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Details about Graham Bornholt

Homepage:http://www.griffith.edu.au/business-government/griffith-business-school/departments/depart
Phone:(61) 755528851
Postal address:Department of Accounting, Finance and Economics Gold Coast campus Griffith University QLD 4222 Australia
Workplace:Department of Accounting, Finance and Economics, Griffith Business School, Griffith University, (more information at EDIRC)

Access statistics for papers by Graham Bornholt.

Last updated 2017-03-11. Update your information in the RePEc Author Service.

Short-id: pbo478


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Working Papers

2010

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

2009

  1. Predictability of Future Index Returns based on the 52 Week High Strategy
    Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics Downloads View citations (1)
    See also Journal Article in The Quarterly Review of Economics and Finance (2010)

Journal Articles

2015

  1. Industry long-term return reversal
    Journal of International Financial Markets, Institutions and Money, 2015, 38, (C), 65-78 Downloads View citations (4)
  2. Trading Volume and Momentum: The International Evidence
    Multinational Finance Journal, 2015, 19, (4), 267-313 Downloads View citations (1)

2014

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

2013

  1. Long-term return reversal: Evidence from international market indices
    Journal of International Financial Markets, Institutions and Money, 2013, 25, (C), 1-17 Downloads View citations (22)
  2. The Failure of the Capital Asset Pricing Model ( CAPM ): An Update and Discussion
    Abacus, 2013, 49, 36-43 Downloads View citations (9)

2011

  1. 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 Downloads View citations (4)

2010

  1. Predictability of future index returns based on the 52-week high strategy
    The Quarterly Review of Economics and Finance, 2010, 50, (4), 501-508 Downloads View citations (1)
    See also Working Paper (2009)

2007

  1. Extending the capital asset pricing model: the reward beta approach
    Accounting and Finance, 2007, 47, (1), 69-83 Downloads View citations (3)
 
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