Institut for Økonomi

Stig Vinther Møller

  1. 2017
  2. Accepteret/In press

    Dividends, earnings, and predictability. / Møller, Stig Vinther; Sander, Magnus .

    I: Journal of Banking & Finance, 2017.

    Publikation: Forskning - peer reviewTidsskriftartikel

  3. Accepteret/In press

    Global economic growth and expected returns around the world: The end-of-the-year effect. / Møller, Stig Vinther; Rangvid, Jesper.

    I: Management Science, 2017.

    Publikation: Forskning - peer reviewTidsskriftartikel

  4. Accepteret/In press

    Housing price forecastability: A factor analysis. / Møller, Stig Vinther; Bork, Lasse.

    I: Real Estate Economics, 2017.

    Publikation: Forskning - peer reviewTidsskriftartikel

  5. 2016
  6. Udgivet

    A New Index of Housing Sentiment. / Bork, Lasse; Møller, Stig Vinther; Pedersen, Thomas Quistgaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2016. (CREATES Research Papers; Nr. 2016-32).

    Publikation: ForskningWorking paper

  7. Udgivet

    Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. / Andreasen, Martin Møller; Engsted, Tom; Møller, Stig Vinther; Jensen, Magnus David Sander.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2016. (CREATES Research Papers; Nr. 2016-26).

    Publikation: ForskningWorking paper

  8. 2015
  9. Udgivet

    End-of-the-year economic growth and time-varying expected returns. / Møller, Stig V.; Rangvid, Jesper.

    I: Journal of Financial Economics, Vol. 115, Nr. 1, 01.01.2015, s. 136-154.

    Publikation: Forskning - peer reviewTidsskriftartikel

  10. Udgivet

    Cross-sectional consumption-based asset pricing: A reappraisal. / Engsted, Tom; Møller, Stig Vinther.

    I: Economics Letters, Vol. 132, 2015, s. 101-104.

    Publikation: Forskning - peer reviewTidsskriftartikel

  11. Udgivet

    Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection. / Bork, Lasse; Møller, Stig Vinther.

    I: International Journal of Forecasting, Vol. 31, Nr. 1, 2015, s. 63-78.

    Publikation: Forskning - peer reviewTidsskriftartikel

  12. 2014
  13. Udgivet

    Consumer confidence or the business cycle : What matters more for European expected returns? / Møller, Stig Vinther; Nørholm, Henrik; Rangvid, Jesper.

    I: Journal of Empirical Finance, 2014, s. 230-248.

    Publikation: Forskning - peer reviewTidsskriftartikel

  14. Udgivet

    Forecasting US Recessions : The Role of Sentiment. / Christiansen, Charlotte; Eriksen, Jonas Nygaard; Møller, Stig Vinther.

    I: Journal of Banking & Finance, Vol. 49, 2014, s. 459-468.

    Publikation: Forskning - peer reviewTidsskriftartikel

  15. Udgivet

    GDP growth and the yield curvature. / Møller, Stig Vinther.

    I: Finance Research Letters, 2014, s. 1-7.

    Publikation: Forskning - peer reviewTidsskriftartikel

  16. 2013
  17. Udgivet

    Bond return predictability in expansions and recessions. / Engsted, Tom; Møller, Stig Vinther; Jensen, Magnus David Sander.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013. (CREATES Research Papers; Nr. 2013-13).

    Publikation: ForskningWorking paper

  18. 2012
  19. Udgivet

    End-of-the-year economic growth and time-varying expected returns. / Møller, Stig Vinther; Rangvid, Jesper.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012. (CREATES Research Papers; Nr. 2012-42).

    Publikation: ForskningWorking paper

  20. Udgivet

    Housing price forecastability: A factor analysis. / Bork, Lasse; Møller, Stig Vinther.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012. (CREATES Research Papers; Nr. 2012-27).

    Publikation: ForskningWorking paper

  21. 2011
  22. Udgivet

    Cross-sectional consumption-based asset pricing: The importance of consumption timing and the inclusion of severe crises. / Engsted, Tom; Møller, Stig Vinther.

    Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2011.

    Publikation: ForskningWorking paper

  23. Udgivet

    Habit-based asset pricing with limited participation consumption. / Møller, Stig Vinther; Bach, Christian.

    I: Journal of Banking & Finance, Vol. 35, Nr. 11, 2011, s. 2891-2901.

    Publikation: Forskning - peer reviewTidsskriftartikel

  24. 2010
  25. Udgivet

    An Iterated GMM Procedure for Estimating the Campbell-Cochrane Habit Formation Model, with an Application to Danish Stock and Bond Returns. / Engsted, Tom; Møller, Stig Vinther.

    I: International Journal of Finance and Economics, Vol. 15, Nr. 3, 2010, s. 213-227.

    Publikation: Forskning - peer reviewTidsskriftartikel

  26. Udgivet

    Habit formation, surplus consumption and return predictability : International evidence. / Engsted, Tom; Hyde, Stuart; Vinther Møller, Stig.

    I: Journal of International Money and Finance, Vol. 29, Nr. 7, 2010, s. 1237-1255.

    Publikation: Forskning - peer reviewTidsskriftartikel

  27. 2009
  28. Udgivet

    Habit persistence : Explaining cross-sectional variation in returns and time-varying expected returns. / Vinther Møller, Stig.

    I: Journal of Empirical Finance, Vol. 16, Nr. 4, 2009, s. 525-536.

    Publikation: Forskning - peer reviewTidsskriftartikel

  29. 2008
  30. Udgivet

    Consumption growth and time-varying expected stock returns. / Vinther Møller, Stig.

    I: Finance Research Letters, Vol. 5, Nr. 3, 2008, s. 129-136.

    Publikation: Forskning - peer reviewTidsskriftartikel