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

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This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

  • 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.
  • Authors with multiple affiliations are attributed to each institution according to the weights ("shares") they have set to each in their profile, or by default according to a formula described here.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • Only institutions listed in EDIRC are counted.
  • Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
  • 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.
  • There are no such restrictions for institutions, it is thus possible that more institutions than authors are classified.
  • Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
  • There are 9062 institutions with 71402 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 241 authors affiliated with 1076 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

1.35501.1
2National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

4.984840.93
3Federal Reserve Bank of New York

New York City, New York (USA)

5.64973.34
4HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

5.86411.27
5Bayes Business School, City St George's

London, United Kingdom

6.42464.31
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

6.75190.76
6Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

6.75540.76
---Finance Department, Robert H. Smith School of Business, University of Maryland

College Park, Maryland (USA)

6.8291.11
7Robert H. Smith School of Business, University of Maryland

College Park, Maryland (USA)

6.82151.11
---Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales)

Jouy-en-Josas, France

7.58171.18
8Graduate School of Business, Stanford University

Stanford, California (USA)

10.95501.02
9Department of Economics, Princeton University

Princeton, New Jersey (USA)

14.59520.51
10Department of Economics, New York University (NYU)

New York City, New York (USA)

16.35610.71
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

18.83730.35
12Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

19.941152.92
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

22.7651.16
13Bank for International Settlements (BIS)

Basel, Switzerland

24.091031.94
14IESE Business School, Universidad de Navarra

Barcelona, Spain

24.5190.2
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

24.8870.39
15David Eccles School of Business, University of Utah

Salt Lake City, Utah (USA)

26.39161
---Department of Finance, David Eccles School of Business, University of Utah

Salt Lake City, Utah (USA)

26.39101
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

27.04721.47
17Naveen Jindal School of Management, University of Texas-Dallas

Dallas, Texas (USA)

27.05120.5
18European Central Bank

Frankfurt am Main, Germany

27.662722.34
19Booth School of Business, University of Chicago

Chicago, Illinois (USA)

28.42671.67
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

29.52402.47
20Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

30.08300.21
21Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

31.55650.98
22Stern School of Business, New York University (NYU)

New York City, New York (USA)

31.96580.31
23Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

32.52852.04
24Rotman School of Management, University of Toronto

Toronto, Canada

32.68521.55
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

32.68121.55
---Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi

Cali, Colombia

33.09121
25Facultad de Ciencias Administrativas y Económicas, Universidad Icesi

Cali, Colombia

33.09151
26Business School, University of Technology Sydney

Sydney, Australia

33.59924.08
27London School of Economics (LSE)

London, United Kingdom

34.913490.92
---Finance Department, Wharton School of Business, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

36.57302
---Finance Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

37.42374.01
28Copenhagen Business School

København, Denmark

37.52830.49
---Faculty of Finance, Bayes Business School, City St George's

London, United Kingdom

37.54181.19
29Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

40.71911.17
30Sloan School of Management, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

40.89560.53
31Alliance Manchester Business School, University of Manchester

Manchester, United Kingdom

41.28372.16
32School of International and Public Affairs (SIPA), Columbia University

New York City, New York (USA)

43.5370.18
33Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

43.61302.54
---Institut for Finansiering, Copenhagen Business School

København, Denmark

43.6640.15
34Toulouse School of Economics (TSE)

Toulouse, France

45.171551.73
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

47.2570.83
35Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

47.72541.17
36International Monetary Fund (IMF)

Washington, District of Columbia (USA)

47.735371.81
37Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

49.182123.35
38Università Commerciale Luigi Bocconi

Milano, Italy

51.071861.19
39Henley Business School, University of Reading

Reading, United Kingdom

52.46332.24
40Swiss Finance Institute

Genève/Zürich, Switzerland

54.27300.56
41William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

56.22110.4
42Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

56.51230.33
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

57.43142.1
43Paul Merage School of Business, University of California-Irvine

Irvine, California (USA)

59.15110.25
44Graduate School of Business, Columbia University

New York City, New York (USA)

59.29600.27
---Finance Department, London School of Economics (LSE)

London, United Kingdom

60.43110.59
45Business School, Imperial College

London, United Kingdom

60.75490.67
46College of Economics and Management, Nanjing University of Aeroneautics and Astronautics

Nanjing, China

61.1661
47Faculty of Business and Economics, University of Hong Kong

Pokfulam, Hong Kong

63.44301.57
48Centre for Economic Policy Research (CEPR)

London, United Kingdom

63.693830.32
49Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

66.39450.88
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

69.38530.28
50Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

69.38620.28
51Marshall School of Business, University of Southern California

Los Angeles, California (USA)

70.96240.19
---Department of Finance and Business Economics, Marshall School of Business, University of Southern California

Los Angeles, California (USA)

70.96140.19
52INSEAD

Fontainebleau, France

73.75250.6
53Fisher College of Business, Ohio State University

Columbus, Ohio (USA)

75.41110.19
54Department of Economics, University of Chicago

Chicago, Illinois (USA)

75.59840.11
55Economics Department, Georgetown University

Washington, District of Columbia (USA)

76.08510.24
56Monash Business School, Monash University

Melbourne, Australia

81.611980.72
57School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

82.381330.55
58Université Paris-Dauphine (Paris IX)

Paris, France

82.641534.54
---Finance Group, Warwick Business School, University of Warwick

Coventry, United Kingdom

86.14151.4
59Warwick Business School, University of Warwick

Coventry, United Kingdom

86.14301.4
60Department of Economics, University of California-Irvine

Irvine, California (USA)

86.19490.35
61School of Economics and Finance, Queen Mary University of London

London, United Kingdom

87.91712.72
62Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

88.31530.43
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

88.79190.04
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

93.4270.17
63Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

94.23520.9
64Centro Studi di Economia e Finanza (CSEF)

Napoli, Italy

95.95700.86
65Department of Economics, International Business School, Brandeis University

Waltham, Massachusetts (USA)

96.16340.79
---School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington

Wellington, New Zealand

98.16352.11
66Wellington School of Business and Government, Victoria University of Wellington

Wellington, New Zealand

98.16452.11
67Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

100.39330.08
68Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin

Berlin, Germany

102.36902.55
69Business School, Macquarie University

Sydney, Australia

102.52480.99
70Ross School of Business, University of Michigan

Ann Arbor, Michigan (USA)

102.73260.5
71Bank of Canada

Ottawa, Canada

103.411762.28
72Bank of England

London, United Kingdom

105.662154.41
---Department of Finance, Fisher College of Business, Ohio State University

Columbus, Ohio (USA)

105.9820.02
73Department of Economics, Northwestern University

Evanston, Illinois (USA)

109.62480.05
74New Economic School (NES)

Moscow, Russia

112.83411.39
75Fakultät für Betriebswirtschaftslehre, Universität Mannheim

Mannheim, Germany

112.92210.84
76Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim

Hohenheim, Germany

113.97320.76
77Barcelona School of Economics (BSE)

Barcelona, Spain

120.611791.77
78Stockholm School of Economics

Stockholm, Sweden

121.13611.19
79Department of Economics, University of California-Berkeley

Berkeley, California (USA)

122.01650.13
80College of Business, Florida Atlantic University

Boca Raton, Florida (USA)

122.08190.14
---Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX)

Paris, France

122.25373
81College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

123.7300.68
82Facultad de Ciencias Económicas y Empresariales, Universidad de los Andes (Chile)

Santiago/Las Condes, Chile

124.53161.5
83Faculté des Hautes Études Commerciales (HEC), Université de Lausanne

Lausanne, Switzerland

125.98561.18
84Wirtschaftswissenschaftliches Zentrum, Universität Basel

Basel, Switzerland

127.01650.5
---Department of Finance, Stockholm School of Economics

Stockholm, Sweden

127.0981.1
85Tinbergen Instituut

Amsterdam, Netherlands

128.511260.44
86Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

129.78170.1
87Faculteit Economie en Bedrijfswetenschappen, KU Leuven

Leuven, Belgium

129.931540.68
---Department of Finance, College of Business and Economics, West Virginia University

Morgantown, West Virginia (USA)

130.7820.66
88Judge Business School, University of Cambridge

Cambridge, United Kingdom

131.15410.1
89Department of Economics, McGill University

Montréal, Canada

132.88360.31
90École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

133.211250.81
---Dipartimento di Finanza, Università Commerciale Luigi Bocconi

Milano, Italy

133.31300.65
91Business School, Newcastle University

Newcastle upon Tyne, United Kingdom

133.47351
92Økonomisk Institut, Københavns Universitet

København, Denmark

133.78780.85
93School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

135.011440.49
---Office of Financial Research, Department of the Treasury, Government of the United States

Washington, District of Columbia (USA)

137.45151.79
94Department of the Treasury, Government of the United States

Washington, District of Columbia (USA)

137.45371.79
95Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

138.4531
96School of Economics, University of Bristol

Bristol, United Kingdom

138.73571.8
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

139.4920.01
97Economics Department, University of Essex

Colchester, United Kingdom

139.68510.65
98Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

141.83361.2
99Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland

141.921411.48
100Deutsche Bundesbank

Frankfurt, Germany

141.961793.75
101Department of Economics, Cornell University

Ithaca, New York (USA)

143.09530.4
102Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

143.15991.47
103School of Management, Yale University

New Haven, Connecticut (USA)

144.03410.29
104Department of Economics, University of Toronto

Toronto, Canada

144.82751.11
---Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)

Toulouse, France

146.44130.75
105Norges Bank

Oslo, Norway

147.35270.86
106Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France

147.84201.24
107Economics Department, University of California-Santa Cruz (UCSC)

Santa Cruz, California (USA)

148.07460.49

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 241 authors affiliated with 1076 institutions.
All authors classified in this field.

RankAuthorScore
1Tim Bollerslev

Department of Economics, Duke University, Durham, North Carolina (USA)

1.99
2George Tauchen

Department of Economics, Duke University, Durham, North Carolina (USA)

3.41
3Torben G. Andersen

National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)

5.03
4Xavier Vives

IESE Business School, Universidad de Navarra, Barcelona, Spain

6.11
5Thierry Foucault

Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France

6.98
6Michael 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)

8.51
7Mark P. Taylor

Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)

8.71
8Oliver Bruce Linton

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

9.82
9Takatoshi Ito

School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)

9.9
10Ravi Jagannathan

Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)

10.23
11Lasse Heje Pedersen

Institut for Finansiering, Copenhagen Business School, København, Denmark

10.48
12Nikolaus Hautsch

Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria

10.54
13Darrell Duffie

Graduate School of Business, Stanford University, Stanford, California (USA)

12.21
14Yacine Ait-Sahalia

Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)

12.84
15Neil Shephard

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

16.47
16Bruno R Biais

Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France

17.68
17Fulvio Corsi

Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy

21.15
18Angelo Ranaldo

Swiss Finance Institute, Genève/Zürich, Switzerland
Wirtschaftswissenschaftliches Zentrum, Universität Basel, Basel, Switzerland

22.82
19Haoxiang Zhu

Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA)
National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)

23.11
20Peter Reinhard Hansen

Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)

23.91
21Ricardo Lagos

Department of Economics, New York University (NYU), New York City, New York (USA)

25.29
22Rosario Nunzio Mantegna

25.74
23Albert J. Menkveld

School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands
Tinbergen Instituut, Amsterdam, Netherlands

27.68
24Asger Lunde

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

28.51

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.

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