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...

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Autores principales:	Eleftherios Thalassinos, Naveed Khan, Mustafa Afeef, Hassan Zada, Shakeel Ahmed
Formato:	Artigo
Lenguaje:	Inglês
Publicado:	MDPI AG 2025-07-01
Colección:	Risks
Materias:	risk and return asset pricing models human capital COVID-19 pandemic Fama and MacBeth regression
Acceso en línea:	https://www.mdpi.com/2227-9091/13/7/136
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!