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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2023
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| Materias: | |
| 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 |