Shiyun Wang

University of Sheffield - School of Management

Dr.

9 Mappin Street

Sheffield, S1 4DT

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 21,495

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Top 21,495

in Total Papers Downloads

2,344

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (4)

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 1,138 (18,964)
Citation 1

Abstract:

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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 743 (34,958)
Citation 2

Abstract:

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Emerging markets, January Effect, Market efficiency

3.

Dependence of the Intraday Nikkei Stock Index Futures

EFMA 2002 London Meetings
Number of pages: 31 Posted: 24 Jun 2002
Shiyun Wang
University of Sheffield - School of Management
Downloads 463 (64,552)

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Return predictability, Intraday behaviour, Market efficiency, Overreaction

4.

Time Varying Prediction of UK Asset Returns

EFMA 2003 Helinksi Meetings
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

Abstract:

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Market efficiency, Return predictability