| 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 | 91 | 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 | 3 | 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 | 2 | 2019 |
| 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 |
| 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 |
| The dynamic correlation between cryptocurrency and Thai financial assets with the impact of global macro-level variables T Sakulchaikaew, W Siwasarit Thammasat University, 2022 | | 2022 |
| 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 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 | | 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 C Vimuktanon, W Siwasarit 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 |
| Should macroeconomic forecasters use daily and monthly financial data for forecasting GDP growth?: evidence from Thailand MP APAI, W Siwasarit Thammasat University, 2019 | | 2019 |
| Optimal hedge ratio for ribbed smoked sheets No. 3 market in Thailand MN SANGSIRIROJ, W Siwasarit Thammasat University, 2019 | | 2019 |
