David E. Rapach

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

David E. Rapach, Jack Strauss, Guofu Zhou · Review of Financial Studies · 2009 · 1.7K citations

Business, Economics, Finance +17

Forecasting the Equity Risk Premium: The Role of Technical Indicators

Christopher J. Neely, David E. Rapach, Jun Tu et al. · Management Science · 2014 · 1K citations

Business, Economics, Finance +15

Forecasting: theory and practice

Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos et al. · BOA (University of Milano-Bicocca) · 2022 · 830 citations · Full text

Business, Decision Sciences, Decision Analysis +11

International Stock Return Predictability: What Is the Role of the United States?

David E. Rapach, Jack Strauss, Guofu Zhou · The Journal of Finance · 2013 · 706 citations · Full text

Business, Economics, Finance +16

Short interest and aggregate stock returns

David E. Rapach, Matthew C. Ringgenberg, Guofu Zhou · Journal of Financial Economics · 2016 · 593 citations

Business, Economics, Finance +12