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May 1, 2013 at 21:14 comment added Philip Engel Thanks for the reference, this is exactly what I was looking for.
May 1, 2013 at 13:10 comment added naf The Picard group of $M_g$ is known to be isomorphic to $\mathbb{Z}$ for $g \geq 3$ by a theorem of Harer and it is also known (you can search papers of Farkas for a precise reference, I don't recall one right now) that the class of the locus of effective even theta characteristics is non-zero in this group. It follows that there can be no complete curves in the complement of this locus.
May 1, 2013 at 12:28 history edited user9072
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Apr 30, 2013 at 10:25 history asked Philip Engel CC BY-SA 3.0