Department of Commerce
SOM, Pondicherry University,
Pondicherry, IN Puducherry 605014
India
Pondicherry University
FF portfolio, Human capital, IVGMM approach, Return predictability, Six-factor asset pricing model
Asset pricing, FF five-factor model, human capital, return predictability, six-factor asset pricing model, sixth factor
Time-varying VAR model, ARCH, GARCH, Subprime crisis, Time-varying global financial market inefficiency, Market dynamics
Developed economy, Emerging economy, Financial liberalisation, Panel GARCH and TGARCH, Information asymmetry Volatility
Anomalies, Asset pricing, CCAPM, Human capital, ICAPM, Random effects
Asset pricing model, GRS test, Integrated pricing, International stock returns, Returns predictability
Asset pricing, Business cycle, Human capital, Six-factor asset pricing model
Asset pricing, Fama–MacBeth, human capital, integrated international asset pricing, labour income growth, six-factor model
Aggregate wealth, asset pricing, developed and emerging economies, human wealth, saving
