Katherine Uylangco

Queensland University of Technology - School of Economics and Finance

GPO Box 2434

2 George Street

Brisbane, Queensland 4001

Australia

SCHOLARLY PAPERS

7

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CITATIONS
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6

Scholarly Papers (7)

1.

An Examination of In-Play Sports Betting Using One-Day Cricket Matches

Number of pages: 23 Posted: 30 Nov 2006
Stephen Andrew Easton and Katherine Uylangco
University of Newcastle and Queensland University of Technology - School of Economics and Finance
Downloads 598 (43,550)
Citation 2

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Sports Betting, In-Play Betting, Market Microstructure

2.

An Examination of Within-Match Sports Betting in Tennis Matches

Number of pages: 31 Posted: 02 Jun 2008
Katherine Uylangco and Stephen Andrew Easton
Queensland University of Technology - School of Economics and Finance and University of Newcastle
Downloads 230 (131,163)

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Sports Betting, Within-Match Betting, Market Microstructure, Tennis

3.

The Equity and Efficiency of the Australian Share Market with Respect to Director Trading

22nd Australasian Finance and Banking Conference 2009
Posted: 29 Jul 2009
Katherine Uylangco, Stephen Andrew Easton and Robert W. Faff
Queensland University of Technology - School of Economics and Finance, University of Newcastle and University of Queensland
Downloads 64 (340,792)

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4.

An Analysis of the Australian Foreign Exchange Market Response to Monetary Policy Announcements and Explanatory Minute Releases

25th Australasian Finance and Banking Conference 2012
Number of pages: 28 Posted: 22 Aug 2012 Last Revised: 12 Sep 2013
Queensland University of Technology, Monash University, University of Newcastle and Queensland University of Technology - School of Economics and Finance
Downloads 50 (383,159)

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Monetary policy, Foreign Exchange Market, Global Financial Crisis, Sentiment

5.

An Examination of the Differential Impact of Monetary Policy Announcements and Explanatory Minutes Releases on the Australian Interest Rate Futures Market

26th Australasian Finance and Banking Conference 2013
Number of pages: 33 Posted: 19 Aug 2013
Queensland University of Technology, Monash University, University of Newcastle and Queensland University of Technology - School of Economics and Finance
Downloads 28 (470,804)
Citation 3

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Monetary policy announcement, explanatory minutes, asymmetry, global financial crisis, sentiment

6.

Out‐Of‐Sample Stock Return Predictability in Emerging Markets

Accounting & Finance, Vol. 58, Issue 3, pp. 727-750, 2018
Number of pages: 24 Posted: 17 Sep 2018
Afsaneh Bahrami, Abul Shamsuddin and Katherine Uylangco
University of Newcastle - Newcastle Business School, University of Newcastle (Australia) - Newcastle Business School and Queensland University of Technology - School of Economics and Finance
Downloads 1 (642,869)
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Return predictability, Forecast combination, Advanced emerging markets

7.

An Evaluation of the Effectiveness of Value-at-Risk (VaR) Models for Australian Banks Under Basel III

Australian Journal of Management, Vol. 41, No. 4, 2016
Posted: 04 Nov 2016
Katherine Uylangco and Siqiwen Li
Queensland University of Technology - School of Economics and Finance and James Cook University - Townsville Campus

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Value-at-Risk (VaR), parametric VaR, Monte Carlo simulation, Basel Accords