Academic Credentials & Affiliations

Wasin Siwasarit is currently a lecturer at Faculty of Economics, Thammasat University . His researches are in the area of Asset Pricing (Skewness in Asset Pricing), Financial Econometrics (MIDAS: Mixed Data Sampling) He received his PhD. in Economics from University of North Carolina at Chapel Hill, North Carolina U.S.A. in 2015.

Previously, he obtained hi B.A (First Class Honors) and M.A (English Program) in Economics from Thammasat University. His recent work includes the article ‘Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns’ in the Review of Financial Studies (2016).