Graham N. Bornholt

Griffith University

Adjunct Senior Lecturer in Finance

Gold Coast Campus

Gold Coast QLD, 4222

Australia

  • Griffith University

SCHOLARLY PAPERS

15

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5,297

SSRN CITATIONS
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Top 32,551

in Total Papers Citations

18

CROSSREF CITATIONS

7

Scholarly Papers (15)

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1.

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
Downloads 1,772 (15,203)

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

2.

Extending the CAPM: The Reward Beta Approach

Number of pages: 24 Posted: 14 Jun 2006
Graham N. Bornholt
Griffith University
Downloads 688 (59,051)
Citation 1

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

3.

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
Downloads 472 (94,694)
Citation 8

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

4.

Expected Utility and Mean-Risk Asset Pricing Models

Number of pages: 15 Posted: 03 Aug 2006
Graham N. Bornholt
Griffith University
Downloads 419 (108,842)
Citation 4

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

5.

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, Monash University and Griffith University - Department of Accounting, Finance and Economics
Downloads 401 (114,484)
Citation 1

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

6.

Industry Long-Term Return Reversal

Number of pages: 35 Posted: 18 Jun 2015
Graham N. Bornholt, Omar Gharaibeh and Mirela Malin
Griffith University, Griffith University - Griffith Business School and Griffith University - Department of Accounting, Finance and Economics
Downloads 308 (152,819)

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late-stage contrarian, reversal, mergers, acquisitions

7.

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 and Griffith University - Department of Accounting, Finance and Economics
Downloads 280 (168,846)
Citation 2

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

8.

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
Downloads 258 (183,239)
Citation 1

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

9.

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
Downloads 244 (193,623)
Citation 2

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

10.

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: 29 Nov 2021
Michael Francis Howard, Robert J. Bianchi, Robert J. Bianchi, Graham N. Bornholt and Michael E. Drew
Griffith University, Griffith UniversityGriffith University, Griffith University and Griffith University
Downloads 239 (197,562)
Citation 1

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

11.

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 and Ton Duc Thang University (TDTU)
Downloads 86 (443,403)

Abstract:

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Cost of Equity, Defensive Industries, Constant Beta

12.

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 Banking and Finance, Monash Business School and Griffith University
Downloads 51 (580,871)

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

13.

What Is an Investment Project's Implied Rate of Return?

Forthcoming, The Journal Abacus
Number of pages: 20 Posted: 19 Oct 2017
Graham N. Bornholt
Griffith University
Downloads 48 (596,106)

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project evaluation, IRR bias, implied duration, net present value

14.

Industry Cost of Equity: A New Approach

Number of pages: 32 Posted: 18 Aug 2013
Omar Gharaibeh, Graham N. Bornholt and Michael J. Dempsey
Griffith University - Griffith Business School, Griffith University and Ton Duc Thang University (TDTU)
Downloads 17 (802,750)

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15.

Confidences in Hypotheses

Number of pages: 39 Posted: 11 Feb 2022
Graham N. Bornholt
Griffith University
Downloads 14 (829,374)

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Hypotheses assessment, Hypothesis testing, Conditional confidence, Reproducibility, Replication crisis