Shiyun Wang

University of Sheffield - School of Management

Dr.

9 Mappin Street

Sheffield, S1 4DT

United Kingdom

  • University of Sheffield - School of Management

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

A Critical Examination of Orthogonal Regression

Number of pages: 40 Posted: 16 Jul 2003
Gishan Dissanaike and Shiyun Wang
University of Cambridge - Judge Business School and University of Sheffield - School of Management
Downloads 1,180 (20,782)
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Orthogonal Regression, Errors-in-Variables, OLS

2.

Is the January Effect Economically Exploitable? Evidence from Athens Stock Exchange

Number of pages: 31 Posted: 09 Dec 2002
Theocharis Koutianoudis and Shiyun Wang
University of Manchester - Division of Accounting and Finance and University of Sheffield - School of Management
Downloads 749 (39,699)
Citation 2

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Emerging markets, January Effect, Market efficiency

3.

Dependence of the Intraday Nikkei Stock Index Futures

Number of pages: 31 Posted: 24 Jun 2002
Shiyun Wang
University of Sheffield - School of Management
Downloads 469 (72,543)

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Return predictability, Intraday behaviour, Market efficiency, Overreaction

4.

Time Varying Prediction of UK Asset Returns

Posted: 24 Jun 2003
Jiang Liu, Ke Peng and Shiyun Wang
University of Manchester - Division of Accounting and Finance, University of Bradford - School of Management and University of Sheffield - School of Management

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Market efficiency, Return predictability