Stig Vinther Møller
Stig Vinther Møller is Professor at the Department of Economics and Business Economics. His research interests include asset pricing, financial econometrics, and empirical finance.
Møller, S. V., Pedersen, T. Q., Montes Schütte, E. C. & Timmermann, A. (Accepteret/In press). Search and Predictability of Prices in the Housing Market. Management Science.
Hansen, J. H., Møller, S. V., Pedersen, T. Q. & Montes Schütte, E. C. (2022). House Price Bubbles under the COVID-19 Pandemic: House Price Bubbles under the COVID-19 Pandemic . https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4067276
Møller, S. V. & Priestley, R. (Accepteret/In press). The Role of the Discount Rate in Investment and Employment Decisions. Journal of Financial and Quantitative Analysis.
Andreasen, M. M., Engsted, T., Møller, S. V. & Jensen, M. D. S. (2021). The Yield Spread and Bond Return Predictability in Expansions and Recessions. Review of Financial Studies, 34(6), 2773-2812. https://doi.org/10.1093/rfs/hhaa107
Bork, L., Møller, S. V. & Pedersen, T. Q. (2020). A new index of housing sentiment. Management Science, 66(4), 1563-1583. https://doi.org/10.1287/mnsc.2018.3258
Atanasov, V., Møller, S. V. & Priestley, R. (2020). Consumption Fluctuations and Expected Returns. Journal of Finance, 75(3), 1677-1713. https://doi.org/10.1111/jofi.12870
Christiansen, C., Eriksen, J. N. & Møller, S. V. (2019). Negative house price co-movements and US recessions. Regional Science and Urban Economics, 77(July), 382-394. https://doi.org/10.1016/j.regsciurbeco.2019.06.007
Møller, S. V. & Rangvid, J. (2018). Global economic growth and expected returns around the world: The end-of-the-year effect. Management Science, 64(2), 573-591. https://doi.org/10.1287/mnsc.2016.2589
Møller, S. V. & Bork, L. (2018). Housing price forecastability: A factor analysis. Real Estate Economics, 46(3), 582-611. https://doi.org/10.1111/1540-6229.12185
Møller, S. V. & Sander, M. (2017). Dividends, earnings, and predictability. Journal of Banking & Finance, 78(May), 153-163. https://doi.org/10.1016/j.jbankfin.2017.02.008
Christiansen, C., Eriksen, J. N. & Møller, S. V. (2017). Forecasting US Recessions: The Role of Sentiment. I A. Estrella (red.), The Economics of Recession (s. 100-109). Edward Elgar Publishing. The International Library of Critical Writings in Economics series Bind 337
Bork, L., Møller, S. V. & Pedersen, T. Q. (2016). A New Index of Housing Sentiment. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper Nr. 2016-32
Andreasen, M. M., Engsted, T., Møller, S. V. & Jensen, M. D. S. (2016). Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper Nr. 2016-26
Engsted, T. & Møller, S. V. (2015). Cross-sectional consumption-based asset pricing: A reappraisal. Economics Letters, 132, 101-104. https://doi.org/10.1016/j.econlet.2015.04.031
Møller, S. V. & Rangvid, J. (2015). End-of-the-year economic growth and time-varying expected returns. Journal of Financial Economics, 115(1), 136-154. https://doi.org/10.1016/j.jfineco.2014.08.006
Bork, L. & Møller, S. V. (2015). Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection. International Journal of Forecasting, 31(1), 63-78. https://doi.org/10.1016/j.ijforecast.2014.05.005
Møller, S. V., Nørholm, H. & Rangvid, J. (2014). Consumer confidence or the business cycle: What matters more for European expected returns? Journal of Empirical Finance, 230-248. https://doi.org/10.1016/j.jempfin.2014.07.004
Christiansen, C., Eriksen, J. N. & Møller, S. V. (2014). Forecasting US Recessions: The Role of Sentiment. Journal of Banking & Finance, 49, 459-468. https://doi.org/10.1016/j.jbankfin.2014.06.017
Møller, S. V. (2014). GDP growth and the yield curvature. Finance Research Letters, 1-7. https://doi.org/10.1016/j.frl.2013.05.002
Engsted, T., Møller, S. V. & Jensen, M. D. S. (2013). Bond return predictability in expansions and recessions. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper Nr. 2013-13
Møller, S. V. & Rangvid, J. (2012). End-of-the-year economic growth and time-varying expected returns. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper Nr. 2012-42
Bork, L. & Møller, S. V. (2012). Housing price forecastability: A factor analysis. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper Nr. 2012-27
Engsted, T. & Møller, S. V. (2011). Cross-sectional consumption-based asset pricing: The importance of consumption timing and the inclusion of severe crises. CREATES, Institut for Økonomi, Aarhus Universitet.
Møller, S. V. & Bach, C. (2011). Habit-based asset pricing with limited participation consumption. Journal of Banking & Finance, 35(11), 2891-2901. https://doi.org/10.1016/j.jbankfin.2011.03.014
Engsted, T. & Møller, S. V. (2010). An Iterated GMM Procedure for Estimating the Campbell-Cochrane Habit Formation Model, with an Application to Danish Stock and Bond Returns. International Journal of Finance and Economics, 15(3), 213-227. https://doi.org/10.1002/ijfe.389
Engsted, T., Hyde, S. & Vinther Møller, S. (2010). Habit formation, surplus consumption and return predictability: International evidence. Journal of International Money and Finance, 29(7), 1237-1255. https://doi.org/10.1016/j.jimonfin.2010.03.004
Vinther Møller, S. (2009). Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns. Journal of Empirical Finance, 16(4), 525-536. https://doi.org/10.1016/j.jempfin.2009.01.005
Vinther Møller, S. (2008). Consumption growth and time-varying expected stock returns. Finance Research Letters, 5(3), 129-136. https://doi.org/10.1016/j.frl.2008.07.001
