Aarhus Universitets segl

Stig Vinther Møller

Professor

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Stig Vinther Møller

Professor

  • Institut for Økonomi
Adressetype: Postaddresse.
Fuglesangs Allé 4
2631, 141b
8210
Aarhus V
Danmark

E-mail: svm@econ.au.dk

Telefon: +4587164825

Ansættelse

Professor

Institut for Økonomi

Aarhus Universitet

Aarhus V, Danmark

1 sep. 2017 → nu

Publikationer

The Role of the Discount Rate in Investment and Employment Decisions

Møller, S. V. & Priestley, R., mar. 2023, I: Journal of Financial and Quantitative Analysis. 58, 2, s. 914-938

Search and Predictability of Prices in the Housing Market

Møller, S. V., Pedersen, T. Q., Montes Schütte, E. C. & Timmermann, A., 2023, (Accepteret/In press) I: Management Science.

The Yield Spread and Bond Return Predictability in Expansions and Recessions

Andreasen, M. M., Engsted, T., Møller, S. V. & Jensen, M. D. S., jun. 2021, I: Review of Financial Studies. 34, 6, s. 2773-2812 40 s.

A new index of housing sentiment

Bork, L., Møller, S. V. & Pedersen, T. Q., apr. 2020, I: Management Science. 66, 4, s. 1563-1583 21 s.

Consumption Fluctuations and Expected Returns

Atanasov, V., Møller, S. V. & Priestley, R., 2020, I: Journal of Finance. 75, 3, s. 1677-1713 37 s.

Negative house price co-movements and US recessions

Christiansen, C., Eriksen, J. N. & Møller, S. V., jul. 2019, I: Regional Science and Urban Economics. 77, July, s. 382-394 13 s.

Global economic growth and expected returns around the world: The end-of-the-year effect

Møller, S. V. & Rangvid, J., 2018, I: Management Science. 64, 2, s. 573-591 19 s.

Housing price forecastability: A factor analysis

Møller, S. V. & Bork, L., 2018, I: Real Estate Economics. 46, 3, s. 582-611 30 s.

Dividends, earnings, and predictability

Møller, S. V. & Sander, M., 2017, I: Journal of Banking & Finance. 78, May, s. 153-163 11 s.

End-of-the-year economic growth and time-varying expected returns

Møller, S. V. & Rangvid, J., 1 jan. 2015, I: Journal of Financial Economics. 115, 1, s. 136-154 19 s.

Cross-sectional consumption-based asset pricing: A reappraisal

Engsted, T. & Møller, S. V., 2015, I: Economics Letters. 132, s. 101-104

Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection

Bork, L. & Møller, S. V., 2015, I: International Journal of Forecasting. 31, 1, s. 63-78 16 s.

Consumer confidence or the business cycle: What matters more for European expected returns?

Møller, S. V., Nørholm, H. & Rangvid, J., 2014, I: Journal of Empirical Finance. s. 230-248 19 s.

Forecasting US Recessions: The Role of Sentiment

Christiansen, C., Eriksen, J. N. & Møller, S. V., 2014, I: Journal of Banking & Finance. 49, s. 459-468 10 s.

GDP growth and the yield curvature

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

Habit-based asset pricing with limited participation consumption

Møller, S. V. & Bach, C., 2011, I: Journal of Banking & Finance. 35, 11, s. 2891-2901

An Iterated GMM Procedure for Estimating the Campbell-Cochrane Habit Formation Model, with an Application to Danish Stock and Bond Returns

Engsted, T. & Møller, S. V., 2010, I: International Journal of Finance and Economics. 15, 3, s. 213-227

Habit formation, surplus consumption and return predictability: International evidence

Engsted, T., Hyde, S. & Vinther Møller, S., 2010, I: Journal of International Money and Finance. 29, 7, s. 1237-1255

Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns

Vinther Møller, S., 2009, I: Journal of Empirical Finance. 16, 4, s. 525-536

Consumption growth and time-varying expected stock returns

Vinther Møller, S., 2008, I: Finance Research Letters. 5, 3, s. 129-136