Top 10% Institutions and Economists in the Field of Market Microstructure, as of July 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 9098 institutions with 71749 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 244 authors affiliated with 1079 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)	4.16	499	0.99
3	Federal Reserve Bank of New York New York City, New York (USA)	4.78	98	3.61
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	6.17	41	1.27
5	Bayes Business School, City St George's London, United Kingdom	6.8	46	4.31
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.08	9	1.11
6	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	7.08	15	1.11
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	7.5	18	0.75
7	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	7.5	54	0.75
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.64	17	1.18
8	Graduate School of Business, Stanford University Stanford, California (USA)	11.19	50	1.02
9	Department of Economics, Princeton University Princeton, New Jersey (USA)	15.44	51	0.51
10	Department of Economics, New York University (NYU) New York City, New York (USA)	17.12	59	0.7
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	19.53	73	0.35
12	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	20.74	116	2.92
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	21.02	66	1.27
13	Stern School of Business, New York University (NYU) New York City, New York (USA)	21.92	57	0.34
14	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	23.64	16	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	23.64	10	1
15	Bank for International Settlements (BIS) Basel, Switzerland	24.15	102	1.87
16	IESE Business School, Universidad de Navarra Barcelona, Spain	24.61	18	0.2
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	26.03	7	0.39
17	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	27.1	73	1.46
18	Booth School of Business, University of Chicago Chicago, Illinois (USA)	28.33	66	1.66
19	European Central Bank Frankfurt am Main, Germany	28.82	273	2.32
20	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	30.02	12	0.5
21	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	31.58	29	0.21
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	31.78	39	2.36
22	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	32.22	84	2.04
23	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	32.33	65	0.98
24	Rotman School of Management, University of Toronto Toronto, Canada	33.11	52	1.55
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	33.11	12	1.55
25	London School of Economics (LSE) London, United Kingdom	33.95	351	0.91
26	Business School, University of Technology Sydney Sydney, Australia	35.2	92	4.08
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	36.7	30	2
27	Copenhagen Business School København, Denmark	38.07	83	0.49
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	38.1	37	4.01
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	39.32	12	1
28	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	39.32	15	1
29	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	39.83	12	0.6
---	Faculty of Finance, Bayes Business School, City St George's London, United Kingdom	40.48	18	1.19
30	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	41.3	130	2.54
31	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	41.82	55	0.53
32	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	41.85	92	1.17
33	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	42.3	37	2.16
---	Institut for Finansiering, Copenhagen Business School København, Denmark	44.05	4	0.15
34	Toulouse School of Economics (TSE) Toulouse, France	47.21	156	1.7
35	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	48.89	34	0.16
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	50.07	7	0.83
36	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	50.75	209	2.74
37	Henley Business School, University of Reading Reading, United Kingdom	51.42	33	2.24
38	Università Commerciale Luigi Bocconi Milano, Italy	51.89	184	1.18
39	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	51.9	51	0.66
40	Swiss Finance Institute Genève/Zürich, Switzerland	52.09	29	0.58
41	International Monetary Fund (IMF) Washington, District of Columbia (USA)	54.16	540	1.67
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	56.38	14	2.1
42	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	58.18	6	1
43	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	59.34	23	0.32
---	Finance Department, London School of Economics (LSE) London, United Kingdom	59.45	11	0.59
44	Business School, Imperial College London, United Kingdom	60.13	49	0.67
45	Graduate School of Business, Columbia University New York City, New York (USA)	60.22	60	0.27
46	Paul Merage School of Business, University of California-Irvine Irvine, California (USA)	61.05	11	0.25
47	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	61.72	31	1.57
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	61.87	19	0.07
48	Centre for Economic Policy Research (CEPR) London, United Kingdom	63.92	382	0.34
49	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	65.74	44	0.88
50	Marshall School of Business, University of Southern California Los Angeles, California (USA)	67.74	24	0.19
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	67.74	14	0.19
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	72.13	53	0.27
51	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	72.13	62	0.27
52	INSEAD Fontainebleau, France	73.53	25	0.6
53	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	76.91	11	0.19
54	Economics Department, Georgetown University Washington, District of Columbia (USA)	77.81	49	0.24
55	Department of Economics, University of Chicago Chicago, Illinois (USA)	79.62	83	0.11
56	Monash Business School, Monash University Melbourne, Australia	82.75	199	0.72
57	Université Paris-Dauphine (Paris IX) Paris, France	82.88	153	4.54
58	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	83.5	132	0.55
59	School of Economics and Finance, Queen Mary University of London London, United Kingdom	86.45	71	2.72
60	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	87.16	33	0.1
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	87.45	15	1.4
61	Warwick Business School, University of Warwick Coventry, United Kingdom	87.45	30	1.4
62	Department of Economics, University of California-Irvine Irvine, California (USA)	88.76	49	0.35
63	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	89.6	52	0.43
64	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	94.18	52	0.9
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	95.53	26	0.17
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	95.67	35	2.11
65	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	95.67	45	2.11
66	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	95.99	34	0.79
67	Bank of Canada Ottawa, Canada	96.5	176	2.27
68	Business School, Macquarie University Sydney, Australia	98.6	47	0.99
69	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	99.5	71	0.86
70	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	99.73	90	2.55
71	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	103.04	26	0.5
72	Bank of England London, United Kingdom	107.4	215	4.39
73	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	109.28	32	0.76
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	110.01	2	0.02
74	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	110.48	56	1.19
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	111.38	2	0.02
75	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	112.39	21	0.84
76	New Economic School (NES) Moscow, Russia	116.4	41	1.39
77	Department of Economics, Northwestern University Evanston, Illinois (USA)	116.8	48	0.05
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	119.68	37	3
78	Barcelona School of Economics (BSE) Barcelona, Spain	119.75	176	1.77
79	Stockholm School of Economics Stockholm, Sweden	121.09	61	1.19
80	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	121.58	31	0.68
81	Department of Economics, University of California-Berkeley Berkeley, California (USA)	123.61	65	0.13
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	126.02	8	1.1
82	Facultad de Ciencias Económicas y Empresariales, Universidad de los Andes (Chile) Santiago/Las Condes, Chile	126.97	16	1.5
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	128.15	2	0.66
83	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	129.52	35	1
84	Wirtschaftswissenschaftliches Zentrum, Universität Basel Basel, Switzerland	129.56	64	0.5
85	Tinbergen Instituut Amsterdam, Netherlands	130.88	127	0.44
---	Office of Financial Research, Department of the Treasury, Government of the United States Washington, District of Columbia (USA)	131.29	15	2.04
86	Department of the Treasury, Government of the United States Washington, District of Columbia (USA)	131.29	38	2.04
87	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	131.43	155	0.67
88	Department of Economics, McGill University Montréal, Canada	131.88	36	0.31
89	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	134.96	17	0.1
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	135.16	30	0.65
90	Økonomisk Institut, Københavns Universitet København, Denmark	136.17	78	0.85
91	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	136.47	141	0.49
92	School of Economics, University of Bristol Bristol, United Kingdom	139.29	57	1.8
93	Economics Department, University of Essex Colchester, United Kingdom	140.41	51	0.65
94	Judge Business School, University of Cambridge Cambridge, United Kingdom	140.57	41	0.08
95	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	140.69	43	3.7
96	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	141.73	141	1.48
97	Norges Bank Oslo, Norway	144.66	27	0.86
98	Department of Economics, Cornell University Ithaca, New York (USA)	144.94	51	0.4
99	Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France	145.03	19	1.24
100	School of Management, Yale University New Haven, Connecticut (USA)	145.07	41	0.29
101	Department of Economics, University of Toronto Toronto, Canada	145.93	74	1.11
102	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	146.03	99	1.47
103	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	146.37	52	1
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	147.63	101	1.56
104	Michael G. Foster School of Business, University of Washington Seattle, Washington (USA)	148.05	11	0.08
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	149.91	13	0.75
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	150.54	23	1.42
105	BI Handelshøyskolen Oslo, Norway	150.54	54	1.42
106	Deutsche Bundesbank Frankfurt, Germany	151.29	179	3.69
107	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	152	77	1.09

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 244 authors affiliated with 1079 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)	3.59
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	5.05
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	5.81
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.08
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)	7.97
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.57
8	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	10.1
9	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	10.22
10	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	10.47
11	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	11.27
12	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	11.74
13	Darrell Duffie Graduate School of Business, Stanford University, Stanford, California (USA)	12.53
14	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	12.86
15	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	17.13
16	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	18.4
17	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	20.84
18	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	22.4
19	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland Wirtschaftswissenschaftliches Zentrum, Universität Basel, Basel, Switzerland	23.94
20	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	25.08
21	Rosario Nunzio Mantegna	25.61
22	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	26.58
23	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	27.34
24	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	29.26

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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