Dave Rapach

Professor of Economics

John Simon Endowed Chair in Economics

Richard A. Chaifetz School of Business

Saint Louis University

New working paper: "Sparse Macro Factors," with Guofu Zhou [preliminary version]




Revised working paper: "What Firm Characteristics Drive US Stock Returns?" with Yufeng Han, Ai He, and Guofu Zhou [accepted for the program of 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