Department of Economics and Business Economics

Stig Vinther Møller

  1. 2021
  2. Published

    The Yield Spread and Bond Return Predictability in Expansions and Recessions. / Andreasen, Martin Møller; Engsted, Tom; Møller, Stig Vinther; Jensen, Magnus David Sander.

    In: Review of Financial Studies, Vol. 34, No. 6, 06.2021, p. 2773-2812.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  3. Accepted/In press

    The Role of the Discount Rate in Investment and Employment Decisions. / Møller, Stig Vinther; Priestley, Richard.

    In: Journal of Financial and Quantitative Analysis, 2021.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  4. 2020
  5. Published

    A new index of housing sentiment. / Bork, Lasse; Møller, Stig Vinther; Pedersen, Thomas Quistgaard.

    In: Management Science, Vol. 66, No. 4, 04.2020, p. 1563-1583.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  6. Published

    Consumption Fluctuations and Expected Returns. / Atanasov, Victoria; Møller, Stig V.; Priestley, Richard.

    In: Journal of Finance, Vol. 75, No. 3, 2020, p. 1677-1713.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  7. 2019
  8. Published

    Negative house price co-movements and US recessions. / Christiansen, Charlotte; Eriksen, Jonas Nygaard; Møller, Stig Vinther.

    In: Regional Science and Urban Economics, Vol. 77, No. July, 07.2019, p. 382-394.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  9. 2018
  10. Published

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

    In: Management Science, Vol. 64, No. 2, 2018, p. 573-591.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  11. Published

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

    In: Real Estate Economics, Vol. 46, No. 3, 2018, p. 582-611.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  12. 2017
  13. Published

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

    In: Journal of Banking & Finance, Vol. 78, No. May, 2017, p. 153-163.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  14. Published

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

    The Economics of Recession. ed. / Arturo Estrella. Cheltenham : Edward Elgar Publishing, 2017. p. 100-109 (The International Library of Critical Writings in Economics series, Vol. 337).

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  15. 2016
  16. Published

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

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2016.

    Research output: Working paper/Preprint Working paperResearch

  17. Published

    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.

    Research output: Working paper/Preprint Working paperResearch

  18. 2015
  19. Published

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

    In: Journal of Financial Economics, Vol. 115, No. 1, 01.01.2015, p. 136-154.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  20. Published

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

    In: Economics Letters, Vol. 132, 2015, p. 101-104.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  21. Published

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

    In: International Journal of Forecasting, Vol. 31, No. 1, 2015, p. 63-78.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  22. 2014
  23. Published

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

    In: Journal of Empirical Finance, 2014, p. 230-248.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  24. Published

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

    In: Journal of Banking & Finance, Vol. 49, 2014, p. 459-468.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  25. Published

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

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

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  26. 2013
  27. Published

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

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: Working paper/Preprint Working paperResearch

  28. 2012
  29. Published

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

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.

    Research output: Working paper/Preprint Working paperResearch

  30. Published

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

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.

    Research output: Working paper/Preprint Working paperResearch

  31. 2011
  32. Published

    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.

    Research output: Working paper/Preprint Working paperResearch

  33. Published

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

    In: Journal of Banking & Finance, Vol. 35, No. 11, 2011, p. 2891-2901.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  34. 2010
  35. Published

    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.

    In: International Journal of Finance and Economics, Vol. 15, No. 3, 2010, p. 213-227.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  36. Published

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

    In: Journal of International Money and Finance, Vol. 29, No. 7, 2010, p. 1237-1255.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  37. 2009
  38. Published

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

    In: Journal of Empirical Finance, Vol. 16, No. 4, 2009, p. 525-536.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  39. 2008
  40. Published

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

    In: Finance Research Letters, Vol. 5, No. 3, 2008, p. 129-136.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review