The Role of Human Capital in Explaining Asset Return Dynamics in the Indian Stock Market During the COVID Era

Over the past decade, multifactor models have shown enhanced capability compared to single-factor models in explaining asset return variability. Given the common assertion that higher risk tends to yield higher returns, this study empirically examines the augmented human capital six-factor model’s p...

Descrizione completa

Dettagli Bibliografici

Autori principali:	Eleftherios Thalassinos, Naveed Khan, Mustafa Afeef, Hassan Zada, Shakeel Ahmed
Natura:	Artigo
Lingua:	Inglês
Pubblicazione:	MDPI AG 2025-07-01
Serie:	Risks
Soggetti:	risk and return asset pricing models human capital COVID-19 pandemic Fama and MacBeth regression
Accesso online:	https://www.mdpi.com/2227-9091/13/7/136
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!