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Stig Vinther Møller

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This is information that was supplied by Stig Møller in registering through RePEc. If you are Stig Vinther Møller , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Stig
Middle Name: Vinther
Last Name: Møller
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RePEc Short-ID: pml26

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Affiliation

(in no particular order)

Works

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Working papers

  1. Tom Engsted & Stig V. Møller & Magnus Sander, 2013. "Bond return predictability in expansions and recessions," CREATES Research Papers 2013-13, School of Economics and Management, University of Aarhus.
  2. Charlotte Christiansen & Jonas Nygaard Eriksen & Stig V. Møller, 2013. "Forecasting US Recessions: The Role of Sentiments," CREATES Research Papers 2013-14, School of Economics and Management, University of Aarhus.
  3. Lasse Bork & Stig V. Møller, 2012. "Housing price forecastability: A factor analysis," CREATES Research Papers 2012-27, School of Economics and Management, University of Aarhus.
  4. Stig V. Møller & Jesper Rangvid, 2012. "End-of-the-year economic growth and time-varying expected returns," CREATES Research Papers 2012-42, School of Economics and Management, University of Aarhus.
  5. Tom Engsted & Stig V. Møller, 2011. "Cross-sectional consumption-based asset pricing: The importance of consumption timing and the inclusion of severe crises," CREATES Research Papers 2011-07, School of Economics and Management, University of Aarhus.
  6. Christian Bach & Stig Vinther Møller, 2010. "Habit-based Asset Pricing with Limited Participation Consumption," CREATES Research Papers 2010-46, School of Economics and Management, University of Aarhus.
  7. Møller, Stig Vinther, 2008. "Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns," Finance Research Group Working Papers F-2008-04, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  8. Stig Vinther Møller, 2008. "Consumption growth and time-varying expected stock returns," CREATES Research Papers 2008-40, School of Economics and Management, University of Aarhus.
  9. Tom Engsted & Stig V. Møller, 2008. "An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns," CREATES Research Papers 2008-12, School of Economics and Management, University of Aarhus.
  10. Tom Engsted & Stuart Hyde & Stig V. Møller, 2007. "Habit Formation, Surplus Consumption and Return Predictability: International Evidence," CREATES Research Papers 2007-31, School of Economics and Management, University of Aarhus.

Articles

  1. Bach, Christian & Møller, Stig V., 2011. "Habit-based asset pricing with limited participation consumption," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2891-2901, November.
  2. Tom Engsted & Stig V. M�ller, 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 & Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 213-227.
  3. Engsted, Tom & Hyde, Stuart & Møller, Stig V., 2010. "Habit formation, surplus consumption and return predictability: International evidence," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1237-1255, November.
  4. Møller, Stig Vinther, 2009. "Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns," Journal of Empirical Finance, Elsevier, vol. 16(4), pages 525-536, September.
  5. Møller, Stig Vinther, 2008. "Consumption growth and time-varying expected stock returns," Finance Research Letters, Elsevier, vol. 5(3), pages 129-136, September.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2013-05-24
  2. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  3. NEP-DGE: Dynamic General Equilibrium (2) 2010-09-03 2011-02-19
  4. NEP-ECM: Econometrics (1) 2008-06-27
  5. NEP-FDG: Financial Development & Growth (1) 2012-11-03
  6. NEP-FMK: Financial Markets (2) 2008-09-05 2013-05-05
  7. NEP-FOR: Forecasting (3) 2012-06-13 2013-05-05 2013-05-24. Author is listed
  8. NEP-MAC: Macroeconomics (5) 2008-04-12 2008-06-27 2008-09-05 2012-11-03 2013-05-24. Author is listed
  9. NEP-RMG: Risk Management (1) 2008-04-12
  10. NEP-UPT: Utility Models & Prospect Theory (1) 2010-09-03
  11. NEP-URE: Urban & Real Estate Economics (1) 2012-06-13

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