Details about Graham Bornholt

Access statistics for papers by Graham Bornholt.

Last updated 2021-06-08. Update your information in the RePEc Author Service.

Short-id: pbo478

Working Papers

2010

1. Enhancing Contrarian Strategies: Evidence from Developed Markets Indices
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics

2009

2. Predictability of Future Index Returns based on the 52 Week High Strategy
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (1)
   See also Journal Article Predictability of future index returns based on the 52-week high strategy, The Quarterly Review of Economics and Finance, Elsevier (2010) View citations (2) (2010)

Journal Articles

2020

1. Long-term time series reversal: International evidence
   Journal of International Financial Markets, Institutions and Money, 2020, 65, (C) View citations (1)

2017

2. What is an Investment Project's Implied Rate of Return?
   Abacus, 2017, 53, (4), 513-526 View citations (4)

2015

3. Industry long-term return reversal
   Journal of International Financial Markets, Institutions and Money, 2015, 38, (C), 65-78 View citations (5)
4. Trading Volume and Momentum: The International Evidence
   Multinational Finance Journal, 2015, 19, (4), 267-313 View citations (2)

2014

5. Evidence on Industry Cost of Equity Estimators
   The International Journal of Business and Finance Research, 2014, 8, (4), 1-15
6. Long-term U.S. infrastructure returns and portfolio selection
   Journal of Banking & Finance, 2014, 42, (C), 314-325 View citations (13)

2013

7. Long-term return reversal: Evidence from international market indices
   Journal of International Financial Markets, Institutions and Money, 2013, 25, (C), 1-17 View citations (30)
8. The Failure of the Capital Asset Pricing Model ( CAPM ): An Update and Discussion
   Abacus, 2013, 49, 36-43 View citations (15)

2011

9. Is the 52-week high effect as strong as momentum? Evidence from developed and emerging market indices
   Applied Financial Economics, 2011, 21, (18), 1369-1379 View citations (5)

2010

10. Predictability of future index returns based on the 52-week high strategy
    The Quarterly Review of Economics and Finance, 2010, 50, (4), 501-508 View citations (2)
    See also Working Paper Predictability of Future Index Returns based on the 52 Week High Strategy, Discussion Papers in Finance (2009) View citations (1) (2009)

2007

11. Extending the capital asset pricing model: the reward beta approach
    Accounting and Finance, 2007, 47, (1), 69-83 View citations (4)