Stig Vinther Møller

Professor

Stig Vinther Møller

Professor

Department of Economics and Business Economics
Department of Economics and Business Economics - CREATES

Type of address: Postal address.

Fuglesangs Allé 4

2631, 141b

8210

Aarhus V

Denmark

Email: svm@econ.au.dk

Phone: +4587164825

Employment

Professor

Department of Economics and Business Economics

Aarhus University

Aarhus V, Denmark

1 Sept 2017 → present

Professor

Department of Economics and Business Economics - CREATES

Aarhus University

Aarhus V, Denmark

19 Sept 2017 → present

Research outputs

The Role of the Discount Rate in Investment and Employment Decisions

Møller, S. V. & Priestley, R., Mar 2023, In: Journal of Financial and Quantitative Analysis. 58, 2, p. 914-938

Search and Predictability of Prices in the Housing Market

Møller, S. V., Pedersen, T. Q., Montes Schütte, E. C. & Timmermann, A., 2023, (Accepted/In press) In: 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, In: Review of Financial Studies. 34, 6, p. 2773-2812 40 p.

A new index of housing sentiment

Bork, L., Møller, S. V. & Pedersen, T. Q., Apr 2020, In: Management Science. 66, 4, p. 1563-1583 21 p.

Consumption Fluctuations and Expected Returns

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

Negative house price co-movements and US recessions

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

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

Møller, S. V. & Rangvid, J., 2018, In: Management Science. 64, 2, p. 573-591

Housing price forecastability: A factor analysis

Møller, S. V. & Bork, L., 2018, In: Real Estate Economics. 46, 3, p. 582-611

Dividends, earnings, and predictability

Møller, S. V. & Sander, M., 2017, In: Journal of Banking & Finance. 78, May, p. 153-163

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

Møller, S. V. & Rangvid, J., 1 Jan 2015, In: Journal of Financial Economics. 115, 1, p. 136-154 19 p.

Cross-sectional consumption-based asset pricing: A reappraisal

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

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

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

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

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

Forecasting US Recessions: The Role of Sentiment

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

GDP growth and the yield curvature

Møller, S. V., 2014, In: Finance Research Letters. p. 1-7 7 p.

Habit-based asset pricing with limited participation consumption

Møller, S. V. & Bach, C., 2011, In: Journal of Banking & Finance. 35, 11, p. 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, In: International Journal of Finance and Economics. 15, 3, p. 213-227

Habit formation, surplus consumption and return predictability: International evidence

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

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

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

Consumption growth and time-varying expected stock returns

Vinther Møller, S., 2008, In: Finance Research Letters. 5, 3, p. 129-136