72 | 5 | 0.11 |
| 27 | European Central Bank Frankfurt am Main, Germany | 40.69 | 197 | 2.12 |
| 28 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 43.38 | 29 | 0.85 |
| 29 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 43.58 | 23 | 1 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 44.16 | 36 | 3 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 45.82 | 12 | 1.47 |
| 30 | Henley Business School, University of Reading Reading, United Kingdom | 45.82 | 28 | 1.47 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 45.9 | 53 | 0.28 |
| 31 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 45.9 | 64 | 0.28 |
| 32 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 48.84 | 69 | 1.15 |
| 33 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 48.93 | 28 | 1.62 |
| 34 | Department of Economics, University of California-Irvine Irvine, California (USA) | 49.78 | 37 | 0.36 |
| 35 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 49.89 | 51 | 0.51 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 50.05 | 6 | 0.55 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 52.28 | 14 | 0.74 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 52.68 | 18 | 1.56 |
| 36 | Rotman School of Management, University of Toronto Toronto, Canada | 53.46 | 42 | 0.76 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 53.46 | 9 | 0.76 |
| 37 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 54.24 | 45 | 0.17 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 54.76 | 41 | 0.46 |
| 38 | Faculty of Business and Economics, University of Melbourne Melbourne, Australia | 56.76 | 100 | 2.74 |
| 39 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 61.18 | 36 | 0.11 |
| 40 | Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA) | 62.1 | 17 | 0.19 |
| 41 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 62.33 | 74 | 0.87 |
| 42 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 63.02 | 79 | 1.74 |
| 43 | School of Economics and Finance, Queen Mary University of London London, United Kingdom | 64.59 | 43 | 1.54 |
| 44 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 65.93 | 319 | 0.17 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 67.04 | 13 | 1 |
| --- | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 68.52 | 26 | 0.89 |
| 45 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 69.12 | 90 | 1.88 |
| 46 | International Monetary Fund (IMF) Washington, District of Columbia (USA) | 70.97 | 411 | 0.68 |
| 47 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 72.07 | 38 | 0.49 |
| 48 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 72.09 | 44 | 0.31 |
| 49 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 72.18 | 3 | 0.67 |
| 50 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 73.53 | 62 | 0.13 |
| 51 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 73.67 | 168 | 0.7 |
| 52 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 75.92 | 23 | 0.09 |
| 53 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 76.36 | 81 | 1.2 |
| 54 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 76.85 | 54 | 0.33 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 77.68 | 31 | 0.15 |
| 55 | Graduate School of Business, Columbia University New York City, New York (USA) | 77.68 | 47 | 0.15 |
| 56 | Tinbergen Instituut Amsterdam, Netherlands | 78.37 | 138 | 0.74 |
| 57 | Business School, Deakin University Melbourne, Australia | 80.68 | 65 | 0.87 |
| 58 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 82.92 | 117 | 1.47 |
| 59 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 84.37 | 64 | 0.33 |
| 60 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 85.35 | 20 | 1.78 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 85.59 | 20 | 1.47 |
| 61 | BI Handelshøyskolen Oslo, Norway | 85.59 | 45 | 1.47 |
| 62 | Department of Economics, McGill University Montréal, Canada | 87.44 | 35 | 0.36 |
| 63 | Department of Economics, Simon Fraser University Burnaby, Canada | 88.07 | 43 | 1.43 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 90.98 | 28 | 1.68 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 91.05 | 102 | 1.42 |
| 64 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 91.59 | 148 | 0.34 |
| 65 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 91.64 | 94 | 2.27 |
| 66 | PBC School of Finance, Tsinghua University Beijing, China | 91.96 | 7 | 0.21 |
| 67 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 92.02 | 31 | 0.71 |
| 68 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 95.29 | 33 | 0.18 |
| 69 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 98.58 | 114 | 1.9 |
| 70 | Graduate School of Management, Macquarie University Sydney, Australia | 98.63 | 5 | 1 |
| 71 | School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands | 100.01 | 96 | 0.44 |
| 72 | New Economic School (NES) Moscow, Russia | 100.41 | 47 | 0.92 |
| 73 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 106.52 | 55 | 2.23 |
| 74 | Norges Bank Oslo, Norway | 109.08 | 33 | 0.82 |
| 75 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 112.11 | 50 | 0.87 |
| 76 | Bank of Canada Ottawa, Canada | 113.63 | 128 | 2.01 |
| 77 | Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA) | 114.4 | 39 | 0.13 |
| 78 | Business School, Imperial College London, United Kingdom | 115.55 | 39 | 0.57 |
| 79 | Schulich School of Business, York University Toronto, Canada | 116.22 | 7 | 0.15 |
| 80 | London Business School (LBS) London, United Kingdom | 116.55 | 33 | 0.07 |
| 81 | Bangor Business School, Bangor University Bangor, United Kingdom | 116.61 | 35 | 0.66 |
| 82 | Bank of England London, United Kingdom | 116.78 | 192 | 3.32 |
| 83 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 116.99 | 8 | 0.25 |
| 84 | Monash Business School, Monash University Melbourne, Australia | 118.59 | 151 | 0.56 |
| --- | Department of Finance, Faculty of Business and Economics, University of Melbourne Melbourne, Australia | 118.82 | 2 | 1 |
| 85 | Singapore Management University Singapore, Singapore | 119.12 | 40 | 0.09 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 121.1 | 32 | 0.09 |
| 86 | Department of Economics and Related Studies, University of York York, United Kingdom | 122.32 | 85 | 0.07 |
| 87 | College of Business and Economics, West Virginia University Morgantown, West Virginia (USA) | 122.6 | 24 | 0.68 |
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 1.84 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.58 |
| 3 | 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 | 3.53 |
| 4 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.96 |
| 5 | Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA) | 4.28 |
| 6 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 7.54 |
| 7 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 9.25 |
| 8 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 11.6 |
| 9 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 11.69 |
| 10 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 11.71 |
| 11 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 13.88 |
| 12 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 14.31 |
| 13 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 14.85 |
| 14 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 17.74 |
| 15 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 17.93 |
| 16 | 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) | 18.24 |
| 17 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 20.1 |
| 18 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 20.59 |
| 19 | Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA) | 22.89 |
| 20 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 23.78 |
| 21 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 24.39 |
| 22 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 24.56 |
| 23 | 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) | 25.03 |
| 24 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 25.21 |
| 25 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 25.84 |
| 26 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 25.86 |
| 27 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 26.62 |
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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