Dave Rapach

Professor of Economics

John Simon Endowed Chair in Economics

Richard A. Chaifetz School of Business

Saint Louis University

New: slides for presentation at March 5, 2019 Teach-In on the Sinquefield controversy

New: Better Together at SLU, with Bonnie Wilson

New: Beware the Man of System in Our Midst, January 28, 2019 op-ed in the St. Louis American

New: Pursuers of Truth or Peddlers of Influence? September 21, 2018 op-ed in ProMarket, with Bonnie Wilson [link (9/26/2018) to op-ed in Mark Thoma's Economist's View blog]

Revised working paper: Sparse Macro Factors, with Guofu Zhou

Revised working paper: What Firm Characteristics Drive US Stock Returns? with Yufeng Han, Ai He, and Guofu Zhou [presented at the AFA 2019 Annual Meeting]

Revised working paper: Industry Return Predictability: A Machine Learning Approach, with Jack Strauss, Jun Tu, and Guofu Zhou

Time-varying equity risk premium, 1973:1-2016:4

Annualized %, from Rapach and Tan (2018)

ADDRESS

Department of Economics

Richard A. Chaifetz School of Business

Saint Louis University

3674 Lindell Boulevard

St. Louis, MO 63108-3397

CONTACT

Email: david.rapach@slu.edu

Phone: 314-977-3601

Fax: 314-977-1478