About

Introduction

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.

Qualifications

Master of Philosophy (Finance) - Australian National University

Bachelor of Mathematics and Finance - University of Wollongong

Research

Research Interests

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.

Refereed Journal Articles

"An Examination of Within-Match Sports Betting in Tennis Matches", International Journal of Forecasting", (forthcoming)

"The Equity and Efficiency of the Australian Share Market with respect to Director Trading", Accounting Research Journal, (forthcoming)

"An Examination of In-play Sports Betting Using One-Day Cricket Matches", Journal of Prediction Markets, Volume 1(2), 93-109.

Conference Papers

"Pricing Wesfarmers Partially Protected Shares". Presented at the National Conference on Teaching and Modelling in Statistics in December 2009.

"The Equity and Efficiency of the Australian Share Market with respect to Director Trading". Presented at the Finsia-MCFS Banking and Finance Conference in September 2009 and at the Australasian Finance and Banking Conference in December 2009.

An Examination of Within-Match Sports Betting in Tennis Matches". Presented at the Symposium of the Southern Economic Journal, Gambling, Prediction Markets and Public Policy, Nottingham Trent University, UK in September 2008, at the Research School of Social Sciences ANU Economics Program Seminar Series in October 2008 and at the ANU PhD Conference in Economics and Business, November 2008

"An Examination of In-play Sports Betting Using One-Day Cricket Matches". Presented at the Australasian Finance and Banking Conference in December 2005.

Teaching

Teaching Interests

Courses