Dr Katherine Uylangco
Faculty of Business & Law,
School of Economics & Finance
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
Personal details
Positions
- Senior Lecturer
Faculty of Business & Law,
School of Economics & Finance
Research field
Banking, finance and investment
Field of Research code, Australian and New Zealand Standard Research Classification (ANZSRC), 2020
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/
Teaching
Current Teaching: Investments Previous Teaching:Data Analysis, Financial Management, Corporate Finance, Advanced Managerial Finance, International Finance, Derivatives and Risk Management, Foundations of Business Analysis (Business Statistics), Financial Markets and Institutions
Publications
- Samarasinghe, A. & Uylangco, K. (2022). Stock market liquidity and traditional sources of bank business. Accounting and Finance, 62(3), 3107–3145. https://eprints.qut.edu.au/230022
- Samarasinghe, A. & Uylangco, K. (2021). An examination of the effect of stock market liquidity on bank market power. International Review of Financial Analysis, 77. https://eprints.qut.edu.au/212459
- Hodgson, A., Seamer, M. & Uylangco, K. (2020). Does stronger corporate governance constrain insider trading? Asymmetric evidence from Australia. Accounting and Finance, 60(3), 2665–2687. https://eprints.qut.edu.au/130866
- Bahrami, A., Shamsuddin, A. & Uylangco, K. (2019). Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach. Pacific-Basin Finance Journal, 55, 142–160. https://eprints.qut.edu.au/130872
- Bahrami, A., Shamsuddin, A. & Uylangco, K. (2018). Out-of-sample stock return predictability in emerging markets. Accounting and Finance, 58(3), 727–750. https://eprints.qut.edu.au/222977
- 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, 46, 46–61. https://eprints.qut.edu.au/221160
- 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, 41(4), 699–718. https://eprints.qut.edu.au/86546
- 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, 29, 261–271. https://eprints.qut.edu.au/86545
- Easton, S., Pinder, S. & Uylangco, K. (2013). A case study of short-sale constraints and limits to arbitrage. Journal of Banking and Finance, 37(10), 3924–3929. https://eprints.qut.edu.au/86507
- Easton, S. & Uylangco, K. (2010). Forecasting outcomes in tennis matches using within-match betting markets. International Journal of Forecasting, 26(3), 564–575. https://eprints.qut.edu.au/86543
QUT ePrints
For more publications by Katherine, explore their research in QUT ePrints (our digital repository).
Supervision
Completed supervisions (Doctorate)
The supervisions listed above are only a selection.