Graham N. Bornholt

Griffith University - Department of Accounting, Finance and Economics

Senior Lecturer in Finance

Gold Coast Campus

Gold Coast QLD, 4222

Australia

SCHOLARLY PAPERS

13

DOWNLOADS
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CITATIONS
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Top 28,817

in Total Papers Citations

8

Scholarly Papers (13)

1.

Extending the CAPM: The Reward Beta Approach

Number of pages: 24 Posted: 14 Jun 2006
Graham N. Bornholt
Griffith University - Department of Accounting, Finance and Economics
Downloads 593 (32,544)
Citation 1

Abstract:

CAPM, Asset pricing, Reward beta, Size effect, Book to market effect

2.

The Failure of the Capital Asset Pricing Model (CAPM): An Update and Discussion

Number of pages: 13 Posted: 28 Feb 2013
Graham N. Bornholt
Griffith University - Department of Accounting, Finance and Economics
Downloads 415 (34,629)

Abstract:

beta effect, value effect, momentum effect, CAPM, cost of equity

3.

Expected Utility and Mean-Risk Asset Pricing Models

Number of pages: 15 Posted: 03 Aug 2006
Graham N. Bornholt
Griffith University - Department of Accounting, Finance and Economics
Downloads 339 (64,392)
Citation 4

Abstract:

CAPM, Asset pricing, Mean-risk, Expected utility, Semivariance

4.

Long-Term Return Reversal: Evidence from International Market Indices

Number of pages: 32 Posted: 01 Aug 2012 Last Revised: 27 Feb 2013
Mirela Malin and Graham N. Bornholt
Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads 321 (65,215)

Abstract:

contrarian effect, international financial integration, developed markets, emerging markets

5.

Predictability of Future Index Returns Based on the 52-Week High Strategy

Number of pages: 22 Posted: 26 Nov 2010
Mirela Malin and Graham N. Bornholt
Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads 205 (113,596)

Abstract:

52-week high, momentum, emerging markets, index returns

6.

Strong and Weak Momentum Components: Evidence From International Market Indices

Number of pages: 9 Posted: 26 Aug 2013 Last Revised: 18 Aug 2014
Graham N. Bornholt and Mirela Malin
Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads 204 (105,697)

Abstract:

early-stage, momentum effect, developed markets, emerging markets, indices

7.

Share Issuance Effects in the Cross-Section of Stock Returns

Number of pages: 28 Posted: 10 Jun 2012
David P. Lancaster and Graham N. Bornholt
Reserve Bank of Australia and Griffith University - Department of Accounting, Finance and Economics
Downloads 145 (131,232)

Abstract:

share issuance, asset pricing, cross-sectional return, asset growth, mispricing

8.

Long-Term U.S. Infrastructure Returns and Portfolio Selection

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 31 Posted: 22 Aug 2011 Last Revised: 28 Oct 2011
Griffith University, Griffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 139 (144,801)

Abstract:

Infrastructure, portfolio selection, asset pricing, mean variance, conditional-value-at-risk

9.

Extending the Capital Asset Pricing Model: The Reward Beta Approach

Accounting and Finance, Vol. 47, No. 1, pp. 69-83, March 2007
Number of pages: 15 Posted: 27 Feb 2007
Graham N. Bornholt
Griffith University - Department of Accounting, Finance and Economics
Downloads 45 (327,273)
Citation 3

Abstract:

10.

Industry Long-Term Return Reversal

Number of pages: 35 Posted: 18 Jun 2015
Graham N. Bornholt, Omar Gharaibeh and Mirela Malin
Griffith University - Department of Accounting, Finance and Economics, Griffith University - Griffith Business School and Griffith University - Department of Accounting, Finance and Economics
Downloads 37 (198,281)

Abstract:

late-stage contrarian, reversal, mergers, acquisitions

11.

Seasoned Equity Offerings by New Economy Companies in Australia

Number of pages: 35 Posted: 04 Dec 2010
Zoltan Murgulov and Graham N. Bornholt
Monash University - Department of Accounting and Finance and Griffith University - Department of Accounting, Finance and Economics
Downloads 34 (356,266)

Abstract:

Initial and Seasoned Equity Offerings, Signalling, New Economy, Australia

12.

Evidence on Industry Cost of Equity Estimators

The International Journal of Business and Finance Research, v. 8 (4) p. 1-15, 2014
Number of pages: 16 Posted: 12 Dec 2014
Omar Gharaibeh, Graham N. Bornholt and Michael J. Dempsey
Griffith University - Griffith Business School, Griffith University - Department of Accounting, Finance and Economics and RMIT University - School of Economics, Finance, and Marketing
Downloads 27 (339,546)

Abstract:

Cost of Equity, Defensive Industries, Constant Beta

13.

Trading Volume and Momentum: The International Evidence

Multinational Finance Journal, Vol. 19, No. 4, p. 267-313, 2015
Number of pages: 47 Posted: 24 Nov 2015
Graham N. Bornholt, Paul Dou and Mirela Malin
Griffith University - Department of Accounting, Finance and Economics, Monash University and Griffith University - Department of Accounting, Finance and Economics
Downloads 0 (114,120)

Abstract:

early stage momentum, national culture, volume effect, turnover, individualism