Skewness in expected macro fundamentals and the predictability of equity returns: Evidence and theory R Colacito, E Ghysels, J Meng, W Siwasarit The Review of Financial Studies 29 (8), 2069-2109, 2016 | 99 | 2016 |
Capturing the order imbalance with hidden markov model: A Case of SET50 and KOSPI50 P Wu, W Siwasarit Asia-Pacific Financial Markets 27 (1), 115-144, 2020 | 4 | 2020 |
Impact of Bank-Specific and Macroeconomic Determinants on Financial Performance in Commercial Banks–Case Study in Thailand and Vietnam MV KEO, W Siwasarit Thammasat University, 2019 | 3 | 2019 |
The Dow Jones sustainability world index inclusion: Is this a good news for the listed companies in the Stock Exchange of Thailand? N Chinkulkijniwat, W Siwasarit Thammasat University, 2021 | 2 | 2021 |
Co-movements in bonds, stocks and exchange rate: empirical findings and macro-financial linkages P Saengchan, W Siwasarit Faculty of Economics, Thammasat University, 2018 | 2 | 2018 |
The dynamic correlation between cryptocurrency and Thai financial assets with the impact of global macro-level variables T Sakulchaikaew, W Siwasarit Thammasat University, 2022 | 1 | 2022 |
Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory. Online Appendix. R Colacito, E Ghysels, J Meng, W Siwasarit Online Appendix.(August 22, 2015), 2015 | 1 | 2015 |
Forecasting GDP with Many Predictors Using Sparse-Group LASSO MIDAS W Siwasarit Applications of Optimal Transport to Economics and Related Topics, 125-142, 2024 | | 2024 |
Study on the guidelines for the efficient and sustainable management of groundwater usage revenue collection in relation to groundwater usage fees and groundwater preservation … V Sanguanwongse, M Luksamee-Arunothai, S Harnphattananusorn, ... Environmental and Sustainability Indicators 23, 100449, 2024 | | 2024 |
Energy Price Reform and Impacts on Social Welfare (in Thai) P Sirasoontorn, P Wongcharoen, W Siwasarit, S Rungsuriyawiboon Asian Journal of Applied Economics/Applied Economics Journal 29 (2), 16-44, 2022 | | 2022 |
Investigation of the exchange rate exposures of Thai sectors through hot money effect and foreign exchange exposure P Korcharoenkiat, W Siwasarit Thammasat University, 2022 | | 2022 |
How monetary policy announcements from domestic and foreign policy makers affect the stock market in Thailand? S Prasertwuti, W Siwasarit Thammasat University, 2022 | | 2022 |
ESG ratings and stock performance during the COVID-19 crisis: evidence from Asian markets C Chang, W Siwasarit Thammasat University, 2022 | | 2022 |
การ กา หน ด ราคา พลังงาน และ ผล กระทบ ท มี่ ี ต่อ สวัสดิการ ของ สังคม P Sirasoontorn, P Wongcharoen, W Siwasarit, S Rungsuriyawiboon Applied Economics Journal 29 (2), 16-44, 2022 | | 2022 |
Is income diversification beneficial for Thai banking? MSP NORNG, W Siwasarit Thammasat University, 2021 | | 2021 |
Firm life cycle and idiosyncratic volatility: evidence from Thailand P Buasai, W Siwasarit Thammasat University, 2021 | | 2021 |
The evidence on the green bond premium in Asia-Pacific and Europe markets P Wongaree, W Siwasarit Thammasat University, 2021 | | 2021 |
HOUSEHOLD DEBT AND BUSINESS CYCLES IN ADVANCED VS EMERGING ECONOMIES MC VIMUKTANON THAMMASAT UNIVERSITY, 2021 | | 2021 |
Financial structure and implications for systemic risk MP SRICHART, W Siwasarit Thammasat University, 2020 | | 2020 |
Price limit changes and market quality in the Stock Exchange of Thailand MW KONGPIAM, W Siwasarit Thammasat University, 2020 | | 2020 |