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

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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.
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 9229 institutions with 73076 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 229 authors affiliated with 1088 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.31	53	1.33
2	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	3.54	523	1.09
3	Federal Reserve Bank of New York New York City, New York (USA)	5.27	101	3.66
---	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	6.57	41	1.27
6	Bayes Business School, City St George's London, United Kingdom	6.89	46	4.31
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	8.25	17	0.68
7	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	8.25	53	0.68
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	8.31	17	1.17
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.63	50	1
9	Department of Economics, Princeton University Princeton, New Jersey (USA)	15.67	48	0.5
10	Department of Economics, New York University (NYU) New York City, New York (USA)	16.85	58	0.7
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	18.3	72	0.37
12	Stern School of Business, New York University (NYU) New York City, New York (USA)	18.33	58	0.44
13	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	19.31	116	3.06
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	22.77	66	1.27
14	IESE Business School, Universidad de Navarra Barcelona, Spain	24.72	18	0.19
15	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	26.02	16	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	26.02	10	1
16	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	26.12	12	0.5
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	26.43	7	0.38
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	30.27	39	2.36
17	London School of Economics (LSE) London, United Kingdom	30.54	358	0.95
18	Rotman School of Management, University of Toronto Toronto, Canada	31.56	51	1.55
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	31.56	12	1.55
19	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	31.9	86	2.09
20	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	31.95	73	1.18
21	Bank for International Settlements (BIS) Basel, Switzerland	32.03	106	1.84
22	Booth School of Business, University of Chicago Chicago, Illinois (USA)	32.48	65	1.51
23	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	33.31	28	0.21
24	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	33.6	69	0.67
25	Kelley School of Business, Indiana University Bloomington, Indiana (USA)	34.71	26	1.05
26	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	34.95	12	0.6
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	36.25	30	2.05
27	European Central Bank Frankfurt am Main, Germany	36.85	278	2.31
---	Faculty of Finance, Bayes Business School, City St George's London, United Kingdom	38.02	18	1.2
28	Copenhagen Business School København, Denmark	38.17	82	0.36
---	Department of Finance, Kelley School of Business, Indiana University Bloomington, Indiana (USA)	38.6	8	1
29	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	41.42	91	1.36
30	Paul Merage School of Business, University of California-Irvine Irvine, California (USA)	41.8	11	0.33
---	Institut for Finansiering, Copenhagen Business School København, Denmark	42.53	4	0.16
31	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	45.06	60	0.51
32	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	45.52	38	2.06
33	Business School, University of Technology Sydney Sydney, Australia	45.86	91	3.68
34	Toulouse School of Economics (TSE) Toulouse, France	46.37	165	1.69
35	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	50.36	130	2.04
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	51.44	37	3.61
36	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	51.68	208	2.82
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	53.31	7	0.52
37	Henley Business School, University of Reading Reading, United Kingdom	54.01	32	2.24
38	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	54.33	52	0.67
39	Marshall School of Business, University of Southern California Los Angeles, California (USA)	54.53	24	0.19
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	54.53	14	0.19
40	Swiss Finance Institute Genève/Zürich, Switzerland	55.51	28	0.59
41	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	55.61	23	0.34
42	Università Commerciale Luigi Bocconi Milano, Italy	55.79	185	1.18
43	Centre for Economic Policy Research (CEPR) London, United Kingdom	56.14	400	0.37
44	Graduate School of Business, Columbia University New York City, New York (USA)	59.01	60	0.29
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	59.49	14	2.1
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	60.1	19	0.07
---	Finance Department, London School of Economics (LSE) London, United Kingdom	60.49	11	0.59
45	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	63.75	6	1
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	66.06	51	0.34
46	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	66.06	60	0.34
47	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	66.09	45	0.88
48	International Monetary Fund (IMF) Washington, District of Columbia (USA)	67.05	541	1.22
49	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	67.39	32	1.57
50	Business School, Imperial College London, United Kingdom	72.72	51	0.63
51	INSEAD Fontainebleau, France	73.34	23	0.6
52	Economics Department, Georgetown University Washington, District of Columbia (USA)	76.84	51	0.25
53	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	77.95	11	0.19
54	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	78.6	134	0.49
55	Department of Economics, University of Chicago Chicago, Illinois (USA)	79.1	84	0.11
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	81.2	12	1
56	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	81.2	15	1
57	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	81.4	52	0.57
58	Monash Business School, Monash University Melbourne, Australia	86.43	202	0.72
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	87.07	15	1.4
59	Warwick Business School, University of Warwick Coventry, United Kingdom	87.07	30	1.4
60	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	88.34	33	0.1
61	School of Economics and Finance, Queen Mary University of London London, United Kingdom	88.57	72	2.72
62	Department of Economics, University of California-Irvine Irvine, California (USA)	88.69	49	0.35
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	92.92	35	2.11
63	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	92.92	45	2.11
64	Université Paris-Dauphine (Paris IX) Paris, France	93.5	154	4.44
65	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	93.51	57	1.19
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	93.98	26	0.18
66	PBC School of Finance, Tsinghua University Beijing, China	94.86	13	0.3
67	Business School, Macquarie University Sydney, Australia	95.38	46	1.05
68	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	96.53	34	0.79
69	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	96.74	52	0.9
70	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	104.36	87	2.57
71	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	105.23	21	0.96
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	105.45	2	0.02
72	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	106.76	71	0.87
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	111.28	2	0.02
73	New Economic School (NES) Moscow, Russia	112.01	43	1.48
74	Bank of England London, United Kingdom	116.59	219	4.39
75	Department of Economics, Northwestern University Evanston, Illinois (USA)	118.22	51	0.05
76	Bank of Canada Ottawa, Canada	120.39	175	2.03
77	Tinbergen Instituut Amsterdam, Netherlands	121.57	129	0.45
78	Stockholm School of Economics Stockholm, Sweden	122.15	63	1.19
79	School of Economics, University of Bristol Bristol, United Kingdom	122.21	59	1.87
80	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	122.46	141	0.55
81	Department of Economics, McGill University Montréal, Canada	122.88	36	0.34
82	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	126.67	30	0.68
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	126.87	8	1.11
83	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	127.52	19	0.1
84	Judge Business School, University of Cambridge Cambridge, United Kingdom	127.94	42	0.11
85	Department of Economics, University of California-Berkeley Berkeley, California (USA)	128.54	63	0.12
86	Department of Economics, Cornell University Ithaca, New York (USA)	129.38	51	0.42
87	Frankfurt School of Finance and Management Frankfurt, Germany	129.81	40	1.13
88	Økonomisk Institut, Københavns Universitet København, Denmark	130.68	80	0.83
89	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	131.16	32	0.75
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	133.02	2	0.66
90	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	136.87	51	1
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	139.01	37	2.9
91	Department of Economics, University of Toronto Toronto, Canada	139.18	75	1.1
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	139.18	30	0.65
92	Wirtschaftswissenschaftliches Zentrum, Universität Basel Basel, Switzerland	140.74	66	0.51
93	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	141.42	126	0.41
94	Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel	142.95	38	0.18
95	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	143.22	164	0.65
96	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	143.89	34	1
97	School of Finance, Universität St. Gallen Sankt Gallen, Switzerland	145.61	43	3.7
98	Département de Sciences Économiques, Université de Montréal Montréal, Canada	145.88	32	0.21
99	Economics Department, University of Essex Colchester, United Kingdom	146.84	54	0.66
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	149.06	13	0.75
100	Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France	150.44	20	1.25
101	Michael G. Foster School of Business, University of Washington Seattle, Washington (USA)	150.55	11	0.08
102	Norges Bank Oslo, Norway	150.96	26	0.84
---	Institutt for Finans, BI Handelshøyskolen Oslo, Norway	152.35	23	1.41
103	BI Handelshøyskolen Oslo, Norway	152.35	56	1.41
104	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	152.58	142	1.48
105	Bangor Business School, Bangor University Bangor, United Kingdom	153.01	43	1.5
106	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	154.67	35	1.18
107	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	154.91	46	0.49
108	School of Management, Yale University New Haven, Connecticut (USA)	155.14	42	0.24

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 229 authors affiliated with 1088 institutions.
All authors classified in this field.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.79
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.6
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	4.51
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	5.16
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.33
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)	7.07
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.2
8	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	8.64
9	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	9
10	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	9.65
11	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	10.03
12	Darrell Duffie Graduate School of Business, Stanford University, Stanford, California (USA)	11.45
13	Takatoshi Ito †	12.55
14	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	12.75
15	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.76
16	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	17.02
17	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	19.44
18	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	21.77
19	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland Wirtschaftswissenschaftliches Zentrum, Universität Basel, Basel, Switzerland	21.87
20	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	23.03
21	Albert J. Menkveld Tinbergen Instituut, Amsterdam, Netherlands School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	24.44
22	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	25.22

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.

We do our best, but we cannot exclude errors.

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