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Predictability of future index returns based on the 52-week high strategy

Malin, Mirela; Bornholt, Graham - In: The quarterly review of economics and finance : journal … 50 (2010) 4, pp. 501-508

Persistent link: https://www.econbiz.de/10009248548

Long-term return reversal : evidence from international market indices

Malin, Mirela; Bornholt, Graham - In: Journal of international financial markets, … 25 (2013), pp. 1-17

Persistent link: https://www.econbiz.de/10009762817

Trading volume and momentum : the international evidence

Bornholt, Graham; Duo, Paul; Malin, Mirela - In: Multinational finance journal : MF ; quarterly … 19 (2015) 3/4, pp. 267-313

Persistent link: https://www.econbiz.de/10011434228

Industry long-term return reversal

Bornholt, Graham; Gharaibeh, Omar; Malin, Mirela - In: Journal of international financial markets, … 38 (2015), pp. 65-78

Persistent link: https://www.econbiz.de/10011475165

Long-term time series reversal : international evidence

Kobinger, Sonja; Bornholt, Graham; Malin, Mirela - In: Journal of international financial markets, … 65 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012495738

Is the 52-week high effect as strong as momentum? Evidence from developed and emerging market indices

Bornholt, Graham; Malin, Mirela - In: Applied Financial Economics 21 (2011) 18, pp. 1369-1379

Existing research shows that a strategy based on the 52-week high prices of individual stocks explains momentum and is able to forecast returns. Given that the momentum strategy based on international market indices is also known to be profitable, we investigate the profitability of the 52-week...

Persistent link: https://www.econbiz.de/10009278617

Predictability of future index returns based on the 52-week high strategy

Malin, Mirela; Bornholt, Graham - In: The quarterly review of economics and finance : journal … 50 (2010) 4, pp. 501-509

Persistent link: https://www.econbiz.de/10008705542

Is the 52-week high effect as strong as momentum? Evidence from developed and emerging market indices

Bornholt, Graham; Malin, Mirela - In: Applied financial economics 21 (2011) 18, pp. 1369-1380

Persistent link: https://www.econbiz.de/10009185344

Enhancing Contrarian Strategies: Evidence from Developed Markets Indices

Malin, Mirela; Bornholt, Graham - Department of Accounting, Finance and Economics, … - 2010

Persistent link: https://www.econbiz.de/10008456254

Predictability of Future Index Returns based on the 52 Week High Strategy

Malin, Mirela; Bornholt, Graham - Department of Accounting, Finance and Economics, … - 2009

Persistent link: https://www.econbiz.de/10008456257