Human capital-based four-factor asset pricing model: An empirical study from Pakistan
This study aims to extend the Fama-French three-factor model by including human capital as a fourth factor. For this purpose, we have collected data from 164 non-financial firms from July 2010 to June 2020. To evaluate the validity and applicability of our augmented human capital-based four-factor m...
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| Главные авторы: | , , , , |
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| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
Elsevier
2023-05-01
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| Серии: | Heliyon |
| Предметы: | |
| Online-ссылка: | http://www.sciencedirect.com/science/article/pii/S2405844023035351 |
| Метки: |
Нет меток, Требуется 1-ая метка записи!
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