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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Detalles Bibliográficos
Autores principales: Khan, Naveed, Zada, Hassan, Ahmed, Shakeel, Shah, Fayaz Ali, Jan, Shahid
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10208830/
https://www.ncbi.nlm.nih.gov/pubmed/37234637
http://dx.doi.org/10.1016/j.heliyon.2023.e16328

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10208830/
https://www.ncbi.nlm.nih.gov/pubmed/37234637
http://dx.doi.org/10.1016/j.heliyon.2023.e16328

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