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

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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 9177 institutions with 72574 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 240 authors affiliated with 1089 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.36	50	1.11
2	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	4.03	510	1.07
3	Federal Reserve Bank of New York New York City, New York (USA)	4.69	98	3.62
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.98	41	1.29
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.84	9	1.12
5	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.84	15	1.12
6	Bayes Business School, City St George's London, United Kingdom	6.85	46	4.35
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.6	17	1.2
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	7.99	17	0.74
7	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	7.99	53	0.74
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.72	51	1
9	Department of Economics, Princeton University Princeton, New Jersey (USA)	16.04	49	0.51
10	Department of Economics, New York University (NYU) New York City, New York (USA)	16.82	59	0.7
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	18.75	72	0.37
12	Stern School of Business, New York University (NYU) New York City, New York (USA)	19.4	57	0.46
13	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	20.59	116	2.92
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	21.15	66	1.26
14	Bank for International Settlements (BIS) Basel, Switzerland	23.97	104	1.85
15	IESE Business School, Universidad de Navarra Barcelona, Spain	24.16	18	0.2
16	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	25.26	16	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	25.26	10	1
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	26.93	7	0.39
17	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	27.87	12	0.5
18	Booth School of Business, University of Chicago Chicago, Illinois (USA)	29.5	66	1.66
19	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	30.85	63	0.99
20	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	30.95	72	1.3
21	European Central Bank Frankfurt am Main, Germany	31.58	275	2.3
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	31.95	39	2.36
22	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	31.98	87	2.09
23	Rotman School of Management, University of Toronto Toronto, Canada	32.13	51	1.55
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	32.13	12	1.55
24	London School of Economics (LSE) London, United Kingdom	33.68	354	0.9
25	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	34.27	28	0.21
26	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	35.79	12	0.63
27	Business School, University of Technology Sydney Sydney, Australia	36.69	91	4.09
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	36.92	30	2.05
28	Copenhagen Business School København, Denmark	37.98	81	0.41
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	39.12	37	4.02
---	Faculty of Finance, Bayes Business School, City St George's London, United Kingdom	39.47	18	1.19
29	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	40.1	131	2.04
30	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	40.29	94	1.35
31	Paul Merage School of Business, University of California-Irvine Irvine, California (USA)	41.24	11	0.33
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	42.16	12	1
32	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	42.16	15	1
33	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	42.44	37	2.16
---	Institut for Finansiering, Copenhagen Business School København, Denmark	42.96	4	0.16
34	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	45.51	57	0.51
35	Toulouse School of Economics (TSE) Toulouse, France	47.1	162	1.67
36	Henley Business School, University of Reading Reading, United Kingdom	49.15	33	2.24
37	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	49.28	211	2.73
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	49.55	7	0.83
38	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	50.76	52	0.67
39	Swiss Finance Institute Genève/Zürich, Switzerland	52.04	28	0.59
40	Università Commerciale Luigi Bocconi Milano, Italy	53.14	186	1.18
41	International Monetary Fund (IMF) Washington, District of Columbia (USA)	54.52	540	1.67
42	Centre for Economic Policy Research (CEPR) London, United Kingdom	54.6	388	0.36
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	54.61	14	2.1
43	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	57.24	6	1
44	Business School, Imperial College London, United Kingdom	57.52	50	0.68
---	Finance Department, London School of Economics (LSE) London, United Kingdom	57.53	11	0.59
45	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	58.81	23	0.32
46	Graduate School of Business, Columbia University New York City, New York (USA)	59.2	60	0.29
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	60.5	19	0.07
47	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	64.37	32	1.57
48	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	64.5	44	0.88
49	Marshall School of Business, University of Southern California Los Angeles, California (USA)	67.22	24	0.18
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	67.22	14	0.18
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	71.26	51	0.27
50	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	71.26	60	0.27
51	INSEAD Fontainebleau, France	74.17	24	0.6
52	Economics Department, Georgetown University Washington, District of Columbia (USA)	77.55	49	0.24
53	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	77.57	11	0.19
54	Department of Economics, University of Chicago Chicago, Illinois (USA)	79.52	83	0.11
55	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	79.77	134	0.57
56	Université Paris-Dauphine (Paris IX) Paris, France	80.96	154	4.54
57	Monash Business School, Monash University Melbourne, Australia	82.71	203	0.72
58	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	87.81	33	0.1
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	88.75	15	1.4
59	Warwick Business School, University of Warwick Coventry, United Kingdom	88.75	30	1.4
60	School of Economics and Finance, Queen Mary University of London London, United Kingdom	88.82	71	2.72
61	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	90.54	52	0.44
62	Department of Economics, University of California-Irvine Irvine, California (USA)	91.2	50	0.35
63	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	91.62	52	0.9
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	92.93	35	2.11
64	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	92.93	45	2.11
65	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	94.19	34	0.8
66	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	95.56	89	2.55
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	95.57	26	0.18
67	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	97.79	72	0.87
68	Business School, Macquarie University Sydney, Australia	98.07	45	0.99
69	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	98.71	27	0.5
70	Bank of Canada Ottawa, Canada	100.25	176	2.1
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	107.01	2	0.02
71	New Economic School (NES) Moscow, Russia	108.26	41	1.48
72	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	108.57	56	1.2
73	Bank of England London, United Kingdom	108.88	216	4.39
74	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	111.37	32	0.76
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	112.04	2	0.02
75	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	115.63	21	0.82
76	Department of Economics, Northwestern University Evanston, Illinois (USA)	115.78	49	0.05
77	Stockholm School of Economics Stockholm, Sweden	120.41	62	1.19
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	121.19	37	3
78	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	121.7	142	0.55
79	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	121.84	31	0.68
80	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	122.97	35	1
81	Department of Economics, University of California-Berkeley Berkeley, California (USA)	124.91	63	0.12
82	Wirtschaftswissenschaftliches Zentrum, Universität Basel Basel, Switzerland	125.34	65	0.5
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	125.91	8	1.11
83	School of Economics, University of Bristol Bristol, United Kingdom	126.49	59	1.83
84	Frankfurt School of Finance and Management Frankfurt, Germany	128.57	40	1.13
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	128.8	2	0.66
85	Judge Business School, University of Cambridge Cambridge, United Kingdom	129.79	41	0.1
86	Økonomisk Institut, Københavns Universitet København, Denmark	130.08	79	0.9
87	Department of Economics, Cornell University Ithaca, New York (USA)	132.44	51	0.42
88	Department of Economics, McGill University Montréal, Canada	133.44	36	0.31
89	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	133.8	153	0.67
90	Tinbergen Instituut Amsterdam, Netherlands	136.69	129	0.43
91	Facultad de Ciencias Económicas y Empresariales, Universidad de los Andes (Chile) Santiago/Las Condes, Chile	137.78	16	1.5
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	137.97	30	0.65
92	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	138.65	18	0.1
93	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	138.7	43	3.7
94	Department of Economics, University of Toronto Toronto, Canada	142.48	74	1.11
95	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	144.42	52	1
96	Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France	144.81	19	1.25
97	Bangor Business School, Bangor University Bangor, United Kingdom	145.72	43	1.5
98	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	146.66	141	1.48
99	Economics Department, University of Essex Colchester, United Kingdom	146.79	50	0.63
100	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	146.96	38	0.18
101	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	147.84	76	1.09
102	School of Business, Trinity College Dublin Dublin, Ireland	147.9	5	0.06
103	Ústav teorie informace a automatizace (ÚTIA), Akademie věd České Republiky Praha, Czech Republic	148.57	13	0.37
104	Deutsche Bundesbank Frankfurt, Germany	150.27	179	3.69
105	School of Management, Yale University New Haven, Connecticut (USA)	150.47	41	0.27
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	151.02	13	0.75
106	Norges Bank Oslo, Norway	151.09	27	0.86
107	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	152.07	100	1.48
108	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	152.68	127	0.39

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 240 authors affiliated with 1089 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.95
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.85
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	5.07
4	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	5.08
5	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	5.38
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)	7.53
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	9.12
8	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	9.61
9	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	10.22
10	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	10.58
11	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	11.1
12	Darrell Duffie Graduate School of Business, Stanford University, Stanford, California (USA)	12.3
13	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	13.28
14	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	16.38
15	Takatoshi Ito †	17.53
16	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	17.77
17	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	20.73
18	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	23.22
19	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland Wirtschaftswissenschaftliches Zentrum, Universität Basel, Basel, Switzerland	23.72
20	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	24.99
21	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	25.73
22	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	28.34
23	Rosario Nunzio Mantegna	28.75
24	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	28.9

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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