David E. Rapach
Impact in
- Finance top 0.1%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
-
- Monetary Policy and Economic Impact
Papers in
-
- Monetary Policy and Economic Impact 30
- Economic Theory and Policy 7
- Finance 27
- Financial Markets and Investment Strategies 18
- Financial Risk and Volatility Modeling 10
- Global Financial Crisis and Policies 6
- Co-authors
- Guofu Zhou (9 shared papers)Jack Strauss (12 shared papers)Mark E. Wohar (11 shared papers)Christopher J. Neely (4 shared papers)Jun Tu (2 shared papers)Matthew C. Ringgenberg (1 shared paper)Jesper Rangvid (1 shared paper)Christian E. Weber (2 shared papers)
- Journals
- International Journal of Forecasting (6 papers)Journal of International Money and Finance (3 papers)Journal of money credit and banking (2 papers)Journal of Forecasting (2 papers)Journal of Economics and Business (2 papers)
- Partner nations
- United StatesBelgiumDenmark
In The Last Decade
David E. Rapach
49 papers receiving 5.3k citations
David E. Rapach's Hit Papers
Peers
Comparison fields: 5 of 115
- Finance 3.2k
- General Economics, Econometrics and Finance 2.3k
- Economics and Econometrics 3.9k
- Management Science and Operations Research 1.5k
- Accounting 458
Countries citing papers authored by David E. Rapach
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
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-authors
The 21 scholars most cited alongside David E. Rapach, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 49 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy Hit paper breakdown → | 2009 | 976 |
| 2 | Forecasting the Equity Risk Premium: The Role of Technical Indicators Hit paper breakdown → | 2014 | 676 |
| 3 | Forecasting: theory and practice Hit paper breakdown → | 2022 | 554 |
| 4 | International Stock Return Predictability: What Is the Role of the United States? Hit paper breakdown → | 2013 | 427 |
| 5 | Forecasting Stock Returns Hit paper breakdown → | 2013 | 352 |
| 6 | Short interest and aggregate stock returns Hit paper breakdown → | 2016 | 297 |
| 7 | 2004 | 223 | |
| 8 | 2008 | 161 | |
| 9 | 2005 | 158 | |
| 10 | 2002 | 148 | |
| 11 | 2009 | 112 | |
| 12 | 2004 | 107 | |
| 13 | 2011 | 105 | |
| 14 | 2005 | 98 | |
| 15 | 2006 | 94 | |
| 16 | 2004 | 91 | |
| 17 | 2003 | 85 | |
| 18 | 2001 | 78 | |
| 19 | 2021 | 71 | |
| 20 | 2002 | 63 |
About David E. Rapach
David E. Rapach is a scholar working on General Economics, Econometrics and Finance, Finance, Economics and Econometrics, Management Science and Operations Research and Accounting, having authored 49 papers that have together received 5.6k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (30 papers), Financial Markets and Investment Strategies (18 papers), Market Dynamics and Volatility (15 papers), Financial Risk and Volatility Modeling (10 papers), Economic Theory and Policy (7 papers), Forecasting Techniques and Applications (7 papers), Global Financial Crisis and Policies (6 papers) and Housing Market and Economics (5 papers). The work is most often cited by research in Finance (3.2k citations), General Economics, Econometrics and Finance (2.3k citations), Economics and Econometrics (3.9k citations), Management Science and Operations Research (1.5k citations) and Accounting (458 citations). David E. Rapach has collaborated with scholars based in United States, Belgium and Denmark. Frequent co-authors include Guofu Zhou, Jack Strauss, Mark E. Wohar, Christopher J. Neely, Jun Tu, Matthew C. Ringgenberg, Jesper Rangvid, Christian E. Weber, Yan Li and Xi Dong. Their work appears in journals such as International Journal of Forecasting, Journal of International Money and Finance, Journal of money credit and banking, Journal of Forecasting and Journal of Economics and Business.
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.