Personal details
- Name
- Dr Katherine Uylangco
- Position(s)
- Senior Lecturer
QUT Business School,
Economics and Finance - Discipline *
- Banking, Finance and Investment
- Phone
- +61 7 3138 6685
- katherine.uylangco@qut.edu.au
- Location
- View location details (QUT staff and student access only)
- Qualifications
-
Doctor of Philosophy (Finance) (University of Newcastle)
- Professional memberships
and associations Member of Financial Resesarch Network (FIRN), website: http://www.firn.org.au/
Member of Accounting and Finance Association Australia and New Zealand (AFAANZ), website: http://www.afaanz.org/
Biography
Academic Experience
Prior to working for QUT, Katherine received her PhD from the University of Newcastle and then continued to work as a lecturer at the University of Newcastle for approximately 5 years.
Industry Experience
Prior to studying for her PhD, Katherine worked in Financial Intelligence for the Attorney General’s Department, Australian Customs Services and AUSTRAC. She has also been employed as a forecaster for economic consultancy Econtech, and prior to that she worked in asset consulting with Towers Perrin. Katherine also has experience working in funds management with BT Funds Management.
Research Interests
Current research topics include:
- Issues in director trading
- Non-parametric techniques in asset pricing
- Prediction markets
- Regime switching and forecast models
- Value-at-Risk
- Derivative pricing
- Market Efficiency
Teaching
Current Teaching:
Data Analysis, Financial Management and Investments
Previous Teaching:
Corporate Finance, Advanced Managerial Finance, International Finance, Derivatives and Risk Management, Foundations of Business Analysis (Business Statistics), Financial Markets and Institutions
Publications
- Bahrami A, Shamsuddin A, Uylangco K, (2019) Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach, Pacific Basin Finance Journal p142-160
- Hodgson A, Seamer M, Uylangco K, (2018) Does stronger corporate governance constrain insider trading? Asymmetric evidence from Australia, Accounting and Finance p1-23
- Bahrami A, Shamsuddin A, Uylangco K, (2018) Out-of-sample stock return predictability in emerging markets, Accounting and Finance p727-750
- McCredie B, Docherty P, Easton S, Uylangco K, (2016) The channels of monetary policy triggered by central bank actions and statements in the Australian equity market, International Review of Financial Analysis p46-61
- Uylangco K, Li S, (2016) An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III, Australian Journal of Management p699-718
- McCredie B, Docherty P, Easton S, Uylangco K, (2014) The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market, Pacific Basin Finance Journal p261-271
- Easton S, Pinder S, Uylangco K, (2013) A case study of short-sale constraints and limits to arbitrage, Journal of Banking and Finance p3924-3929
- Easton S, Uylangco K, (2010) Forecasting outcomes in tennis matches using within-match betting markets, International Journal of Forecasting p564-575
- Uylangco K, Easton S, Faff R, (2010) The equity and efficiency of the Australian share market with respect to director trading, Accounting Research Journal p5-19
For more publications by this staff member, visit QUT ePrints, the University's research repository.