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  • Faculty Members Directory

    Dr Ancus SHUM

    PhD (University of East Anglia, UK)
    Master (University of Leicester, UK)
    BBA (Lingnan University, HK)

    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.

    Address

    D751, 7/F,
    School of Business
    Lee Quo Wei Academic Building,
    The Hang Seng University of Hong Kong,
    Hang Shin Link, Siu Lek Yuen, Shatin,
    New Territories

    Contact Us

    Tel : (852) 3963 5551
    Email : sbus@hsu.edu.hk
    Facebook : @sbus.hsuhk.edu.hk

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