Can a human capital-based six factor model perform better than Fama-French five factor model: an empirical study on asset pricing in Pakistan
This study compares the human capital based six factor model with the Fama-French five factor model in the context of Pakistan. For this purpose, we collected data from 170 non-financial firms listed on the Pakistan stock exchange based on market capitalization from 2010 to 2020. We employed Fama-Ma...
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| Main Authors: | , , , |
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| Format: | Conference or Workshop Item |
| Language: | en |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/132536/1/132536.pdf https://ir.uitm.edu.my/id/eprint/132536/ |
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