Out-of-sample equity premium prediction: Combination forecasts and links to the real economy DE Rapach, JK Strauss, G Zhou The Review of Financial Studies 23 (2), 821-862, 2010 | 1660 | 2010 |
Forecasting the equity risk premium: the role of technical indicators CJ Neely, DE Rapach, J Tu, G Zhou Management science 60 (7), 1772-1791, 2014 | 1063 | 2014 |
International stock return predictability: What is the role of the United States? DE Rapach, JK Strauss, G Zhou The Journal of Finance 68 (4), 1633-1662, 2013 | 800 | 2013 |
Forecasting stock returns D Rapach, G Zhou Handbook of economic forecasting 2, 328-383, 2013 | 781 | 2013 |
Forecasting: theory and practice F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ... International Journal of Forecasting 38 (3), 705-871, 2022 | 692 | 2022 |
Short interest and aggregate stock returns DE Rapach, MC Ringgenberg, G Zhou Journal of Financial Economics 121 (1), 46-65, 2016 | 563 | 2016 |
Macro variables and international stock return predictability DE Rapach, ME Wohar, J Rangvid International journal of forecasting 21 (1), 137-166, 2005 | 452 | 2005 |
Testing the monetary model of exchange rate determination: new evidence from a century of data DE Rapach, ME Wohar Journal of International Economics 58 (2), 359-385, 2002 | 362 | 2002 |
Structural breaks and GARCH models of exchange rate volatility DE Rapach, JK Strauss Journal of Applied Econometrics 23 (1), 65-90, 2008 | 292 | 2008 |
In-sample vs. out-of-sample tests of stock return predictability in the context of data mining DE Rapach, ME Wohar Journal of Empirical Finance 13 (2), 231-247, 2006 | 291 | 2006 |
International comovements in inflation rates and country characteristics CJ Neely, DE Rapach Journal of International Money and Finance 30 (7), 1471-1490, 2011 | 223 | 2011 |
Testing the monetary model of exchange rate determination: a closer look at panels DE Rapach, ME Wohar Journal of international Money and Finance 23 (6), 867-895, 2004 | 204 | 2004 |
Structural breaks and predictive regression models of aggregate US stock returns DE Rapach, ME Wohar Journal of Financial Econometrics 4 (2), 238-274, 2006 | 199 | 2006 |
Macro shocks and real stock prices DE Rapach Journal of Economics and Business 53 (1), 5-26, 2001 | 197 | 2001 |
Differences in housing price forecastability across US states DE Rapach, JK Strauss International Journal of Forecasting 25 (2), 351-372, 2009 | 195 | 2009 |
Are real interest rates really nonstationary? New evidence from tests with good size and power DE Rapach, CE Weber Journal of Macroeconomics 26 (3), 409-430, 2004 | 179 | 2004 |
International evidence on the long-run impact of inflation DE Rapach Journal of Money, Credit and Banking, 23-48, 2003 | 175 | 2003 |
Regime changes in international real interest rates: Are they a monetary phenomenon? DE Rapach, ME Wohar Journal of Money, Credit and Banking, 887-906, 2005 | 172 | 2005 |
The long-run relationship between inflation and real stock prices DE Rapach Journal of Macroeconomics 24 (3), 331-351, 2002 | 166 | 2002 |
Anomalies and the expected market return X Dong, Y Li, DE Rapach, G Zhou The Journal of Finance 77 (1), 639-681, 2022 | 138 | 2022 |