Details about Mirela Malin

Access statistics for papers by Mirela Malin.

Last updated 2023-05-11. Update your information in the RePEc Author Service.

Short-id: pma1235

Working Papers

2017

1. Determinants of student success in finance courses
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics

2015

2. Are classroom games useful for teaching 'sticky' finance concepts? Evidence from a swap game
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (1)

2010

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

2009

4. 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. Students’ experience toward ePortfolios as a reflective assessment tool in a dual mode indigenous business course
   Accounting Research Journal, 2017, 30, (3), 333-350

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. Enhancing lecture presentation through tablet technology
   Accounting Research Journal, 2014, 27, (3), 212-225 View citations (2)

2013

6. 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)

2011

7. 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

8. 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)

2006

9. Idiosyncratic volatility and security returns: evidence from Germany and United Kingdom
   Studies in Economics and Finance, 2006, 23, (2), 80-93

2004

10. On the Robustness of the Fama and French Multifactor Model: Evidence from France, Germany, and the United Kingdom
    International Journal of Business and Economics, 2004, 3, (2), 155-176 View citations (11)