| 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 | 1758 | 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 | 1144 | 2014 |
| Forecasting: theory and practice F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ... International Journal of forecasting 38 (3), 705-871, 2022 | 926 | 2022 |
| 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 | 844 | 2013 |
| Forecasting stock returns D Rapach, G Zhou Handbook of economic forecasting 2, 328-383, 2013 | 828 | 2013 |
| Short interest and aggregate stock returns DE Rapach, MC Ringgenberg, G Zhou Journal of Financial Economics 121 (1), 46-65, 2016 | 613 | 2016 |
| Macro variables and international stock return predictability DE Rapach, ME Wohar, J Rangvid International journal of forecasting 21 (1), 137-166, 2005 | 459 | 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 | 360 | 2002 |
| 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 | 301 | 2006 |
| Structural breaks and GARCH models of exchange rate volatility DE Rapach, JK Strauss Journal of Applied Econometrics 23 (1), 65-90, 2008 | 297 | 2008 |
| International comovements in inflation rates and country characteristics CJ Neely, DE Rapach Journal of International Money and Finance 30 (7), 1471-1490, 2011 | 235 | 2011 |
| Structural breaks and predictive regression models of aggregate US stock returns DE Rapach, ME Wohar Journal of Financial Econometrics 4 (2), 238-274, 2006 | 205 | 2006 |
| 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 | 203 | 2004 |
| Differences in housing price forecastability across US states DE Rapach, JK Strauss International Journal of Forecasting 25 (2), 351-372, 2009 | 202 | 2009 |
| Macro shocks and real stock prices DE Rapach Journal of Economics and Business 53 (1), 5-26, 2001 | 199 | 2001 |
| 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 | 182 | 2004 |
| International evidence on the long-run impact of inflation DE Rapach Journal of Money, Credit and Banking, 23-48, 2003 | 180 | 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 | 173 | 2005 |
| Anomalies and the expected market return X Dong, Y Li, DE Rapach, G Zhou The Journal of Finance 77 (1), 639-681, 2022 | 171 | 2022 |
| The long-run relationship between inflation and real stock prices DE Rapach Journal of Macroeconomics 24 (3), 331-351, 2002 | 166 | 2002 |
