Top 10% Institutions and Economists in the Field of Market Microstructure, as of June 2025

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Only authors registered with the RePEc Author Service are considered.
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A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
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The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights ("shares") if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
To be classified, an author needs to have five or more working papers announced in the NEP report for this field. For authors whose first paper is less that 10 years old, having 25% of the papers in the NEP report is sufficient.
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There are 9080 institutions with 71625 registered authors evaluated for all the rankings.

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Same ranking by authors, institutions, countries and regions, and more rankings for , including the individual criteria used here.

The rankings

Top 10% institutions in the field of Market Microstructure

For Market Microstructure, these are 242 authors affiliated with 1071 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.39	50	1.1
2	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	4	495	0.99
3	Federal Reserve Bank of New York New York City, New York (USA)	4.8	97	3.55
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	6.38	41	1.26
5	Bayes Business School, City St George's London, United Kingdom	6.81	46	4.31
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.97	9	1.11
6	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.97	15	1.11
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	7.36	18	0.75
7	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	7.36	54	0.75
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.88	17	1.17
8	Graduate School of Business, Stanford University Stanford, California (USA)	11.18	50	1.02
9	Department of Economics, Princeton University Princeton, New Jersey (USA)	15.48	51	0.51
10	Department of Economics, New York University (NYU) New York City, New York (USA)	17.05	58	0.71
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	19.43	73	0.35
12	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	20.37	116	2.92
13	Stern School of Business, New York University (NYU) New York City, New York (USA)	21.53	57	0.34
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	22.31	65	1.22
14	Bank for International Settlements (BIS) Basel, Switzerland	23.49	103	1.93
15	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	24.48	16	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	24.48	10	1
16	IESE Business School, Universidad de Navarra Barcelona, Spain	24.67	19	0.2
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	25.67	7	0.39
17	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	27.14	73	1.47
18	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	27.47	12	0.5
19	European Central Bank Frankfurt am Main, Germany	28.26	272	2.34
20	Booth School of Business, University of Chicago Chicago, Illinois (USA)	28.55	67	1.66
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	31.25	39	2.36
21	Rotman School of Management, University of Toronto Toronto, Canada	31.85	52	1.55
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	31.85	12	1.55
22	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	32.08	29	0.21
23	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	32.86	65	0.98
24	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	32.94	84	2.04
25	Business School, University of Technology Sydney Sydney, Australia	35.35	92	4.08
26	London School of Economics (LSE) London, United Kingdom	35.43	351	0.91
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	36.81	12	1
27	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	36.81	15	1
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	36.94	30	2
28	Copenhagen Business School København, Denmark	37.97	83	0.49
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	38.41	37	4.01
---	Faculty of Finance, Bayes Business School, City St George's London, United Kingdom	40.13	18	1.19
29	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	41.27	130	2.54
30	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	41.41	12	0.58
31	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	41.73	55	0.53
32	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	41.95	92	1.17
33	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	43.09	37	2.16
---	Institut for Finansiering, Copenhagen Business School København, Denmark	43.95	4	0.15
34	International Monetary Fund (IMF) Washington, District of Columbia (USA)	47.22	539	1.81
35	Toulouse School of Economics (TSE) Toulouse, France	47.81	156	1.7
36	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	48.46	35	0.16
37	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	49.09	53	1.16
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	50.55	7	0.83
38	Henley Business School, University of Reading Reading, United Kingdom	51.73	33	2.24
39	Swiss Finance Institute Genève/Zürich, Switzerland	52.06	30	0.58
40	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	52.56	209	2.72
41	Università Commerciale Luigi Bocconi Milano, Italy	52.79	185	1.18
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	56.43	14	2.1
42	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	58.21	23	0.32
43	Business School, Imperial College London, United Kingdom	60.35	49	0.67
44	Paul Merage School of Business, University of California-Irvine Irvine, California (USA)	60.39	11	0.25
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	60.46	19	0.07
45	Graduate School of Business, Columbia University New York City, New York (USA)	61.18	59	0.27
---	Finance Department, London School of Economics (LSE) London, United Kingdom	61.6	11	0.59
46	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	61.94	6	1
47	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	63.57	31	1.57
48	Centre for Economic Policy Research (CEPR) London, United Kingdom	63.86	383	0.32
49	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	67.71	44	0.88
50	Marshall School of Business, University of Southern California Los Angeles, California (USA)	69.17	24	0.19
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	69.17	14	0.19
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	69.69	53	0.27
51	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	69.69	62	0.27
52	INSEAD Fontainebleau, France	73.78	25	0.6
53	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	77.23	11	0.19
54	Economics Department, Georgetown University Washington, District of Columbia (USA)	78.08	50	0.24
55	Department of Economics, University of Chicago Chicago, Illinois (USA)	79.2	83	0.11
56	Monash Business School, Monash University Melbourne, Australia	82.13	199	0.72
57	School of Economics and Finance, Queen Mary University of London London, United Kingdom	83.18	71	2.72
58	Université Paris-Dauphine (Paris IX) Paris, France	83.19	153	4.54
59	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	83.34	133	0.55
60	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	88.23	52	0.43
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	88.38	15	1.4
61	Warwick Business School, University of Warwick Coventry, United Kingdom	88.38	30	1.4
62	Department of Economics, University of California-Irvine Irvine, California (USA)	89.38	49	0.35
63	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	94.04	52	0.9
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	94.88	35	2.11
64	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	94.88	45	2.11
65	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	95.62	71	0.86
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	96.43	26	0.17
66	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	96.63	34	0.79
67	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	99.26	32	0.08
68	Business School, Macquarie University Sydney, Australia	99.71	47	0.99
69	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	99.99	90	2.55
70	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	100.88	27	0.5
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	107.27	2	0.02
71	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	107.58	56	1.19
72	Bank of England London, United Kingdom	107.61	216	4.39
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	110.98	2	0.02
73	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	111.02	32	0.76
74	Bank of Canada Ottawa, Canada	113.89	176	2.2
75	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	114.33	22	0.84
76	New Economic School (NES) Moscow, Russia	115.65	41	1.39
77	Department of Economics, Northwestern University Evanston, Illinois (USA)	116.93	48	0.05
78	Stockholm School of Economics Stockholm, Sweden	121.6	61	1.19
79	Department of Economics, University of California-Berkeley Berkeley, California (USA)	121.64	64	0.13
80	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	121.82	19	0.14
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	121.94	37	3
81	Barcelona School of Economics (BSE) Barcelona, Spain	122.6	176	1.77
82	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	123.12	30	0.68
83	Facultad de Ciencias Económicas y Empresariales, Universidad de los Andes (Chile) Santiago/Las Condes, Chile	125.43	16	1.5
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	126.26	8	1.1
84	Wirtschaftswissenschaftliches Zentrum, Universität Basel Basel, Switzerland	126.96	64	0.5
85	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	128.84	155	0.67
86	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	129.36	17	0.1
87	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	129.43	35	1
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	130.6	2	0.66
88	Tinbergen Instituut Amsterdam, Netherlands	131.02	127	0.44
89	Department of Economics, McGill University Montréal, Canada	132.12	36	0.31
90	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	132.23	140	0.49
91	Økonomisk Institut, Københavns Universitet København, Denmark	134.09	78	0.85
92	Judge Business School, University of Cambridge Cambridge, United Kingdom	134.69	41	0.1
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	135.98	30	0.65
93	Economics Department, University of Essex Colchester, United Kingdom	138.07	51	0.65
---	Office of Financial Research, Department of the Treasury, Government of the United States Washington, District of Columbia (USA)	138.31	15	1.79
94	Department of the Treasury, Government of the United States Washington, District of Columbia (USA)	138.31	38	1.79
95	Department of Economics, University of Toronto Toronto, Canada	138.67	74	1.11
96	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	139.19	52	1
97	School of Economics, University of Bristol Bristol, United Kingdom	139.23	57	1.8
98	School of Management, Yale University New Haven, Connecticut (USA)	142.97	41	0.29
99	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	143.68	141	1.48
100	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	144.45	99	1.47
101	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	145.14	35	1.2
102	Deutsche Bundesbank Frankfurt, Germany	145.2	179	3.75
103	Department of Economics, Cornell University Ithaca, New York (USA)	145.26	51	0.4
104	Norges Bank Oslo, Norway	145.38	27	0.86
105	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	147.37	43	3.7
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	148.55	13	0.75
106	Michael G. Foster School of Business, University of Washington Seattle, Washington (USA)	148.66	11	0.08
107	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	150.23	46	0.49

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 242 authors affiliated with 1071 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.99
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.76
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.84
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	5.91
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.92
6	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)	7.52
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.61
8	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	9.95
9	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	10.18
10	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	10.63
11	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	10.76
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	11.07
13	Darrell Duffie Graduate School of Business, Stanford University, Stanford, California (USA)	12.44
14	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	12.77
15	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	17.03
16	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	17.91
17	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	20.77
18	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	23.54
19	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland Wirtschaftswissenschaftliches Zentrum, Universität Basel, Basel, Switzerland	23.75
20	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	24.43
21	Rosario Nunzio Mantegna	25.94
22	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	26.25
23	Albert J. Menkveld School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	27.22
24	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	28.94

The data presented here are experimental. They are based on a 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.

Credits:

Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Instituto Valenciano de Investigaciones Económicas (IVIE), Valencia, Spain.
Abstract views and downloads statistics from LogEc project by Sune Karlsson, Örebro University, Sweden.
Author registration, institution database, and ranking computations by Christian Zimmermann.
RePEc has been initiated by Thomas Krichel.

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