Stephen Sault

Australian National University (ANU)

Canberra ACT 0200, 2601

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 22,608

SSRN RANKINGS

Top 22,608

in Total Papers Downloads

3,102

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

Fundamental and Technical Analysis: Substitutes or Compliments?

Number of pages: 28 Posted: 02 May 2006
Jenni L. Bettman, Stephen Sault and Emma Welch
Australian National University (ANU), Australian National University (ANU) and Australian National University (ANU) - Faculty of Economics & Commerce
Downloads 2,444 (7,884)
Citation 1

Abstract:

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Equity valuation models, Fundamental information, Technical information

2.

Rumortrage: Can Investors Profit on Takeover Rumors on Internet Stock Message Boards?

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 46 Posted: 06 Aug 2010 Last Revised: 30 Jul 2014
Jenni L. Bettman, Aiden G. Hallett and Stephen Sault
Australian National University (ANU), Goldman Sachs Australia Pty Ltd. and Australian National University (ANU)
Downloads 416 (96,838)
Citation 6

Abstract:

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Internet Stock Message Boards, Price Discovery Process, Takeover, Rumor, Computational Linguistics

Exploring the Asset Growth Effect in the Australian Equity Market

Number of pages: 26 Posted: 08 Jun 2010
Jenni L. Bettman, Mitch Kosev and Stephen Sault
Australian National University (ANU), Australian National University (ANU) and Australian National University (ANU)
Downloads 117 (319,548)
Citation 4

Abstract:

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Asset Growth, Dynamic Panel Methods

Exploring the Asset Growth Effect in the Australian Equity Market

Australian Journal of Management, Vol. 36, No. 2, 2011
Posted: 05 Feb 2012
Jenni L. Bettman, Mitch Kosev and Stephen Sault
Australian National University (ANU), Australian National University (ANU) and Australian National University (ANU)

Abstract:

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asset growth, dynamic panel methods

4.

Company Responses to Exchange Queries in Real Time

Pacific-Basin Finance Journal, Forthcoming, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 53 Posted: 16 Jul 2014 Last Revised: 26 Aug 2016
Jo Drienko, Stephen Sault and Anna Helen von Reibnitz
Australian National University (ANU), Australian National University (ANU) and Australian National University (ANU)
Downloads 77 (414,436)

Abstract:

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Unexplained trading, Query announcement, Event study

5.

Do Rights Matter? An Intraday Analysis of Rights Issues

Number of pages: 40 Posted: 30 Jan 2015
Stephen Sault, Jo Drienko and Wai Han Wong
Australian National University (ANU), Australian National University (ANU) and Australian National University (ANU)
Downloads 48 (521,126)

Abstract:

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Rights issues, Market efficiency, Event study

6.

The Economic Significance of Trading Based on the Size Effect in Australia

Australian Journal of Management, Vol. 36, No. 1, 2011
Posted: 05 Feb 2012
Jenni L. Bettman and Stephen Sault
Australian National University (ANU) and Australian National University (ANU)

Abstract:

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economic significance, size effect

7.

The Impact of Liquidity and Transaction Costs on the 52-Week High Momentum Strategy in Australia

Australian Journal of Management, Vol. 35, No. 3, pp. 227-244, 2010
Posted: 02 Apr 2011
Australian National University (ANU), Australian National University (ANU) and Australian National University (ANU)

Abstract:

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52-week high,economic significance, momentum