David E. Rapach

9.6k total citations · 4 hit papers
73 papers, 5.8k citations indexed

About

David E. Rapach is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, David E. Rapach has authored 73 papers receiving a total of 5.8k indexed citations (citations by other indexed papers that have themselves been cited), including 48 papers in Economics and Econometrics, 44 papers in Finance and 44 papers in General Economics, Econometrics and Finance. Recurrent topics in David E. Rapach's work include Monetary Policy and Economic Impact (44 papers), Financial Markets and Investment Strategies (31 papers) and Market Dynamics and Volatility (21 papers). David E. Rapach is often cited by papers focused on Monetary Policy and Economic Impact (44 papers), Financial Markets and Investment Strategies (31 papers) and Market Dynamics and Volatility (21 papers). David E. Rapach collaborates with scholars based in United States, Belgium and Singapore. David E. Rapach's co-authors include Guofu Zhou, Jack Strauss, Mark E. Wohar, Christopher J. Neely, Jun Tu, Matthew C. Ringgenberg, Jesper Rangvid, Christian E. Weber, Xi Dong and Yan Li and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

David E. Rapach

73 papers receiving 5.5k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

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

2009 1.1k citations David E. Rapach, Jack Strauss et al. profile →
Forecasting the Equity Risk Premium: The Role of Technical Indicators

2014 712 citations Christopher J. Neely, David E. Rapach et al. Management Science profile →
International Stock Return Predictability: What Is the Role of the United States?

2013 501 citations David E. Rapach, Jack Strauss et al. The Journal of Finance profile →
Short interest and aggregate stock returns

2016 368 citations David E. Rapach, Guofu Zhou et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
David E. Rapach United States	32	4.2k	3.8k	2.6k	1.4k	581	73	5.8k
Rossen Valkanov United States	26	3.5k 0.8×	3.7k 1.0×	1.7k 0.7×	718 0.5×	745 1.3×	59	5.0k
Christopher J. Neely United States	36	3.2k 0.8×	3.6k 0.9×	2.4k 0.9×	1.1k 0.8×	386 0.7×	151	4.8k
Jack Strauss United States	29	2.7k 0.7×	2.3k 0.6×	1.7k 0.7×	765 0.5×	430 0.7×	81	4.0k
Todd E. Clark United States	36	4.6k 1.1×	2.9k 0.8×	4.2k 1.6×	1.1k 0.8×	253 0.4×	114	6.3k
Tim Bollerslev United States	32	6.8k 1.6×	8.3k 2.2×	3.4k 1.3×	608 0.4×	706 1.2×	74	9.6k
Peter Christoffersen Canada	41	4.6k 1.1×	6.7k 1.7×	2.1k 0.8×	753 0.5×	334 0.6×	147	7.8k
Pedro Santa‐Clara United States	35	3.7k 0.9×	5.4k 1.4×	1.7k 0.7×	828 0.6×	1.2k 2.1×	53	6.4k
Ser‐Huang Poon United Kingdom	22	3.3k 0.8×	3.8k 1.0×	1.1k 0.4×	539 0.4×	332 0.6×	97	4.6k
Michael W. Brandt United States	32	3.2k 0.8×	5.1k 1.3×	1.7k 0.7×	623 0.4×	1.0k 1.7×	75	5.9k
George Kapetanios United Kingdom	34	4.5k 1.1×	1.9k 0.5×	3.3k 1.3×	582 0.4×	229 0.4×	220	5.8k

Countries citing papers authored by David E. Rapach

Since Specialization

Citations

This map shows the geographic impact of David E. Rapach's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by David E. Rapach with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David E. Rapach more than expected).

Fields of papers citing papers by David E. Rapach

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by David E. Rapach. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by David E. Rapach. The network helps show where David E. Rapach may publish in the future.

Co-authorship network of co-authors of David E. Rapach

This figure shows the co-authorship network connecting the top 25 collaborators of David E. Rapach. A scholar is included among the top collaborators of David E. Rapach based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with David E. Rapach. David E. Rapach is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Rapach, David E. & Guofu Zhou. (2023). Forecasting Stock Returns. SSRN Electronic Journal. 2 indexed citations

Coulombe, Philippe Goulet, et al.. (2023). The Anatomy of Machine Learning-Based Portfolio Performance. SSRN Electronic Journal. 2 indexed citations

Borup, Daniel, et al.. (2021). Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. RePEc: Research Papers in Economics. 2 indexed citations

Dong, Xi, Yan Li, David E. Rapach, & Guofu Zhou. (2021). Anomalies and the Expected Market Return. The Journal of Finance. 77(1). 639–681. 86 indexed citations

Rapach, David E., et al.. (2019). The Rise and Fall of the Carry Trade: Links to Exchange Rate Predictability. SSRN Electronic Journal. 3 indexed citations

Rapach, David E. & Guofu Zhou. (2019). Time-Series and Cross-Sectional Stock Return Forecasting: New Machine Learning Methods. SSRN Electronic Journal. 5 indexed citations

Neely, Christopher J., David E. Rapach, Jun Tu, & Guofu Zhou. (2014). Forecasting the Equity Risk Premium: The Role of Technical Indicators. Management Science. 60(7). 1772–1791. 712 indexed citations breakdown →

Neely, Christopher J. & David E. Rapach. (2011). International comovements in inflation rates and country characteristics. Journal of International Money and Finance. 30(7). 1471–1490. 118 indexed citations

Rapach, David E. & Jack Strauss. (2011). Forecasting US state-level employment growth: An amalgamation approach. International Journal of Forecasting. 28(2). 315–327. 26 indexed citations

10.

Neely, Christopher J., David E. Rapach, Jun Tu, & Guofu Zhou. (2011). Forecasting the Equity Risk Premium: The Role of Technical Indicators. SSRN Electronic Journal. 86 indexed citations

11.

Rapach, David E. & Jack Strauss. (2010). Bagging or Combining (or Both)? An Analysis Based on Forecasting U.S. Employment Growth. Econometric Reviews. 29(5-6). 511–533. 47 indexed citations

12.

Rapach, David E. & Mark E. Wohar. (2008). Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns. SSRN Electronic Journal. 6 indexed citations

13.

Owyang, Michael T., David E. Rapach, & Howard J. Wall. (2008). States and the business cycle. Journal of Urban Economics. 65(2). 181–194. 43 indexed citations

14.

Owyang, Michael T., David E. Rapach, & Howard J. Wall. (2008). States and the Business Cycle. SSRN Electronic Journal. 7 indexed citations

15.

Rapach, David E. & Jack Strauss. (2006). The Long-Run Relationship Between Consumption and Housing Wealth in the Eighth District States. RePEc: Research Papers in Economics. 140–147. 13 indexed citations

16.

Rapach, David E. & Mark E. Wohar. (2006). The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior. International Journal of Forecasting. 22(2). 341–361. 64 indexed citations

17.

Rapach, David E. & Mark E. Wohar. (2005). In-sample vs. out-of-sample tests of stock return predictability in the context of data mining. Journal of Empirical Finance. 13(2). 231–247. 179 indexed citations

18.

Rapach, David E. & Jack Strauss. (2005). Forecasting Employment Growth in Missouri with Many Potentially Relevant Predictors: An Analysis of Forecast Combining Methods. RePEc: Research Papers in Economics. 97–112. 11 indexed citations

19.

Rapach, David E., Mark E. Wohar, & Jesper Rangvid. (2004). Macro variables and international stock return predictability. International Journal of Forecasting. 21(1). 137–166. 235 indexed citations

20.

Rapach, David E. & Christian E. Weber. (2004). Are real interest rates really nonstationary? New evidence from tests with good size and power. Journal of Macroeconomics. 26(3). 409–430. 112 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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