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Mirela Malin

This is information that was supplied by Mirela Malin in registering through RePEc. If you are Mirela Malin , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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First Name:Mirela
Middle Name:
Last Name:Malin
RePEc Short-ID:pma1235
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  1. Alexandr Akimov & Mirela Malin, 2015. "Are classroom games useful for teaching 'sticky' finance concepts? Evidence from a swap game," Discussion Papers in Finance finance:201509, Griffith University, Department of Accounting, Finance and Economics.
  2. 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.
  3. 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. Mirela Malin, 2014. "Enhancing lecture presentation through tablet technology," Accounting Research Journal, Emerald Group Publishing, vol. 27(3), pages 212-225.
  4. 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.
  5. 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.
  6. 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.
  7. Michael E. Drew & Mirela Malin & Tony Naughton & Madhu Veeraraghavan, 2006. "Idiosyncratic volatility and security returns: evidence from Germany and United Kingdom," Studies in Economics and Finance, Emerald Group Publishing, vol. 23(2), pages 80-93, June.
  8. Mirela Malin & Madhu Veeraraghavan, 2004. "On the Robustness of the Fama and French Multifactor Model: Evidence from France, Germany, and the United Kingdom," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 3(2), pages 155-176, August.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (1) 2015-10-25. Author is listed
  2. NEP-EXP: Experimental Economics (1) 2015-10-25. Author is listed

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