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Habit persistence, consumption based asset pricing, and time-varying expected returns
Møller, Stig Vinther - 2009
Persistent link: https://www.econbiz.de/10003839356
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Habit formation, surplus consumption and return predictability : international evidence
Engsted, Tom; Hyde, Stuart; Møller, Stig Vinther - In: Journal of international money and finance 29 (2010) 7, pp. 1237-1255
Persistent link: https://www.econbiz.de/10009238968
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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 28 (2014), pp. 230-248
Persistent link: https://www.econbiz.de/10011285064
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End-of-the-year economic growth and time-varying expected returns
Møller, Stig Vinther; Rangvid, Jesper - In: Journal of financial economics 115 (2015) 1, pp. 136-154
Persistent link: https://www.econbiz.de/10011327248