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

14

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3,753

SSRN CITATIONS
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Top 31,733

in Total Papers Citations

8

CROSSREF CITATIONS

11

Scholarly Papers (14)

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 - Department of Accounting, Finance and Economics
Downloads 766 (31,628)

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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 - Department of Accounting, Finance and Economics
Downloads 644 (39,967)
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 - Department of Accounting, Finance and Economics
Downloads 426 (67,555)
Citation 5

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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 - Department of Accounting, Finance and Economics
Downloads 375 (78,494)
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 - Department of Accounting, Finance and Economics, Monash University and Griffith University - Department of Accounting, Finance and Economics
Downloads 305 (99,116)

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

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 250 (122,336)

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

7.

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 224 (136,502)

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

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 - Department of Accounting, Finance and Economics
Downloads 218 (140,170)
Citation 1

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

9.

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 198 (153,391)

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late-stage contrarian, reversal, mergers, acquisitions

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: 28 Oct 2011
Griffith University, Griffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 189 (160,210)

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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 - Department of Accounting, Finance and Economics and TDT University
Downloads 52 (382,135)

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Cost of Equity, Defensive Industries, Constant Beta

12.

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 46 (402,691)
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13.

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 - Department of Accounting, Finance and Economics
Downloads 39 (429,046)

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

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 - Department of Accounting, Finance and Economics
Downloads 20 (540,808)

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

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

Abacus, Vol. 53, Issue 4, pp. 513-526, 2017
Number of pages: 14 Posted: 17 Dec 2017
Graham N. Bornholt
Griffith University - Department of Accounting, Finance and Economics
Downloads 1 (685,492)
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Implied duration, IRR bias, Net present value, Project evaluation