I have a list of Students. What should I use for heading of Students.
Student Names or Student's Names or Student's Name
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For a list, use "Student Names" or "Students' Names". Remember that nouns can function as adjectives in English. If you want to show group possession, you put an apostrophe after the "s". The second way is considered a fancier way of writing it since most native English speakers rarely use the plural-possessive apostrophe even though it's well-accepted.
For a table-column heading, use "Student Name". Again, remember that nouns can function as adjectives in English. "Student's Name" is also correct, but it's more verbose and doesn't have any advantages over "Student Name".
"Student's Names" is wrong in general English. (Technically, this is also correct for a table and describing the names of a single student, but you will never see this in practice; instead, you will see things like "Student's Full Name" or "Student's First and Last Name".)
I would use Student's Name. The way I understand the question, the names are being put into a column. Normally, the column heading is taken to refer to the data inside one of the cells. The data inside a cell is a student's name. There are not many names - so there is no plural and the apostrophe is used to show possession.