Top 10% Institutions and Economists in the Field of Market Microstructure, as of May 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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Only institutions listed in EDIRC are counted.
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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 9073 institutions with 71514 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 240 authors affiliated with 1069 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	4.18	490	0.96
2	Department of Economics, Duke University Durham, North Carolina (USA)	4.27	50	0.82
3	Federal Reserve Bank of New York New York City, New York (USA)	4.38	97	3.55
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	4.9	41	1.27
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	5.4	9	1.11
5	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	5.4	15	1.11
6	Bayes Business School, City St George's London, United Kingdom	6.01	46	4.31
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.37	18	0.76
7	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.37	54	0.76
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	6.52	17	1.18
8	Graduate School of Business, Stanford University Stanford, California (USA)	11.01	50	1.02
9	Department of Economics, Princeton University Princeton, New Jersey (USA)	14.59	52	0.51
10	Department of Economics, New York University (NYU) New York City, New York (USA)	17.05	61	0.71
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	18.83	72	0.35
12	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	20.9	116	2.92
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	22.58	65	1.23
13	Bank for International Settlements (BIS) Basel, Switzerland	22.83	103	1.94
14	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	23.59	16	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	23.59	10	1
15	IESE Business School, Universidad de Navarra Barcelona, Spain	23.9	19	0.2
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	25.35	7	0.39
16	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	25.82	72	1.47
17	European Central Bank Frankfurt am Main, Germany	28.28	271	2.34
18	Booth School of Business, University of Chicago Chicago, Illinois (USA)	28.48	67	1.67
19	Stern School of Business, New York University (NYU) New York City, New York (USA)	28.5	58	0.33
20	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	30.36	12	0.5
21	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	30.51	65	0.98
22	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	31.12	30	0.21
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	31.62	39	2.36
23	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	32.62	84	2.04
24	Rotman School of Management, University of Toronto Toronto, Canada	32.77	52	1.55
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	32.77	12	1.55
25	Business School, University of Technology Sydney Sydney, Australia	33.09	92	4.08
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	33.84	12	1
26	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	33.84	15	1
27	London School of Economics (LSE) London, United Kingdom	35.26	350	0.92
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	37.05	30	2
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	37.57	37	4.01
28	Copenhagen Business School København, Denmark	38.06	83	0.49
---	Faculty of Finance, Bayes Business School, City St George's London, United Kingdom	39.13	18	1.19
29	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	41.19	37	2.16
30	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	41.33	92	1.17
31	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	41.53	55	0.53
32	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	43.4	130	2.29
---	Institut for Finansiering, Copenhagen Business School København, Denmark	44.17	4	0.15
33	Toulouse School of Economics (TSE) Toulouse, France	45.14	156	1.73
34	International Monetary Fund (IMF) Washington, District of Columbia (USA)	46.71	538	1.81
35	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	47.05	54	1.17
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	47.65	7	0.83
36	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	48.43	35	0.16
37	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	49.8	211	3.33
38	Università Commerciale Luigi Bocconi Milano, Italy	50.67	185	1.19
39	Henley Business School, University of Reading Reading, United Kingdom	50.87	33	2.24
40	Swiss Finance Institute Genève/Zürich, Switzerland	52.24	30	0.58
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	55.74	14	2.1
41	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	56.98	11	0.4
42	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	58.94	23	0.26
43	Graduate School of Business, Columbia University New York City, New York (USA)	59.72	59	0.27
44	Business School, Imperial College London, United Kingdom	60.13	49	0.67
---	Finance Department, London School of Economics (LSE) London, United Kingdom	60.4	11	0.59
45	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	60.51	6	1
46	Paul Merage School of Business, University of California-Irvine Irvine, California (USA)	60.91	11	0.25
47	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	63.28	31	1.57
48	Centre for Economic Policy Research (CEPR) London, United Kingdom	64	383	0.32
49	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	65.14	45	0.88
50	Marshall School of Business, University of Southern California Los Angeles, California (USA)	67.41	24	0.19
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	67.41	14	0.19
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	68.18	53	0.28
51	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	68.18	62	0.28
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	74.15	19	0.07
52	INSEAD Fontainebleau, France	74.26	25	0.6
53	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	76.13	11	0.19
54	Economics Department, Georgetown University Washington, District of Columbia (USA)	76.44	50	0.24
55	Department of Economics, University of Chicago Chicago, Illinois (USA)	76.87	83	0.11
56	Monash Business School, Monash University Melbourne, Australia	81.46	198	0.72
57	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	81.99	133	0.55
58	Université Paris-Dauphine (Paris IX) Paris, France	83.05	153	4.53
59	School of Economics and Finance, Queen Mary University of London London, United Kingdom	83.29	71	2.72
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	86.96	15	1.4
60	Warwick Business School, University of Warwick Coventry, United Kingdom	86.96	30	1.4
61	Department of Economics, University of California-Irvine Irvine, California (USA)	87.06	49	0.35
62	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	88.61	52	0.43
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	93.9	27	0.17
63	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	94.2	52	0.9
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	94.54	35	2.11
64	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	94.54	45	2.11
65	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	96.93	71	0.86
66	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	97.06	34	0.79
67	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	98.1	32	0.08
68	Business School, Macquarie University Sydney, Australia	100.85	48	0.99
69	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	104.03	27	0.5
70	Bank of England London, United Kingdom	106.34	216	4.39
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	108.38	2	0.02
71	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	108.43	90	2.35
72	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	108.99	56	1.19
73	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	111.7	32	0.76
74	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	112.75	22	0.84
75	Department of Economics, Northwestern University Evanston, Illinois (USA)	113.15	48	0.05
76	New Economic School (NES) Moscow, Russia	114.04	41	1.39
77	Barcelona School of Economics (BSE) Barcelona, Spain	119.44	177	1.77
78	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	120.47	19	0.14
79	Stockholm School of Economics Stockholm, Sweden	122	61	1.19
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	122.23	37	3
80	Department of Economics, University of California-Berkeley Berkeley, California (USA)	123.47	64	0.13
81	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	124.83	30	0.68
82	Facultad de Ciencias Económicas y Empresariales, Universidad de los Andes (Chile) Santiago/Las Condes, Chile	125.62	16	1.5
83	Bank of Canada Ottawa, Canada	126.02	176	2.19
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	127.39	8	1.1
84	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	127.99	154	0.67
85	Wirtschaftswissenschaftliches Zentrum, Universität Basel Basel, Switzerland	128.66	65	0.5
86	Tinbergen Instituut Amsterdam, Netherlands	129.31	127	0.44
87	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	129.37	17	0.1
88	Department of Economics, McGill University Montréal, Canada	131	36	0.31
89	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	131.18	35	1
90	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	131.59	125	0.81
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	131.61	2	0.66
91	Judge Business School, University of Cambridge Cambridge, United Kingdom	132.23	41	0.1
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	132.26	30	0.65
92	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	132.85	140	0.49
93	Økonomisk Institut, Københavns Universitet København, Denmark	133.6	78	0.85
94	Economics Department, University of Essex Colchester, United Kingdom	135.84	51	0.65
95	Department of Economics, University of Toronto Toronto, Canada	137.48	75	1.11
---	Office of Financial Research, Department of the Treasury, Government of the United States Washington, District of Columbia (USA)	137.73	15	1.79
96	Department of the Treasury, Government of the United States Washington, District of Columbia (USA)	137.73	37	1.79
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	140.58	2	0.01
97	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	141.27	53	1
98	Deutsche Bundesbank Frankfurt, Germany	142.19	179	3.75
99	Department of Economics, Cornell University Ithaca, New York (USA)	142.75	51	0.4
100	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	142.83	141	1.48
101	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	142.89	99	1.47
102	Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France	144.5	20	1.24
103	School of Management, Yale University New Haven, Connecticut (USA)	144.9	41	0.29
104	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	145.01	35	1.2
105	School of Economics, University of Bristol Bristol, United Kingdom	145.3	57	1.8
106	Norges Bank Oslo, Norway	145.66	27	0.86

The rankings

Top 10% authors in the field of Market Microstructure

For Market Microstructure, these are 240 authors affiliated with 1069 institutions.
All authors classified in this field.

Rank	Author	Score
1	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	2.37
2	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	3.75
3	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	5.25
4	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	5.94
5	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)	7.53
6	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	7.76
7	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	8.94
8	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	8.98
9	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	9.03
10	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	9.47
11	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	10.27
12	Darrell Duffie Graduate School of Business, Stanford University, Stanford, California (USA)	10.92
13	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	11.56
14	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.38
15	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	16.53
16	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	18.89
17	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	21.81
18	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland Wirtschaftswissenschaftliches Zentrum, Universität Basel, Basel, Switzerland	22.62
19	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	23.41
20	Rosario Nunzio Mantegna	24.19
21	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	25.21
22	Albert J. Menkveld School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	26.24
23	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	27.39
24	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	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.

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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