Graham Bornholt : Citation Profile


Are you Graham Bornholt?

Griffith University

3

H index

0

i10 index

28

Citations

RESEARCH PRODUCTION:

9

Articles

2

Papers

RESEARCH ACTIVITY:

   8 years (2007 - 2015). See details.
   Cites by year: 3
   Journals where Graham Bornholt has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 2 (6.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo478
   Updated: 2019-10-15    RAS profile: 2017-03-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Malin, Mirela (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Graham Bornholt.

Is cited by:

Shahzad, Syed Jawad Hussain (2)

Umutlu, Mehmet (2)

Drew, Michael (1)

Hooy, Chee-Wooi (1)

Bianchi, Robert (1)

Khan, Muhammad (1)

Raza, Naveed (1)

De Moor, Lieven (1)

Suh, Sangwon (1)

Cites to:

Fama, Eugene (18)

French, Kenneth (16)

Balvers, Ronald (6)

Wu, Yangru (6)

Thaler, Richard (5)

Grinblatt, Mark (5)

Titman, Sheridan (5)

Shleifer, Andrei (4)

Vishny, Robert (3)

Newey, Whitney (3)

Richards, Anthony (3)

Main data


Where Graham Bornholt has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
Discussion Papers in Finance / Griffith University, Department of Accounting, Finance and Economics2

Recent works citing Graham Bornholt (2018 and 2017)


YearTitle of citing document
2019Drivers of Stock Market Returns in Sub-Saharan Africa: Evidence from Selected Countries. (2019). Adenutsi, Deodat Emilson ; Amoah, Anthony ; Tetteh, Joseph Emmanuel. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:191-208.

Full description at Econpapers || Download paper

2017The Analysis of 52-Week High Investing Strategy Based on Herding Behavior. (2017). Yi, Chiao ; Kuo, Wen-Hsiu ; Chen, Hsiang-Lan. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:77-106.

Full description at Econpapers || Download paper

2017The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:lobao.

Full description at Econpapers || Download paper

2017The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:2:lobao.

Full description at Econpapers || Download paper

2018Size matters everywhere: Decomposing the small country and small industry premia. (2018). Umutlu, Mehmet ; Zaremba, Adam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:1-18.

Full description at Econpapers || Download paper

2018Sentiment-based momentum strategy. (2018). Suh, Sangwon ; Kim, Byungoh. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:52-68.

Full description at Econpapers || Download paper

2018Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted. (2018). Ni, Yensen ; Day, Min-Yuh ; Huang, Paoyu ; Cheng, Yirung. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:501:y:2018:i:c:p:188-204.

Full description at Econpapers || Download paper

2018Country Risk and Expected Returns Across Global Equity Markets. (2018). Zaremba, Adam. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:4:p:374-398.

Full description at Econpapers || Download paper

2017Searching for a listed infrastructure asset class using mean–variance spanning. (2017). Blanc-Brude, Frederic ; Wilde, Simon ; Whittaker, Timothy. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0286-z.

Full description at Econpapers || Download paper

2017Profitability of the Momentum Strategies in the Tunisian Stock Market. (2017). Boussaidi, Ramzi ; Hmida, Chaima . In: Business and Economic Research. RePEc:mth:ber888:v:7:y:2017:i:1:p:17-32.

Full description at Econpapers || Download paper

2017Nexuses between economic factors and stock returns in China. (2017). Khan, Muhammad Kamran ; Chaudhary, Sunil Kumar ; Parviaz, Javed . In: MPRA Paper. RePEc:pra:mprapa:81017.

Full description at Econpapers || Download paper

2017Investing strategies as continuous rising (falling) share prices released. (2017). Wu, Manhwa ; Ni, Yensen ; Huang, Paoyu. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9377-3.

Full description at Econpapers || Download paper

2018Transport infrastructure equities in mixed-asset portfolios: estimating risk with a Garch-Copula CVaR model. (2018). Chakkalakal, Louis ; Li, Wenwei ; Hommel, Ulrich. In: Journal of Property Research. RePEc:taf:jpropr:v:35:y:2018:i:2:p:117-138.

Full description at Econpapers || Download paper

Works by Graham Bornholt:


YearTitleTypeCited
2013The Failure of the Capital Asset Pricing Model ( CAPM ): An Update and Discussion In: Abacus.
[Full Text][Citation analysis]
article7
2007Extending the capital asset pricing model: the reward beta approach In: Accounting and Finance.
[Full Text][Citation analysis]
article2
2013Long-term return reversal: Evidence from international market indices In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article9
2015Industry long-term return reversal In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article1
2014Long-term U.S. infrastructure returns and portfolio selection In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article4
2010Predictability of future index returns based on the 52-week high strategy In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article1
2009Predictability of Future Index Returns based on the 52 Week High Strategy.(2009) In: Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010Enhancing Contrarian Strategies: Evidence from Developed Markets Indices In: Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
2014Evidence on Industry Cost of Equity Estimators In: The International Journal of Business and Finance Research.
[Full Text][Citation analysis]
article0
2015Trading Volume and Momentum: The International Evidence In: Multinational Finance Journal.
[Full Text][Citation analysis]
article1
2011Is the 52-week high effect as strong as momentum? Evidence from developed and emerging market indices In: Applied Financial Economics.
[Full Text][Citation analysis]
article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team