Wasin Siwasarit

Wasin Siwasarit

Thammasat University - Bangkok / Thailand
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5822292
มหาวิทยาลัยธรรมศาสตร์
person_outline Wasin Siwasarit's MOST POPULAR ARTICLES
1-) Skewness in expected macro fundamentals and the predictability of equity returns: Evidence and theoryR Colacito, E Ghysels, J Meng, W SiwasaritThe Review of Financial Studies 29 (8), 2069-2109, 2016952016
2-) Capturing the order imbalance with hidden markov model: A Case of SET50 and KOSPI50P Wu, W SiwasaritAsia-Pacific Financial Markets 27 (1), 115-144, 202032020
3-) Impact of Bank-Specific and Macroeconomic Determinants on Financial Performance in Commercial Banks–Case Study in Thailand and VietnamMV KEO, W SiwasaritThammasat University, 201932019
4-) 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 SiwasaritThammasat University, 202122021
5-) Co-movements in bonds, stocks and exchange rate: empirical findings and macro-financial linkagesP Saengchan, W SiwasaritFaculty of Economics, Thammasat University, 201822018