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

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	1.35	50	1.1
2	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	4.98	484	0.93
3	Federal Reserve Bank of New York New York City, New York (USA)	5.64	97	3.34
4	HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	5.86	41	1.27
5	Bayes Business School, City St George's London, United Kingdom	6.42	46	4.31
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.75	19	0.76
6	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	6.75	54	0.76
---	Finance Department, Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.82	9	1.11
7	Robert H. Smith School of Business, University of Maryland College Park, Maryland (USA)	6.82	15	1.11
---	Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales) Jouy-en-Josas, France	7.58	17	1.18
8	Graduate School of Business, Stanford University Stanford, California (USA)	10.95	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)	16.35	61	0.71
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	18.83	73	0.35
12	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	19.94	115	2.92
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	22.7	65	1.16
13	Bank for International Settlements (BIS) Basel, Switzerland	24.09	103	1.94
14	IESE Business School, Universidad de Navarra Barcelona, Spain	24.5	19	0.2
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	24.88	7	0.39
15	David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	26.39	16	1
---	Department of Finance, David Eccles School of Business, University of Utah Salt Lake City, Utah (USA)	26.39	10	1
16	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	27.04	72	1.47
17	Naveen Jindal School of Management, University of Texas-Dallas Dallas, Texas (USA)	27.05	12	0.5
18	European Central Bank Frankfurt am Main, Germany	27.66	272	2.34
19	Booth School of Business, University of Chicago Chicago, Illinois (USA)	28.42	67	1.67
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	29.52	40	2.47
20	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	30.08	30	0.21
21	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	31.55	65	0.98
22	Stern School of Business, New York University (NYU) New York City, New York (USA)	31.96	58	0.31
23	Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	32.52	85	2.04
24	Rotman School of Management, University of Toronto Toronto, Canada	32.68	52	1.55
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	32.68	12	1.55
---	Departamento de Economía, Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	33.09	12	1
25	Facultad de Ciencias Administrativas y Económicas, Universidad Icesi Cali, Colombia	33.09	15	1
26	Business School, University of Technology Sydney Sydney, Australia	33.59	92	4.08
27	London School of Economics (LSE) London, United Kingdom	34.91	349	0.92
---	Finance Department, Wharton School of Business, University of Pennsylvania Philadelphia, Pennsylvania (USA)	36.57	30	2
---	Finance Discipline Group, Business School, University of Technology Sydney Sydney, Australia	37.42	37	4.01
28	Copenhagen Business School København, Denmark	37.52	83	0.49
---	Faculty of Finance, Bayes Business School, City St George's London, United Kingdom	37.54	18	1.19
29	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	40.71	91	1.17
30	Sloan School of Management, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	40.89	56	0.53
31	Alliance Manchester Business School, University of Manchester Manchester, United Kingdom	41.28	37	2.16
32	School of International and Public Affairs (SIPA), Columbia University New York City, New York (USA)	43.5	37	0.18
33	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	43.6	130	2.54
---	Institut for Finansiering, Copenhagen Business School København, Denmark	43.66	4	0.15
34	Toulouse School of Economics (TSE) Toulouse, France	45.17	155	1.73
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	47.25	7	0.83
35	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	47.72	54	1.17
36	International Monetary Fund (IMF) Washington, District of Columbia (USA)	47.73	537	1.81
37	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	49.18	212	3.35
38	Università Commerciale Luigi Bocconi Milano, Italy	51.07	186	1.19
39	Henley Business School, University of Reading Reading, United Kingdom	52.46	33	2.24
40	Swiss Finance Institute Genève/Zürich, Switzerland	54.27	30	0.56
41	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	56.22	11	0.4
42	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	56.51	23	0.33
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	57.43	14	2.1
43	Paul Merage School of Business, University of California-Irvine Irvine, California (USA)	59.15	11	0.25
44	Graduate School of Business, Columbia University New York City, New York (USA)	59.29	60	0.27
---	Finance Department, London School of Economics (LSE) London, United Kingdom	60.43	11	0.59
45	Business School, Imperial College London, United Kingdom	60.75	49	0.67
46	College of Economics and Management, Nanjing University of Aeroneautics and Astronautics Nanjing, China	61.16	6	1
47	Faculty of Business and Economics, University of Hong Kong Pokfulam, Hong Kong	63.44	30	1.57
48	Centre for Economic Policy Research (CEPR) London, United Kingdom	63.69	383	0.32
49	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	66.39	45	0.88
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	69.38	53	0.28
50	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	69.38	62	0.28
51	Marshall School of Business, University of Southern California Los Angeles, California (USA)	70.96	24	0.19
---	Department of Finance and Business Economics, Marshall School of Business, University of Southern California Los Angeles, California (USA)	70.96	14	0.19
52	INSEAD Fontainebleau, France	73.75	25	0.6
53	Fisher College of Business, Ohio State University Columbus, Ohio (USA)	75.41	11	0.19
54	Department of Economics, University of Chicago Chicago, Illinois (USA)	75.59	84	0.11
55	Economics Department, Georgetown University Washington, District of Columbia (USA)	76.08	51	0.24
56	Monash Business School, Monash University Melbourne, Australia	81.61	198	0.72
57	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	82.38	133	0.55
58	Université Paris-Dauphine (Paris IX) Paris, France	82.64	153	4.54
---	Finance Group, Warwick Business School, University of Warwick Coventry, United Kingdom	86.14	15	1.4
59	Warwick Business School, University of Warwick Coventry, United Kingdom	86.14	30	1.4
60	Department of Economics, University of California-Irvine Irvine, California (USA)	86.19	49	0.35
61	School of Economics and Finance, Queen Mary University of London London, United Kingdom	87.91	71	2.72
62	Walter A. Haas School of Business, University of California-Berkeley Berkeley, California (USA)	88.31	53	0.43
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	88.79	19	0.04
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	93.4	27	0.17
63	Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	94.23	52	0.9
64	Centro Studi di Economia e Finanza (CSEF) Napoli, Italy	95.95	70	0.86
65	Department of Economics, International Business School, Brandeis University Waltham, Massachusetts (USA)	96.16	34	0.79
---	School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	98.16	35	2.11
66	Wellington School of Business and Government, Victoria University of Wellington Wellington, New Zealand	98.16	45	2.11
67	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	100.39	33	0.08
68	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität Berlin Berlin, Germany	102.36	90	2.55
69	Business School, Macquarie University Sydney, Australia	102.52	48	0.99
70	Ross School of Business, University of Michigan Ann Arbor, Michigan (USA)	102.73	26	0.5
71	Bank of Canada Ottawa, Canada	103.41	176	2.28
72	Bank of England London, United Kingdom	105.66	215	4.41
---	Department of Finance, Fisher College of Business, Ohio State University Columbus, Ohio (USA)	105.98	2	0.02
73	Department of Economics, Northwestern University Evanston, Illinois (USA)	109.62	48	0.05
74	New Economic School (NES) Moscow, Russia	112.83	41	1.39
75	Fakultät für Betriebswirtschaftslehre, Universität Mannheim Mannheim, Germany	112.92	21	0.84
76	Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim Hohenheim, Germany	113.97	32	0.76
77	Barcelona School of Economics (BSE) Barcelona, Spain	120.61	179	1.77
78	Stockholm School of Economics Stockholm, Sweden	121.13	61	1.19
79	Department of Economics, University of California-Berkeley Berkeley, California (USA)	122.01	65	0.13
80	College of Business, Florida Atlantic University Boca Raton, Florida (USA)	122.08	19	0.14
---	Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) Paris, France	122.25	37	3
81	College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	123.7	30	0.68
82	Facultad de Ciencias Económicas y Empresariales, Universidad de los Andes (Chile) Santiago/Las Condes, Chile	124.53	16	1.5
83	Faculté des Hautes Études Commerciales (HEC), Université de Lausanne Lausanne, Switzerland	125.98	56	1.18
84	Wirtschaftswissenschaftliches Zentrum, Universität Basel Basel, Switzerland	127.01	65	0.5
---	Department of Finance, Stockholm School of Economics Stockholm, Sweden	127.09	8	1.1
85	Tinbergen Instituut Amsterdam, Netherlands	128.51	126	0.44
86	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	129.78	17	0.1
87	Faculteit Economie en Bedrijfswetenschappen, KU Leuven Leuven, Belgium	129.93	154	0.68
---	Department of Finance, College of Business and Economics, West Virginia University Morgantown, West Virginia (USA)	130.78	2	0.66
88	Judge Business School, University of Cambridge Cambridge, United Kingdom	131.15	41	0.1
89	Department of Economics, McGill University Montréal, Canada	132.88	36	0.31
90	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	133.21	125	0.81
---	Dipartimento di Finanza, Università Commerciale Luigi Bocconi Milano, Italy	133.31	30	0.65
91	Business School, Newcastle University Newcastle upon Tyne, United Kingdom	133.47	35	1
92	Økonomisk Institut, Københavns Universitet København, Denmark	133.78	78	0.85
93	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	135.01	144	0.49
---	Office of Financial Research, Department of the Treasury, Government of the United States Washington, District of Columbia (USA)	137.45	15	1.79
94	Department of the Treasury, Government of the United States Washington, District of Columbia (USA)	137.45	37	1.79
95	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	138.4	53	1
96	School of Economics, University of Bristol Bristol, United Kingdom	138.73	57	1.8
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	139.49	2	0.01
97	Economics Department, University of Essex Colchester, United Kingdom	139.68	51	0.65
98	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	141.83	36	1.2
99	Schweizerische Nationalbank (SNB) Bern/Zürich, Switzerland	141.92	141	1.48
100	Deutsche Bundesbank Frankfurt, Germany	141.96	179	3.75
101	Department of Economics, Cornell University Ithaca, New York (USA)	143.09	53	0.4
102	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	143.15	99	1.47
103	School of Management, Yale University New Haven, Connecticut (USA)	144.03	41	0.29
104	Department of Economics, University of Toronto Toronto, Canada	144.82	75	1.11
---	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) Toulouse, France	146.44	13	0.75
105	Norges Bank Oslo, Norway	147.35	27	0.86
106	Groupe EDHEC (École de Hautes Études Commerciales du Nord) Lille/Paris, France	147.84	20	1.24
107	Economics Department, University of California-Santa Cruz (UCSC) Santa Cruz, California (USA)	148.07	46	0.49

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.

Rank	Author	Score
1	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	1.99
2	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	3.41
3	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	5.03
4	Xavier Vives IESE Business School, Universidad de Navarra, Barcelona, Spain	6.11
5	Thierry Foucault Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	6.98
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)	8.51
7	Mark P. Taylor Olin School of Business, Washington University in St. Louis, St. Louis, Missouri (USA)	8.71
8	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	9.82
9	Takatoshi Ito School of International and Public Affairs (SIPA), Columbia University, New York City, New York (USA)	9.9
10	Ravi Jagannathan Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	10.23
11	Lasse Heje Pedersen Institut for Finansiering, Copenhagen Business School, København, Denmark	10.48
12	Nikolaus Hautsch Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien, Wien, Austria	10.54
13	Darrell Duffie Graduate School of Business, Stanford University, Stanford, California (USA)	12.21
14	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	12.84
15	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	16.47
16	Bruno R Biais Départment Économie et Sciences de la Décision, HEC Paris (École des Hautes Études Commerciales), Jouy-en-Josas, France	17.68
17	Fulvio Corsi Dipartimento di Economia, Università Ca' Foscari Venezia, Venezia, Italy	21.15
18	Angelo Ranaldo Swiss Finance Institute, Genève/Zürich, Switzerland Wirtschaftswissenschaftliches Zentrum, Universität Basel, Basel, Switzerland	22.82
19	Haoxiang Zhu Sloan School of Management, Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts (USA) National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	23.11
20	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	23.91
21	Ricardo Lagos Department of Economics, New York University (NYU), New York City, New York (USA)	25.29
22	Rosario Nunzio Mantegna	25.74
23	Albert J. Menkveld School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	27.68
24	Asger 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.

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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