For Market Microstructure, these are 400 authors affiliated with 817 institutions.
| Rank | Institution | Score | Authors | Author shares |
|---|
| 1 | Department of Economics, Duke University Durham, North Carolina (USA) | 1.06 | 46 | 0.95 |
| 2 | Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 3.22 | 44 | 0.96 |
| 3 | Stern School of Business, New York University (NYU) New York City, New York (USA) | 4.07 | 57 | 0.45 |
| --- | Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA) | 4.44 | 16 | 0.88 |
| 4 | Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 4.6 | 124 | 3.6 |
| 5 | Cass Business School, City University London, United Kingdom | 5.37 | 35 | 3.34 |
| --- | Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark | 5.69 | 58 | 3.54 |
| 6 | Warwick Business School, University of Warwick Coventry, United Kingdom | 6.33 | 22 | 1.25 |
| 7 | Federal Reserve Bank of New York New York City, New York (USA) | 8.14 | 82 | 2.91 |
| 8 | Department of Economics, New York University (NYU) New York City, New York (USA) | 8.8 | 54 | 0.43 |
| 9 | Toulouse School of Economics (TSE) Toulouse, France | 11.31 | 165 | 2.14 |
| 10 | Department of Economics, Princeton University Princeton, New Jersey (USA) | 11.42 | 46 | 0.53 |
| 11 | Department of Economics, Harvard University Cambridge, Massachusetts (USA) | 14.22 | 69 | 0.29 |
| --- | Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA) | 15.05 | 17 | 0.23 |
| 12 | William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA) | 15.26 | 12 | 0.54 |
| --- | Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA) | 16.66 | 3 | 0.08 |
| --- | Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA) | 16.83 | 5 | 0.44 |
| 13 | Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 17.7 | 58 | 0.73 |
| 14 | Bank for International Settlements (BIS) Basel, Switzerland | 18.52 | 64 | 0.99 |
| 15 | Business School, University of Technology Sydney Sydney, Australia | 18.64 | 82 | 3.72 |
| --- | Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA) | 19.08 | 62 | 1.03 |
| 16 | IESE Business School, Universidad de Navarra Barcelona, Spain | 20.33 | 16 | 0.18 |
| 17 | National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA) | 21.11 | 491 | 0.31 |
| --- | Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 21.19 | 8 | 0.78 |
| 18 | HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France | 21.19 | 20 | 0.78 |
| --- | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France | 23.55 | 28 | 1.28 |
| 19 | Graduate School of Business, Stanford University Stanford, California (USA) | 23.99 | 32 | 0.59 |
| --- | Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia | 26.32 | 42 | 3.52 |
| 20 | Booth School of Business, University of Chicago Chicago, Illinois (USA) | 29.17 | 54 | 2 |
| 21 | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA) | 29.54 | 35 | 1.16 |
| 22 | Ross School of Business, University of Michigan Ann Arbor, Michigan (USA) | 30.02 | 24 | 1.03 |
| 23 | Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 31.65 | 38 | 0.12 |
| 24 | European Central Bank Frankfurt am Main, Germany | 34 | 176 | 2.19 |
| 25 | Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA) | 34.33 | 31 | 0.86 |
| 26 | London School of Economics (LSE) London, United Kingdom | 35.2 | 290 | 0.5 |
| 27 | School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 35.22 | 33 | 2.53 |
| 28 | Argyros School of Business and Economics, Chapman University Orange, California (USA) | 36.03 | 46 | 0.57 |
| 29 | Henley Business School, University of Reading Reading, United Kingdom | 39.56 | 28 | 1.27 |
| --- | ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom | 39.56 | 11 | 1.27 |
| --- | Faculty of Finance, Cass Business School, City University London, United Kingdom | 40.14 | 10 | 0.74 |
| --- | Economic Science Institute (ESI), Argyros School of Business and Economics, Chapman University Orange, California (USA) | 40.62 | 41 | 0.51 |
| --- | Schweizerisches Institut für Banken und Finanzen (SBF), School of Finance, Universität St. Gallen Sankt Gallen, Switzerland | 41.62 | 21 | 2.28 |
| 30 | Faculty of Economics, University of Cambridge Cambridge, United Kingdom | 41.75 | 75 | 1.08 |
| --- | Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria | 43.56 | 6 | 0.53 |
| 31 | Department of Economics, University of California-Irvine Irvine, California (USA) | 43.66 | 35 | 0.36 |
| 32 | Université Paris-Dauphine (Paris IX) Paris, France | 44.32 | 128 | 3.58 |
| 33 | Warrington College of Business, University of Florida Gainesville, Florida (USA) | 45.14 | 10 | 0.16 |
| 34 | Department of Economics, Johns Hopkins University Baltimore, Maryland (USA) | 47.98 | 21 | 0.35 |
| --- | Centro Sector Público - Sector Privado (SP-SP), IESE Business School, Universidad de Navarra Barcelona, Spain | 48.11 | 6 | 0.09 |
| --- | Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 48.34 | 46 | 0.24 |
| 35 | Federal Reserve Bank of St. Louis St. Louis, Missouri (USA) | 48.34 | 58 | 0.24 |
| 36 | Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA) | 49.24 | 35 | 0.49 |
| 37 | Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy | 50.05 | 68 | 0.88 |
| 38 | Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic | 50.3 | 89 | 1.46 |
| 39 | Department of Economics, Northwestern University Evanston, Illinois (USA) | 50.5 | 40 | 0.21 |
| 40 | Economics Department, Georgetown University Washington, District of Columbia (USA) | 50.89 | 41 | 0.15 |
| 41 | Economics Department, University of Michigan Ann Arbor, Michigan (USA) | 51.53 | 65 | 0.15 |
| 42 | Centre for Economic Policy Research (CEPR) London, United Kingdom | 56.74 | 297 | 0.21 |
| --- | Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France | 56.79 | 36 | 2.83 |
| 43 | School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA) | 58.18 | 26 | 0.09 |
| --- | Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom | 59.6 | 11 | 0.99 |
| 44 | Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA) | 60.87 | 150 | 0.72 |
| 45 | Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA) | 63.49 | 48 | 0.4 |
| 46 | Department of Economics, University of Toronto Toronto, Canada | 63.57 | 61 | 1.58 |
| 47 | Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA) | 64.11 | 40 | 0.35 |
| 48 | Bank of Canada Ottawa, Canada | 64.51 | 109 | 2.5 |
| 49 | School of Economics and Finance, Queen Mary London, United Kingdom | 64.96 | 46 | 0.54 |
| 50 | New Economic School (NES) Moscow, Russia | 65.23 | 43 | 1.56 |
| 51 | Graduate School of Business, Columbia University New York City, New York (USA) | 66.41 | 44 | 0.16 |
| --- | Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA) | 66.41 | 28 | 0.16 |
| 52 | Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France | 69.77 | 115 | 1.49 |
| 53 | Norges Bank Oslo, Norway | 69.85 | 28 | 1.12 |
| --- | Finance, Rotman School of Management, University of Toronto Toronto, Canada | 72.08 | 8 | 0.32 |
| 54 | Rotman School of Management, University of Toronto Toronto, Canada | 72.08 | 39 | 0.32 |
| 55 | Institut Européen d'Administration (INSEAD) Fontainebleau, France | 72.94 | 21 | 1.75 |
| 56 | Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) Zürich, Switzerland | 73.67 | 3 | 0.67 |
| 57 | Department of Economics, European University Institute Firenze, Italy | 74.65 | 40 | 0.16 |
| 58 | BI Handelshøyskolen Oslo, Norway | 75.62 | 42 | 1.49 |
| --- | Institutt for finansiell økonomi, BI Handelshøyskolen Oslo, Norway | 75.62 | 19 | 1.49 |
| 59 | Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 76.92 | 71 | 1.86 |
| 60 | Federal Reserve Bank of Chicago Chicago, Illinois (USA) | 77.19 | 60 | 0.45 |
| 61 | Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany | 77.44 | 91 | 2.22 |
| 62 | Department of Economics, Hebrew University of Jerusalem Jerusalem, Israel | 78.1 | 31 | 0.2 |
| 63 | Business School, Deakin University Melbourne, Australia | 78.19 | 57 | 0.84 |
| 64 | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands | 78.52 | 29 | 0.71 |
| --- | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France | 78.53 | 98 | 1.42 |
| 65 | Department of Economics, Central European University Budapest, Hungary | 78.74 | 30 | 0.51 |
| 66 | Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland | 79.08 | 67 | 0.9 |
| 67 | Department of Economics, Simon Fraser University Burnaby, Canada | 80.03 | 42 | 1.35 |
| 68 | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany | 81.66 | 152 | 0.2 |
| 69 | PBC School of Finance, Tsinghua University Beijing, China | 83.5 | 5 | 0.21 |
| 70 | Tinbergen Instituut Amsterdam, Netherlands | 85.29 | 140 | 1 |
| 71 | Singapore Management University Singapore, Singapore | 86.79 | 38 | 0.59 |
| 72 | Centro Studi di Economia e Finanza (CSEF) Napoli, Italy | 88.89 | 47 | 0.88 |
| 73 | Graduate School of Management, Macquarie University Sydney, Australia | 89.39 | 5 | 1 |
| --- | Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA) | 89.78 | 27 | 1.85 |
| 74 | School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom | 92.53 | 53 | 2.26 |
| 75 | Monash Business School, Monash University Melbourne, Australia | 93.31 | 135 | 0.58 |
| 76 | Volkswirtschaftslehre, Otto-Friedrich Universität Bamberg Bamberg, Germany | 95.8 | 7 | 0.25 |
| 77 | Cardiff Business School, Cardiff University Cardiff, United Kingdom | 97.85 | 51 | 2.29 |
| 78 | Bangor Business School, Bangor University Bangor, United Kingdom | 98.81 | 33 | 0.5 |
| 79 | Schulich School of Business, York University Toronto, Canada | 100.42 | 8 | 0.16 |
| 80 | Department of Agricultural and Resource Economics, University of California-Davis Davis, California (USA) | 101.07 | 22 | 0.25 |
| 81 | Department of Economics and Related Studies, University of York York, United Kingdom | 101.47 | 86 | 0.07 |
| Rank | Author | Score |
|---|
| 1 | Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA) | 1.89 |
| 2 | George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA) | 2.51 |
| 3 | Mark P. Taylor Warwick Business School, University of Warwick, Coventry, United Kingdom | 3.05 |
| 4 | Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 4.87 |
| 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 | 6.72 |
| 6 | Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA) | 7.9 |
| 7 | Thierry Foucault Départment de Finance et Économie, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France | 10.87 |
| 8 | Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA) | 11.35 |
| 9 | Ser-Huang Poon | 12.02 |
| 10 | Robert Korajczyk Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA) | 12.13 |
| 11 | Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 12.86 |
| 12 | Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA) | 13.49 |
| 13 | Paolo Pasquariello Ross School of Business, University of Michigan, Ann Arbor, Michigan (USA) | 14.79 |
| 14 | Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA) | 14.95 |
| 15 | Carol Osler Department of Economics, International Business School, Brandeis University, Waltham, Massachusetts (USA) | 15.6 |
| 16 | Lasse Heje Pedersen Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) | 16.57 |
| 17 | Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) | 16.95 |
| 18 | Bruno R Biais Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse, France | 17.18 |
| 19 | Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore | 17.58 |
| 20 | Guillaume Rocheteau Department of Economics, University of California-Irvine, Irvine, California (USA) | 23.45 |
| 21 | Martin Evans Economics Department, Georgetown University, Washington, District of Columbia (USA) | 25.98 |
| 22 | Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 26.02 |
| 23 | Meziane Lasfer Cass Business School, City University, London, United Kingdom | 26.41 |
| 24 | Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy | 28.8 |
| 25 | 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) | 29.21 |
| 26 | Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark | 30.95 |
| 27 | Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom | 31 |
| 28 | Thomas P. Gehrig Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria | 31.25 |
| 29 | 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) | 31.73 |
| 30 | Kate Phylaktis Faculty of Finance, Cass Business School, City University, London, United Kingdom | 31.83 |
| 31 | Jianqing Fan Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)
Department of Economics, Princeton University, Princeton, New Jersey (USA) | 32.18 |
| 32 | Dagfinn Rime Institutt for finansiell økonomi, BI Handelshøyskolen, Oslo, Norway | 32.48 |
| 33 | Ramazan Gencay Department of Economics, Simon Fraser University, Burnaby, Canada | 33.56 |
| 34 | Lucio Sarno Cass Business School, City University, London, United Kingdom | 34.44 |
| 35 | Michael Ostrovsky Graduate School of Business, Stanford University, Stanford, California (USA) | 34.52 |
| 36 | Sébastien Laurent Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), Marseille, France | 34.54 |
| 37 | Clara Vega Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA) | 34.72 |
| 38 | Bruce Mizrach Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA) | 35.95 |
| 39 | Marco Pagano Centro Studi di Economia e Finanza (CSEF), Napoli, Italy | 38.66 |
| 40 | Mark Podolskij Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ), Zürich, Switzerland | 39.96 |
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.
