Dr Ancus SHUM (岑懷恩博士)
PhD (University of East Anglia, UK)
Master (University of Leicester, UK)
BBA (Lingnan University, HK)
Senior Lecturer
Department of Economics and Finance
Office: D753
Tel :(852) 3963 5657
Email : ancusshum@hsu.edu.hk
Biography
Dr SHUM received her doctorate in Economics from University of East Anglia. She has held a number of research and teaching positions at Lingnan University, Hong Kong Baptist University and University of East Anglia (UEA). She has taught undergraduate and postgraduate courses at UEA. Before joining Hang Seng Management College, she worked as a senior project officer (research) at Pan Sutong Shanghai-Hong Kong Economic Policy Research Center, Lingnan University. Her research interests are in time series analysis and panel data econometrics.Research and Teaching Interests
- Time Series Analysis and Panel Data Analysis
Intellectual Contributions (Publications, Conferences, Books, Book Chapters, etc.)
- Shum, W.Y. (2020). Modelling Conditional Skewness: Heterogeneous Beliefs, Short Sale Restrictions and Market Declines. North American Journal of Economics and Finance. 51, 101070. doi.org/10.1016/j.najef.2019.101070
- Shum, W.Y. & Cheng, W.W (2019), Pairs Trading with Bitcoin, The Hang Seng University of Hong Kong Business Review, 2(2), pp. 51-58.
