Top 10% Institutions and Economists in the Field of Market Microstructure, as of January 2026

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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 9218 institutions with 72918 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 229 authors affiliated with 1087 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.28	53	1.34
2	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	3.55	517	1.09
3	Federal Reserve Bank of New York New York City, New York (USA)	5.67	101	3.61
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.23	9	1.12
4	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.23	16	1.12
5	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	6.59	41	1.27
6	Bayes Business School, City St George's London, United Kingdom	7.02	46	4.31
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	7.66	17	0.73
7	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	7.66	53	0.73
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	8.39	17	1.17
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.38	50	1
9	Department of Economics, Princeton University Princeton, New Jersey (USA)	16.17	48	0.5
10	Department of Economics, New York University (NYU) New York City, New York (USA)	16.56	58	0.7
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	17.54	72	0.37
12	Stern School of Business, New York University (NYU) New York City, New York (USA)	18.37	57	0.45
13	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	20.19	116	2.92
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	22.97	66	1.25
14	IESE Business School, Universidad de Navarra Barcelona, Spain	24.33	18	0.19
15	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	26.55	16	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	26.55	10	1
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	26.71	7	0.38
16	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	28.69	73	1.3
17	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	29.53	12	0.5
18	London School of Economics (LSE) London, United Kingdom	29.94	357	0.95
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	30.4	39	2.36
19	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	30.98	87	2.09
20	Booth School of Business, University of Chicago Chicago, Illinois (USA)	31.96	65	1.52
21	Rotman School of Management, University of Toronto Toronto, Canada	32.45	51	1.53
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	32.45	12	1.53
22	Bank for International Settlements (BIS) Basel, Switzerland	32.65	104	1.84
23	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	32.67	28	0.21
24	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	33.59	69	0.98
25	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	34.81	12	0.6
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	35.72	30	2.05
26	European Central Bank Frankfurt am Main, Germany	35.81	277	2.3
---	Faculty of Finance, Bayes Business School, City St George's London, United Kingdom	38.09	18	1.2
27	Copenhagen Business School København, Denmark	38.16	81	0.36
28	Business School, University of Technology Sydney Sydney, Australia	39.26	91	4.06
29	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	41.48	91	1.34
---	Institut for Finansiering, Copenhagen Business School København, Denmark	41.59	4	0.16
30	Paul Merage School of Business, University of California-Irvine Irvine, California (USA)	42.05	11	0.33
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	42.08	37	4
31	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	42.51	38	2.06
32	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	44.44	60	0.51
33	Toulouse School of Economics (TSE) Toulouse, France	47.1	163	1.65
34	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	49.72	209	2.84
35	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	50.25	130	2.04
36	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	51.12	52	0.67
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	51.3	7	0.83
37	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	51.32	23	0.34
38	Henley Business School, University of Reading Reading, United Kingdom	53.18	32	2.24
39	Università Commerciale Luigi Bocconi Milano, Italy	53.58	184	1.18
40	Centre for Economic Policy Research (CEPR) London, United Kingdom	53.99	397	0.36
41	Swiss Finance Institute Genève/Zürich, Switzerland	54.64	28	0.6
42	Graduate School of Business, Columbia University New York City, New York (USA)	55.96	60	0.29
43	International Monetary Fund (IMF) Washington, District of Columbia (USA)	56.53	541	1.72
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	57.71	19	0.07
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	57.83	14	2.1
---	Finance Department, London School of Economics (LSE) London, United Kingdom	58.06	11	0.59
44	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	60.72	6	1
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	62.71	51	0.34
45	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	62.71	60	0.34
46	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	62.79	32	1.57
47	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	65.35	44	0.88
48	Marshall School of Business, University of Southern California Los Angeles, California (USA)	65.36	24	0.17
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	65.36	14	0.17
49	INSEAD Fontainebleau, France	68.6	24	0.6
50	Business School, Imperial College London, United Kingdom	69.85	50	0.63
51	Economics Department, Georgetown University Washington, District of Columbia (USA)	73.21	51	0.24
52	Department of Economics, University of Chicago Chicago, Illinois (USA)	75.07	84	0.11
53	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	75.79	135	0.58
54	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	76.39	11	0.19
55	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	76.86	52	0.57
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	78.16	12	1
56	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	78.16	15	1
57	Monash Business School, Monash University Melbourne, Australia	83.28	202	0.72
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	84.75	15	1.4
58	Warwick Business School, University of Warwick Coventry, United Kingdom	84.75	30	1.4
59	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	85.13	33	0.1
60	Department of Economics, University of California-Irvine Irvine, California (USA)	85.61	49	0.35
61	School of Economics and Finance, Queen Mary University of London London, United Kingdom	86.85	72	2.72
62	Université Paris-Dauphine (Paris IX) Paris, France	89.47	153	4.44
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	89.56	26	0.18
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	91.85	35	2.11
63	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	91.85	45	2.11
64	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	94.97	52	0.9
65	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	95.31	34	0.79
66	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	101.96	88	2.55
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	102.6	2	0.02
67	Business School, Macquarie University Sydney, Australia	104.97	46	0.99
68	New Economic School (NES) Moscow, Russia	105.81	41	1.48
69	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	106.54	71	0.87
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	107.14	2	0.02
70	Bank of Canada Ottawa, Canada	108.31	176	2.04
71	Department of Economics, Northwestern University Evanston, Illinois (USA)	111.49	51	0.05
72	Bank of England London, United Kingdom	111.82	219	4.39
72	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	111.82	57	1.2
74	School of Economics, University of Bristol Bristol, United Kingdom	115.39	59	1.87
75	Stockholm School of Economics Stockholm, Sweden	115.99	63	1.19
76	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	116.85	142	0.55
77	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	120.34	21	0.82
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	120.62	8	1.11
78	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	122.54	31	0.68
79	Økonomisk Institut, Københavns Universitet København, Denmark	124.32	80	0.9
80	Department of Economics, Cornell University Ithaca, New York (USA)	124.83	51	0.42
81	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	125.43	18	0.1
82	Department of Economics, University of California-Berkeley Berkeley, California (USA)	126.54	63	0.12
83	Judge Business School, University of Cambridge Cambridge, United Kingdom	127.39	42	0.11
84	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	128.32	32	0.75
85	Frankfurt School of Finance and Management Frankfurt, Germany	128.45	40	1.13
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	128.56	2	0.66
86	Department of Economics, McGill University Montréal, Canada	128.96	36	0.31
87	Tinbergen Instituut Amsterdam, Netherlands	130.93	129	0.43
88	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	132.35	51	1
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	132.74	37	2.9
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	135.81	30	0.65
89	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	136.66	38	0.18
90	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	138.43	35	1
91	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	138.6	164	0.65
92	Department of Economics, University of Toronto Toronto, Canada	138.72	75	1.1
93	Département de Sciences Économiques, Université de Montréal Montréal, Canada	141.3	31	0.21
94	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	142.38	43	3.7
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	142.9	13	0.75
95	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	144.22	142	1.48
96	Wirtschaftswissenschaftliches Zentrum, Universität Basel Basel, Switzerland	144.51	66	0.51
97	Michael G. Foster School of Business, University of Washington Seattle, Washington (USA)	145.6	11	0.08
98	Norges Bank Oslo, Norway	145.92	27	0.86
99	Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France	146.94	20	1.25
100	School of Management, Yale University New Haven, Connecticut (USA)	147.01	42	0.26
101	Bangor Business School, Bangor University Bangor, United Kingdom	148.84	43	1.5
102	Economics Department, University of Essex Colchester, United Kingdom	149	49	0.63
103	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	149.6	126	0.39
104	Argyros College of Business and Economics, Chapman University Orange, California (USA)	150.35	49	0.67
---	Economic Science Institute (ESI), Argyros College of Business and Economics, Chapman University Orange, California (USA)	150.35	41	0.67
105	Department of Economics, Oxford University Oxford, United Kingdom	150.67	184	0.81
106	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	150.81	45	0.49
107	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	151.06	35	1.18
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	151.8	23	1.41
108	BI Handelshøyskolen Oslo, Norway	151.8	56	1.41

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 229 authors affiliated with 1087 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.76
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.29
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.47
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	5.13
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.24
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)	7.77
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.29
8	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	8.61
9	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	9.02
10	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	9.32
11	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	10.54
12	Darrell Duffie Graduate School of Business, Stanford University, Stanford, California (USA)	11.65
13	Takatoshi Ito †	12.83
14	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	13.21
15	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.3
16	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	16.71
17	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	19.7
18	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	22.02
19	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	22.58
20	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland Wirtschaftswissenschaftliches Zentrum, Universität Basel, Basel, Switzerland	22.8
21	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	25.25
22	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	26.66

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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