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Stig V. Møller

Observed names: Møller, Stig Vinther, STIG V. MØLLER, Stig Møller, Stig V Møller, Stig Vinther MMller, Stig Vinther Møller
Institution: Aarhus University
ORCID: 0000-0002-2969-8719
Observed ORCID: 0000-0002-2969-8719
OpenAlex ID: A5071377329
Forecasting US recessions: The role of sentiment
2014 · Charlotte Christiansen, Jonas Nygaard Eriksen, et al. · Journal of Banking & Finance · 117
Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection
2014 · Lasse Bork, Stig V. Møller · International Journal of Forecasting · 108
Consumption Fluctuations and Expected Returns
2019 · VICTORIA ATANASOV, STIG V. MØLLER, et al. · The Journal of Finance · 85
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A New Index of Housing Sentiment
2019 · Lasse Bork, Stig V. Møller, et al. · Management Science · 60
End-of-the-year economic growth and time-varying expected returns
2014 · Stig V. Møller, Jesper Rangvid · Journal of Financial Economics · 55
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Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
2009 · Stig Vinther Møller · Journal of Empirical Finance · 33
Housing price forecastability: A factor analysis
2018 · Møller, Stig Vinther, Bork, Lasse · Scopus (Elsevier) · 32
Search and Predictability of Prices in the Housing Market
2021 · Stig Vinther Møller, Thomas Pedersen, et al. · Management Science · 29
Habit Formation, Surplus Consumption and Return Predictability: International Evidence
2009 · Tom Engsted, Stuart Hyde, et al. · Journal of International Money and Finance · 29
An iterated GMM procedure for estimating the Campbell–Cochrane habit formation model, with an application to Danish Stock and bond returns
2009 · Tom Engsted, Stig V. Møller · International Journal of Finance & Economics · 26
The Yield Spread and Bond Return Predictability in Expansions and Recessions
2020 · Martin M Andreasen, Tom Engsted, et al. · Review of Financial Studies · 24
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Negative house price co-movements and US recessions
2019 · Charlotte Christiansen, Jonas N. Eriksen, et al. · Regional Science and Urban Economics · 19
Global Economic Growth and Expected Returns Around the World: The End-of-the-Year Effect
2016 · Stig V. Møller, Jesper Rangvid · Management Science · 19
Dividends, earnings, and predictability
2017 · Stig V. Møller, Magnus Sander · Journal of Banking & Finance · 16
Habit-based asset pricing with limited participation consumption
2011 · Christian Bach, Stig V. Møller · Journal of Banking & Finance · 15
House price bubbles under the COVID-19 pandemic
2024 · Jacob H. Hansen, Stig V. Møller, et al. · Journal of Empirical Finance · 14
Consumer confidence or the business cycle: What matters more for European expected returns?
2014 · Stig V. Møller, Henrik Nørholm, et al. · Journal of Empirical Finance · 14
Housing Price Forecastability: A Factor Analysis
2016 · Lasse Bork, Stig V. Møller · Real Estate Economics · 13
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GDP growth and the yield curvature
2013 · Stig V. Møller · Finance research letters · 9
Bond Return Predictability in Expansions and Recessions
2013 · Tom Engsted, Stig Vinther Møller, et al. · SSRN Electronic Journal · 8
The Role of the Discount Rate in Investment and Employment Decisions
2021 · Stig Vinther Møller, Richard Priestley · Journal of Financial and Quantitative Analysis · 7
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Consumption growth and time-varying expected stock returns
2008 · Stig Vinther Møller · Finance research letters · 7
Habit persistence and asset pricing: Evidence from Denmark
2006 · Tom Engsted, Stig V. Møller, et al. · 7
Forecasting US Recessions: The Role of Sentiments
2013 · Charlotte Christiansen, Jonas Nygaard Eriksen, et al. · SSRN Electronic Journal · 5
Housing Price Forecastability: A Factor Analysis
2012 · Lasse Bork, Stig Vinther Møller · SSRN Electronic Journal · 5
Works count: 45
Citation count: 772
H-index: 15
I10-index: 18
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