For Market Microstructure, these are 266 authors affiliated with 852 institutions.
| Rank | Institution | Score | Authors | Author shares |
|---|
| 1 | Department of Economics, Duke University Durham, North Carolina (USA) | 1.14 | 45 | 0.94 |
| 2 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 3.38 | 58 | 0.61 |
| 3 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.79 | 118 | 3.51 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.97 | 57 | 3.47 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 6.9 | 18 | 0.77 |
| 4 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 6.9 | 45 | 0.77 |
| 5 | Toulouse School of Economics (TSE) Toulouse, France | 7.04 | 164 | 2.56 |
| 6 | Federal Reserve Bank of New York New York City, New York (USA) | 7.14 | 78 | 3.3 |
| 7 | Cass Business School, City University London, United Kingdom | 7.16 | 39 | 3.35 |
| 8 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 8.3 | 492 | 0.48 |
| 9 | Warwick Business School, University of Warwick Coventry, United Kingdom | 8.8 | 28 | 1.26 |
| 10 | Department of Economics, New York University (NYU) New York City, New York (USA) | 13.17 | 53 | 0.41 |
| 11 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 13.79 | 48 | 0.51 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 16.52 | 17 | 0.24 |
| 12 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 17.27 | 70 | 0.28 |
| 13 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 17.34 | 13 | 0.62 |
| 14 | IESE Business School, Universidad de Navarra Barcelona, Spain | 20.63 | 15 | 0.2 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 20.77 | 5 | 0.44 |
| 15 | Bank for International Settlements (BIS) Basel, Switzerland | 20.88 | 72 | 1.13 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 21.06 | 3 | 0.07 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 21.88 | 9 | 0.89 |
| 16 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 21.88 | 28 | 0.89 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 21.94 | 60 | 1.07 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 23.37 | 27 | 1.31 |
| 17 | Graduate School of Business, Stanford University Stanford, California (USA) | 23.63 | 34 | 0.56 |
| 18 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 23.84 | 59 | 0.77 |
| 19 | Università Commerciale Luigi Bocconi Milano, Italy | 26.35 | 167 | 1.56 |
| 20 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 30.68 | 20 | 0.67 |
| 21 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 31.86 | 36 | 1.16 |
| 22 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 33.52 | 55 | 2.01 |
| 23 | London School of Economics (LSE) London, United Kingdom | 34.62 | 303 | 0.57 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 34.67 | 42 | 3.52 |
| 24 | Business School, University of Technology Sydney Sydney, Australia | 34.67 | 81 | 3.52 |
| 25 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 35.99 | 24 | 1.03 |
| 26 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 36.03 | 37 | 0.11 |
| 27 | Université Paris-Dauphine (Paris IX) Paris, France | 39.95 | 131 | 3.75 |
| 28 | European Central Bank Frankfurt am Main, Germany | 40.36 | 189 | 2.24 |
| 29 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 40.92 | 35 | 2.38 |
| 30 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 42.57 | 50 | 0.53 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 42.9 | 52 | 0.29 |
| 31 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 42.9 | 63 | 0.29 |
| 32 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 44.77 | 29 | 0.86 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 45.29 | 13 | 1.47 |
| 33 | Henley Business School, University of Reading Reading, United Kingdom | 45.29 | 29 | 1.47 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 45.71 | 21 | 2.14 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 46.83 | 41 | 0.49 |
| 34 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 46.84 | 69 | 1.15 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 47.21 | 5 | 0.1 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 48.02 | 6 | 0.57 |
| 35 | Department of Economics, University of California-Irvine Irvine, California (USA) | 48.2 | 38 | 0.36 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 48.48 | 37 | 3 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 51.32 | 13 | 0.74 |
| 36 | New Economic School (NES) Moscow, Russia | 58.98 | 47 | 1.92 |
| 37 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 60.9 | 64 | 0.15 |
| 38 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 61.55 | 42 | 0.15 |
| 39 | Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA) | 61.64 | 18 | 0.19 |
| 40 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 62.12 | 310 | 0.17 |
| 41 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 63.67 | 79 | 1.24 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 64.59 | 12 | 1 |
| 42 | School of Economics and Finance, Queen Mary University of London London, United Kingdom | 64.67 | 43 | 1.52 |
| 43 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 65.02 | 72 | 0.82 |
| 44 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 66.37 | 35 | 0.49 |
| --- | Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy | 70.06 | 25 | 0.89 |
| 45 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 70.4 | 93 | 1.88 |
| 46 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 70.74 | 170 | 0.79 |
| 47 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 72.28 | 43 | 0.32 |
| 48 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 72.63 | 64 | 0.43 |
| 49 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 72.82 | 24 | 0.09 |
| 50 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 73.13 | 53 | 0.34 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 73.58 | 31 | 0.15 |
| 51 | Graduate School of Business, Columbia University New York City, New York (USA) | 73.58 | 47 | 0.15 |
| 52 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 74.07 | 3 | 0.67 |
| 53 | International Monetary Fund (IMF) Washington, District of Columbia (USA) | 77.82 | 404 | 0.71 |
| 54 | Tinbergen Instituut Amsterdam, Netherlands | 78.26 | 137 | 0.76 |
| 55 | Business School, Deakin University Melbourne, Australia | 79.69 | 57 | 0.87 |
| 56 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 80.48 | 112 | 1.47 |
| 57 | Rotman School of Management, University of Toronto Toronto, Canada | 81.54 | 40 | 0.32 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 81.54 | 8 | 0.32 |
| 58 | Department of Economics, University of Toronto Toronto, Canada | 82.73 | 63 | 1.57 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 83.21 | 20 | 1.51 |
| 59 | BI Handelshøyskolen Oslo, Norway | 83.21 | 44 | 1.51 |
| 60 | Department of Economics, McGill University Montréal, Canada | 84.5 | 36 | 0.36 |
| 61 | Department of Economics, Simon Fraser University Burnaby, Canada | 85.53 | 42 | 1.43 |
| 62 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 88.93 | 30 | 0.71 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 89.14 | 97 | 1.42 |
| 63 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 89.88 | 151 | 0.37 |
| 64 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 90 | 31 | 0.18 |
| 65 | PBC School of Finance, Tsinghua University Beijing, China | 90.1 | 7 | 0.21 |
| 66 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 91.62 | 19 | 1.75 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 92.44 | 28 | 1.18 |
| 67 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 93.09 | 96 | 2.25 |
| 68 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 95.78 | 72 | 0.7 |
| 69 | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands | 98.78 | 97 | 0.46 |
| 70 | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 99.61 | 112 | 1.89 |
| 71 | Graduate School of Management, Macquarie University Sydney, Australia | 99.96 | 5 | 1 |
| 72 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 104.1 | 54 | 2.25 |
| 73 | Norges Bank Oslo, Norway | 106.49 | 33 | 0.83 |
| 74 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 106.6 | 48 | 0.87 |
| 75 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 109.87 | 8 | 0.25 |
| 76 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 110.24 | 37 | 0.1 |
| 77 | Bangor Business School, Bangor University Bangor, United Kingdom | 110.29 | 34 | 0.66 |
| 78 | Schulich School of Business, York University Toronto, Canada | 112.07 | 8 | 0.15 |
| 79 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 115.75 | 53 | 2.33 |
| 80 | Monash Business School, Monash University Melbourne, Australia | 115.93 | 148 | 0.56 |
| 81 | Department of Economics and Related Studies, University of York York, United Kingdom | 116.2 | 85 | 0.07 |
| 82 | Singapore Management University Singapore, Singapore | 117.21 | 39 | 0.09 |
| 83 | London Business School (LBS) London, United Kingdom | 117.36 | 33 | 0.07 |
| --- | School of Economics, Singapore Management University Singapore, Singapore | 118.85 | 32 | 0.09 |
| --- | Finance Department, London School of Economics (LSE) London, United Kingdom | 119.34 | 11 | 0.13 |
| --- | Financial Markets Group (FMG), London School of Economics (LSE) London, United Kingdom | 121.94 | 16 | 0.29 |
| 84 | Bank of England London, United Kingdom | 124.29 | 182 | 3.4 |
| --- | Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy | 124.44 | 49 | 0.41 |
| 85 | Saïd Business School, Oxford University Oxford, United Kingdom | 126.62 | 31 | 0.83 |
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 1.93 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.3 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.6 |
| 4 | Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA) | 4.3 |
| 5 | Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain
Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra, Barcelona, Spain | 4.82 |
| 6 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 7.34 |
| 7 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 8.91 |
| 8 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 11.25 |
| 9 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 11.36 |
| 10 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 11.38 |
| 11 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 13.37 |
| 12 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 14.02 |
| 13 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 14.78 |
| 14 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 16.69 |
| 15 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 17.07 |
| 16 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 19.28 |
| 17 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 21.75 |
| 18 | Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA) | 22.08 |
| 19 | Pierre-Olivier Weill Department of Economics, University of California-Los Angeles (UCLA), Los Angeles, California (USA)
National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA) | 22.76 |
| 20 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 23.06 |
| 21 | 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) | 23.38 |
| 22 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 23.8 |
| 23 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 23.85 |
| 24 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 24.67 |
| 25 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 25.09 |
| 26 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 25.82 |
The data presented here is experimental. It is based on a limited 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.
