That applies to a lot of yorkies. Perhaps this might help you:
There is a multitude of shampoos, both dog and human, and more coming onto the market every day.It's just a matter of personal preference. Coats will react to different types of water also.We live in the country and have well water. Well water is very hard and takes that much more soap or shampoo to make any kind of a lather. For this reason we installed a water softener. My preference is Johnson & Johnson's Baby Shampoo. In my experience I find it leaves the hair shiny like no other shampoo and doesn't weigh the hair down.Yorkies tend to have greasy hair and for this reason a once a week bath does wonders and makes them smell nice also. Once a month I use a clarifying shampoo to get rid of the residue.You can be using the greatest shampoo in the world, but once in a while you should change to prevent buildup.I alternate between three that have worked for me, Vidal Sasoon shampoo,Pert,and Head and Shoulders when I change away from the baby shampoo.
http://www.puppypuddles.com/YORKIEGROOMING.html