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.
- PhD (Accounting and Finance), University of Newcastle, 15/02/2010
- Master of Philosophy (Finance), Australian National University
- Bachelor of Mathematics and Finance, University of Wollongong
Focus Area: Accounting and Finance
Katherine’s current research interests are in the examination of market efficiency. Markets of interest include financial markets and prediction markets. She is also interested in derivative pricing and quantitative risk measurements.
Fields of Research
|159900||Other Commerce, Management, Tourism And Services||65|
|140299||Applied Economics Not Elsewhere Classified||35|
- Derivatives and Risk Management
- International Finance
- International Financial Management
For publications that are currently unpublished or in-press, details are shown in italics.
Click on a category title below to expand the list of citations for that specific category.
Journal article (5 outputs)
|2014||McCredie B, Docherty P, Easton S, Uylangco K, '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 (2014) [C1]|
|2013||Easton S, Pinder S, Uylangco K, 'A case study of short-sale constraints and limits to arbitrage', Journal of Banking & Finance, 37 3924-3929 (2013) [C1]|
|2010||Uylangco KM, Easton SA, Faff R, 'The equity and efficiency of the Australian share market with respect to director trading', Accounting Research Journal, 23 5-19 (2010) [C1]|
|2010||Easton SA, Uylangco KM, 'Forecasting outcomes in tennis matches using within-match betting markets', International Journal of Forecasting, 26 564-575 (2010) [C1]|
|2007||Easton SA, Uylangco KM, 'An Examination of In-Play Sports Betting Markets Using One-Day Cricket Matches', Journal of Prediction Markets, 1 93-109 (2007) [C1]|
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Conference (1 outputs)
Grants and Funding
|Number of grants||1|
Click on a grant title below to expand the full details for that specific grant.
2010 (1 grants)
Foreign Exchange Contracts for Difference in Australia$4,803
Funding Body: University of Newcastle
|Doctor Katherine Uylangco|
|New Staff Grant||Chief Investigator|
|Total Amount||Funding Start||Funding Finish|
|Number of current supervisions||2|
|Total current UoN PhD EFTSL||0.8|
For supervisions undertaken at an institution other that the University of Newcastle, the institution name is listed below the program name.
|Program||Supervisor Type||Research Title|
|2013||2017||PhD (Accounting & Finance)||Co-Supervisor||Return Predictability of Emerging Stock Markets Using Combination Forecast and Regime Switching Models|
|2011||2015||PhD (Accounting & Finance)||Co-Supervisor||The Channels of Monetary Policy on Australian Financial Markets|
Dr Katherine Uylangco
Newcastle Business School
Faculty of Business and Law
The University of Newcastle, Australia
|Focus Area||Accounting and Finance|
Social Sciences Building,
Callaghan NSW 2308