People

Associate Professor Stephen Sault

Research School of Finance, Actuarial Studies & Statistics

Position: Director, Research School of Finance, Actuarial Studies and Statistics
Email: stephen.sault@anu.edu.au
Phone: +61 2 612 (+61) 2 612 54869
Office: Room 4.42, CBE Bld (26C)

Associate Professor Stephen Sault

Publications

Sault, S., 2005, “Movements in Australian Stock Volatility – A Disaggregated Approach”, Australian Journal of Management, Vol 30, No 2, pp. 303 - 320.

Sault, S., 2007, “A Disaggregated Analysis of Movements in East Asian Regional Stock Volatility”, Australian Journal of Management, Vol 32, No 2, pp. 251 - 270.

Bettman, J., Sault, S., and Schultz, E., 2009, “Fundamental and Technical Analysis: Substitutes or Complements?”, Accounting and Finance, Vol 49, No 1, pp. 21 - 36. 

Bettman, J., Maher, T., and Sault, S., 2009, “Momentum Profits in the Australian Equity Market: A Matched Firm Approach”, Pacific-Basin Finance Journal, Vol 17, Issue 5, pp. 565 - 579.

Bettman, J., Sault, S., and Von Reibnitz, A., 2010, “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.

Drienko, J., and Sault, S., 2011, “The Impact of Company Responses to Exchange Queries on the Australian Equity Market”, Accounting and Finance, Vol 51, No 4, pp. 923 –945.

Bettman, J., Ng, W., and Sault, S., 2011, “The Economic Significance of Trading Based on the Size Effect in Australia”, Australian Journal of Management, Vol. 36, No 1, pp. 59 – 74.

Bettman, J., Kosev, M., and Sault, S., 2011, “Exploring the Asset Growth Effect in the Australian Equity Market,” Australian Journal of Management, Vol. 36, No. 2, pp. 200 – 216.

Drienko, J & Sault, S 2013, 'The intraday impact of company responses to exchange queries', Journal of Banking and Finance, vol. 37, no. 12, pp. 4810-4819.

Siau, K, Sault, S & Warren, G 2015, 'Are Imputation Credits Capitalised Into Stock Prices?', Accounting and Finance, vol. 55, no. 1, pp. 241 – 277. 

Drienko, J., Sault, S., von Reibnitz, A., 2017. Company Response to Exchange Queries in Real Time, Pacific-Basin Finance Journal, vol. 45, pp. 116-141. 

Updated:   21 April 2015 / Responsible Officer:  CBE Communications and Outreach / Page Contact:  College Web Team