Graham Bornholt : Citation Profile

Griffith University

4

H index

3

i10 index

81

Citations

RESEARCH PRODUCTION:

11

Articles

2

Papers

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 6
   Journals where Graham Bornholt has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 3 (3.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo478
   Updated: 2026-02-14    RAS profile: 2021-06-08    
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Relations with other researchers

Works with:

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

Is cited by:

Zaremba, Adam (13)

Umutlu, Mehmet (4)

Suh, Sangwon (2)

Alves, Paulo (2)

Plastun, Alex (2)

GUPTA, RANGAN (2)

Khan, Muhammad (2)

Troster, Victor (2)

Taamouti, Abderrahim (2)

Shahzad, Syed Jawad Hussain (2)

Wied, Dominik (2)

Cites to:

Fama, Eugene (19)

French, Kenneth (18)

Thaler, Richard (7)

Balvers, Ronald (7)

Richards, Anthony (7)

Wu, Yangru (7)

Titman, Sheridan (6)

Shleifer, Andrei (6)

Newey, Whitney (5)

Grinblatt, Mark (5)

West, Kenneth (5)

Main data

Where Graham Bornholt has published?

Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money3
Abacus2

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 (2025 and 2024)

YearTitle of citing document
2025Assessing Dynamic Connectedness in Global Supply Chain Infrastructure Portfolios: The Impact of Risk Factors and Extreme Events. (2025). Wang, Haibo. In: Papers. RePEc:arx:papers:2508.04858.

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2025Pricing anomalies in a general equilibrium model with biased learning. (2025). Bottazzi, Giulio ; Antico, Andrea ; Giachini, Daniele. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000085.

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2024Why isnt composite equity issuance favored by the stock market? A risk-based explanation for the anomaly. (2024). Yu, Huaibing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002205.

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2025Assessing dynamic connectedness in global supply chain infrastructure portfolios: The impact of risk factors and extreme events. (2025). Wang, Haibo. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000936.

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2025A factor model for the cross-section of country equity risk premia. (2025). Fieberg, Christian ; Cakici, Nusret ; Zaremba, Adam ; Liedtke, Gerrit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002875.

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2024Evaluation of the potential of infrastructure funds: The case of inland waterways in Germany. (2024). Schultmann, Frank ; Wiens, Marcus ; Wehrle, Rebecca. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005092.

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2024Post-Earnings Announcement Drift, Momentum, and Contrarian Strategies in the Saudi Stock Market: Risk Explanation vs. Behavioral Explanation. (2024). Boussaidi, Ramzi ; Alsaggaf, Majed Ibrahim. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01648-4.

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Works by Graham Bornholt:

YearTitleTypeCited
2013The Failure of the Capital Asset Pricing Model ( CAPM ): An Update and Discussion In: Abacus.
[Full Text][Citation analysis]		article14
2017What is an Investment Projects Implied Rate of Return? In: Abacus.
[Full Text][Citation analysis]		article4
2007Extending the capital asset pricing model: the reward beta approach In: Accounting and Finance.
[Full Text][Citation analysis]		article3
2013Long-term return reversal: Evidence from international market indices In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article29
2015Industry long-term return reversal In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2020Long-term time series reversal: International evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2014Long-term U.S. infrastructure returns and portfolio selection In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2010Predictability of future index returns based on the 52-week high strategy In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article3
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 nother version. Agregated cites: 3		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]		article2
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]		article5

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