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The impact of liquidity and transaction costs on the 52-week high momentum strategy in Australia
Bettman, Jenni L.; Sault, Stephen J.; Reibnitz, Anna H. von - In: Australian journal of management 35 (2010) 3, pp. 227-244
Persistent link: https://www.econbiz.de/10008807099
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The economic significance of trading beased on the size effect in Australia
Bettman, Jenni L.; Ng, Wen Sern Kelvin; Sault, Stephen J. - In: Australian journal of management 36 (2011) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10009152300
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Exploring the asset growth effect in the Australian equity market
Bettman, Jenni L.; Kosev, Mitch; Sault, Stephen J. - In: Australian journal of management 36 (2011) 2, pp. 200-216
Persistent link: https://www.econbiz.de/10009303259
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A disaggregated analysis of movements in East Asian regional stock volatility
Sault, Stephen J. - In: Australian journal of management 32 (2007) 2, pp. 251-270
Persistent link: https://www.econbiz.de/10003628586