Details about Graham Bornholt
Access statistics for papers by Graham Bornholt.
Last updated 2017-03-11. Update your information in the RePEc Author Service.
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- Enhancing Contrarian Strategies: Evidence from Developed Markets Indices
Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics
- 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 in The Quarterly Review of Economics and Finance (2010)
- Industry long-term return reversal
Journal of International Financial Markets, Institutions and Money, 2015, 38, (C), 65-78 View citations (4)
- Trading Volume and Momentum: The International Evidence
Multinational Finance Journal, 2015, 19, (4), 267-313 View citations (1)
- Evidence on Industry Cost of Equity Estimators
The International Journal of Business and Finance Research, 2014, 8, (4), 1-15
- Long-term U.S. infrastructure returns and portfolio selection
Journal of Banking & Finance, 2014, 42, (C), 314-325 View citations (4)
- Long-term return reversal: Evidence from international market indices
Journal of International Financial Markets, Institutions and Money, 2013, 25, (C), 1-17 View citations (22)
- The Failure of the Capital Asset Pricing Model ( CAPM ): An Update and Discussion
Abacus, 2013, 49, 36-43 View citations (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 (4)
- 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 (1)
See also Working Paper (2009)
- Extending the capital asset pricing model: the reward beta approach
Accounting and Finance, 2007, 47, (1), 69-83 View citations (3)
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