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Graham Bornholt

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Personal Details

First Name:Graham
Middle Name:
Last Name:Bornholt
RePEc Short-ID:pbo478
[This author has chosen not to make the email address public]
Department of Accounting, Finance and Economics Gold Coast campus Griffith University QLD 4222 Australia
(61) 755528851
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  1. Mirela Malin & Graham Bornholt, 2010. "Enhancing Contrarian Strategies: Evidence from Developed Markets Indices," Discussion Papers in Finance finance:201001, Griffith University, Department of Accounting, Finance and Economics.
  2. Mirela Malin & Graham Bornholt, 2009. "Predictability of Future Index Returns based on the 52 Week High Strategy," Discussion Papers in Finance finance:200907, Griffith University, Department of Accounting, Finance and Economics.
  1. Bornholt, Graham & Gharaibeh, Omar & Malin, Mirela, 2015. "Industry long-term return reversal," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 65-78.
  2. Graham Bornholt & Paul Dou & Mirela Malin, 2015. "Trading Volume and Momentum: The International Evidence," Multinational Finance Journal, Multinational Finance Journal, vol. 19(4), pages 267-313, December.
  3. Bianchi, Robert J. & Bornholt, Graham & Drew, Michael E. & Howard, Michael F., 2014. "Long-term U.S. infrastructure returns and portfolio selection," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 314-325.
  4. Omar Gharaibeh & Graham Bornholt & Michael Dempsey, 2014. "Evidence on Industry Cost of Equity Estimators," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(4), pages 1-15.
  5. Graham Bornholt, 2013. "The Failure of the Capital Asset Pricing Model ( CAPM ): An Update and Discussion," Abacus, Accounting Foundation, University of Sydney, vol. 49, pages 36-43, January.
  6. Malin, Mirela & Bornholt, Graham, 2013. "Long-term return reversal: Evidence from international market indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 1-17.
  7. Graham Bornholt & Mirela Malin, 2011. "Is the 52-week high effect as strong as momentum? Evidence from developed and emerging market indices," Applied Financial Economics, Taylor & Francis Journals, vol. 21(18), pages 1369-1379.
  8. Malin, Mirela & Bornholt, Graham, 2010. "Predictability of future index returns based on the 52-week high strategy," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 501-508, November.
  9. Graham Bornholt, 2007. "Extending the capital asset pricing model: the reward beta approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 47(1), pages 69-83.

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