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

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Only authors registered with the RePEc Author Service are considered.
Only works listed on RePEc and claimed as theirs by registered authors are counted.
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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Only institutions listed in EDIRC are counted.
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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 9118 institutions with 71909 registered authors evaluated for all the rankings.

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The rankings

Top 10% institutions in the field of Market Microstructure

For Market Microstructure, these are 245 authors affiliated with 1084 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.43	50	1.11
2	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	4	503	1.06
3	Federal Reserve Bank of New York New York City, New York (USA)	4.57	98	3.61
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	6.14	41	1.27
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.88	9	1.11
5	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.88	15	1.11
6	Bayes Business School, City St George's London, United Kingdom	6.96	46	4.31
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.81	17	1.18
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	8.05	17	0.73
7	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	8.05	53	0.73
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.82	51	1.02
9	Department of Economics, Princeton University Princeton, New Jersey (USA)	15.29	51	0.51
10	Department of Economics, New York University (NYU) New York City, New York (USA)	16.77	59	0.7
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	19.92	73	0.35
12	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	20.31	116	2.92
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	21	66	1.27
13	Stern School of Business, New York University (NYU) New York City, New York (USA)	21.34	57	0.34
14	IESE Business School, Universidad de Navarra Barcelona, Spain	23.6	18	0.2
15	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	23.81	16	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	23.81	10	1
16	Bank for International Settlements (BIS) Basel, Switzerland	24.38	103	1.87
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	25.5	7	0.39
17	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	27.1	12	0.5
18	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	27.56	73	1.46
19	Booth School of Business, University of Chicago Chicago, Illinois (USA)	28.61	65	1.66
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	31.18	39	2.36
20	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	31.63	85	2.09
21	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	31.68	28	0.21
22	European Central Bank Frankfurt am Main, Germany	31.69	273	2.3
23	Rotman School of Management, University of Toronto Toronto, Canada	32.61	51	1.55
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	32.61	12	1.55
24	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	33.12	65	0.98
25	London School of Economics (LSE) London, United Kingdom	33.9	351	0.91
26	Business School, University of Technology Sydney Sydney, Australia	35.98	92	4.08
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	36.51	30	2.05
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	38.83	12	1
27	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	38.83	15	1
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	38.84	37	4.01
---	Faculty of Finance, Bayes Business School, City St George's London, United Kingdom	39.78	18	1.19
28	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	40.04	12	0.6
29	Copenhagen Business School København, Denmark	40.18	81	0.41
30	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	41.17	92	1.17
31	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	42.26	129	2.04
32	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	42.28	38	2.16
---	Institut for Finansiering, Copenhagen Business School København, Denmark	45.07	4	0.15
33	Toulouse School of Economics (TSE) Toulouse, France	46.29	156	1.67
34	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	46.77	55	0.52
35	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	49.38	34	0.16
36	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	50.12	211	2.74
37	Henley Business School, University of Reading Reading, United Kingdom	50.59	33	2.24
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	50.66	7	0.83
38	Swiss Finance Institute Genève/Zürich, Switzerland	51.61	29	0.58
39	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	52.19	51	0.66
40	Università Commerciale Luigi Bocconi Milano, Italy	53.24	184	1.18
41	International Monetary Fund (IMF) Washington, District of Columbia (USA)	54.12	541	1.67
42	Centre for Economic Policy Research (CEPR) London, United Kingdom	54.65	385	0.36
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	55.64	14	2.1
43	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	58.07	6	1
44	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	59.12	24	0.32
---	Finance Department, London School of Economics (LSE) London, United Kingdom	59.67	11	0.59
45	Business School, Imperial College London, United Kingdom	59.86	49	0.67
46	Graduate School of Business, Columbia University New York City, New York (USA)	60.49	60	0.27
47	Paul Merage School of Business, University of California-Irvine Irvine, California (USA)	60.9	11	0.25
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	62.1	19	0.07
48	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	63.98	31	1.57
49	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	66.43	44	0.88
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	70.03	52	0.27
50	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	70.03	61	0.27
51	Marshall School of Business, University of Southern California Los Angeles, California (USA)	71.69	24	0.17
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	71.69	14	0.17
52	INSEAD Fontainebleau, France	74.79	25	0.6
53	Economics Department, Georgetown University Washington, District of Columbia (USA)	76.41	49	0.24
54	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	78.31	11	0.19
55	Department of Economics, University of Chicago Chicago, Illinois (USA)	79.9	82	0.11
56	Monash Business School, Monash University Melbourne, Australia	82.34	199	0.72
57	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	83.77	134	0.55
58	Université Paris-Dauphine (Paris IX) Paris, France	84.83	154	4.54
59	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	85.4	33	0.1
60	Department of Economics, University of California-Irvine Irvine, California (USA)	86.52	49	0.35
61	School of Economics and Finance, Queen Mary University of London London, United Kingdom	88.18	70	2.72
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	89.91	15	1.4
62	Warwick Business School, University of Warwick Coventry, United Kingdom	89.91	30	1.4
63	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	90.38	51	0.43
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	93.19	35	2.11
64	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	93.19	45	2.11
65	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	93.89	52	0.9
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	95.44	26	0.17
66	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	96.2	26	0.5
67	Bank of Canada Ottawa, Canada	97.51	177	2.25
68	Business School, Macquarie University Sydney, Australia	97.84	46	0.99
69	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	98.35	34	0.79
70	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	99.48	90	2.55
70	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	99.48	71	0.86
72	Bank of England London, United Kingdom	105.98	215	4.39
73	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	108.83	32	0.76
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	109.14	2	0.02
74	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	109.62	56	1.19
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	113.47	2	0.02
75	Department of Economics, Northwestern University Evanston, Illinois (USA)	115.28	48	0.05
76	New Economic School (NES) Moscow, Russia	117.78	41	1.39
77	Barcelona School of Economics (BSE) Barcelona, Spain	119.21	176	1.77
78	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	120.27	21	0.84
79	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	122.43	31	0.68
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	122.57	37	3
80	Department of Economics, University of California-Berkeley Berkeley, California (USA)	123.34	64	0.13
81	Stockholm School of Economics Stockholm, Sweden	124.43	61	1.19
82	Wirtschaftswissenschaftliches Zentrum, Universität Basel Basel, Switzerland	126.93	65	0.5
83	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	127.85	35	1
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	129.44	2	0.66
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	129.45	8	1.1
84	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	130.83	153	0.67
85	Facultad de Ciencias Económicas y Empresariales, Universidad de los Andes (Chile) Santiago/Las Condes, Chile	132.74	16	1.5
86	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	132.83	18	0.1
87	Tinbergen Instituut Amsterdam, Netherlands	133.36	127	0.44
88	Økonomisk Institut, Københavns Universitet København, Denmark	133.37	78	0.85
89	Judge Business School, University of Cambridge Cambridge, United Kingdom	133.39	41	0.1
90	School of Economics, University of Bristol Bristol, United Kingdom	133.44	58	1.8
91	Department of Economics, Cornell University Ithaca, New York (USA)	133.57	51	0.42
---	Office of Financial Research, Department of the Treasury, Government of the United States Washington, District of Columbia (USA)	134.97	15	1.99
92	Department of the Treasury, Government of the United States Washington, District of Columbia (USA)	134.97	38	1.99
93	Department of Economics, McGill University Montréal, Canada	135.7	36	0.31
94	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	137.07	141	0.49
95	Frankfurt School of Finance and Management Frankfurt, Germany	139.98	40	1.06
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	140	30	0.65
96	Economics Department, University of Essex Colchester, United Kingdom	141.06	50	0.64
97	School of Management, Yale University New Haven, Connecticut (USA)	141.89	41	0.29
98	Department of Economics, University of Toronto Toronto, Canada	142.32	74	1.11
99	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	143.47	140	1.48
100	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	143.49	52	1
101	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	144.55	43	3.7
102	Ústav teorie informace a automatizace (ÚTIA), Akademie věd České Republiky Praha, Czech Republic	145.76	14	0.37
103	Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France	145.88	19	1.24
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	147.75	13	0.75
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	147.89	101	1.56
104	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	148.43	99	1.47
105	Norges Bank Oslo, Norway	149.55	27	0.86
106	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	151.49	45	0.49
107	Michael G. Foster School of Business, University of Washington Seattle, Washington (USA)	152.13	11	0.08
108	School of Business, Trinity College Dublin Dublin, Ireland	152.68	5	0.06

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 245 authors affiliated with 1084 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	2.04
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.64
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.87
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	5.43
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	5.7
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)	7.43
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.65
8	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	10.3
9	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	10.63
10	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	10.69
11	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	11.43
12	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	11.73
13	Darrell Duffie Graduate School of Business, Stanford University, Stanford, California (USA)	12.54
14	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	12.8
15	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	17.6
16	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	18.43
17	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	20.53
18	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland Wirtschaftswissenschaftliches Zentrum, Universität Basel, Basel, Switzerland	23.4
19	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	24.28
20	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	24.69
21	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	25.26
22	Rosario Nunzio Mantegna	25.32
23	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	27.89
24	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	29.42

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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