Kerry McCullough is an Associate Professor and the Academic Leader of Finance in the School of Accounting, Economics and Finance at the University of KwaZulu-Natal. She has more than 10-years’ experience teaching and researching in the field of finance. Kerry holds a PhD in Finance, a Post Graduate Diploma in Higher Education, a Higher Education Leadership and Management (HELM) Certificate, and a Diploma in Insolvency Law and Practice. She was elected to the Southern African Finance Association’s (SAFA) committee in 2019, and to Chairperson in 2021. One of her education-based research interests focused on developing and supporting first-time researchers. She has published in both local and international academic journals, with papers in the Investment Analysts Journal, the Journal for Studies in Economics and Econometrics and Innovations in Education and Teaching International, amongst others.
Academic Qualifications
PhD (Finance) (UKZN)
MCom (Finance) (UKZN)
BCom (Honours) (Cum Laude) (Finance) (UKZN)
BCom (Economics and Finance) (UKZN)
Diploma in Insolvency Law and Practice (AIPSA and UP)
Professional Qualifications
Ongoing: Post Graduate Certificate in Higher Education (UKZN)
Mentorship and Supervision of First Time Researchers
Business Education
Market Efficiency
Exchange Traded Funds
Cost-Benefit Applications for Personal Finance
Publications
Nyandeni, A., Marais, M. & McCullough, K. (Forthcoming). Dividend Announcements, Share Returns and Trading Volumes on the Johannesburg Stock Exchange. Afro-Asian J. Finance and Accounting, (X)Y, xx-xx.
Tsunga, K.R., Moores-Pitt, P. & McCullough, K., (2021). The Modeling of South African Exports with Stock Market Liquidity. African Journal of Business and Economic Research, 16(1), 67-91.
Charteris, A. & McCullough, K. (2020). Tracking Error vs. Tracking Difference: Does it Matter? Investment Analyst Journal. 49(3): DOI: https://doi.org/10.1080/10293523.2020.1806480.
Tsunga, K.R., Moores-Pitt, P. & McCullough, K., (2020). A Non-Linear Analysis of South
African Exports and Selected Macroeconomic Variables, International Journal of Economics and Finance Studies, 12(2), 436-452.
Chipunza, K.J., Tsunga, K.R. & McCullough, K. (2020). Price Discovery of South African Stocks Cross-Listed on the New York Stock Exchange. Cogent Economics and Finance. 8(1), DOI: https://doi.org/10.1080/23322039.2020.1810879.
McCullough, K. (2018). Intraday Information Transmission in the South African Equities Market. African Finance Journal. 20(2), 1-20.
McCullough, K., Murray, M. & Strydom, B. (2018). Volatility Spillover between the FTSE/JSE Top 40 Index and Index Futures: A BEKK-GARCH and DCC-GARCH Approach. The Journal for Studies in Economics and Econometrics. 42(1), 63-86.
Chipunza, K.J. & McCullough, K. (2018). The Impact of Internationalisation on Stock Liquidity and Volatility. The Journal of Economic and Financial Sciences. 11(1), a161, 1-11.
McCullough, K. & Munro, M. (2018). Finance Students’ Experience of Lecture-Based Active Learning Tasks. Innovations in Education and Teaching International. 55(1), 65-73.
McCullough, K. (2017). Price Discovery on the Johannesburg Stock Exchange: Examining the Impact of the SATRIX Top 40 Exchange Traded Fund. African Review of Economics and Finance. 9(1), 191-213.
Strydom, B., Charteris, A. & McCullough, K. (2015). Relative Tracking Ability of South African Exchange Traded Funds & Index Funds. The Investment Analysts Journal. 44(2), 117-133.
McCullough, K., Murray, M. & Strydom, B. (2014). Market Efficiency and Price Discovery: A Comment on Futures Rollover Practices. Journal of Contemporary Management. 11, 367-384.
McCullough, K. & Strydom, B. (2013). The Efficiency of the South African White Maize Futures Market. Agrekon. 52(3), 18-33.
