S
Santhakumar Shijin
Researcher at Pondicherry University
Publications - 18
Citations - 267
Santhakumar Shijin is an academic researcher from Pondicherry University. The author has contributed to research in topics: Capital asset pricing model & Consumption-based capital asset pricing model. The author has an hindex of 6, co-authored 17 publications receiving 210 citations. Previous affiliations of Santhakumar Shijin include T. A. Pai Management Institute.
Papers
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Journal ArticleDOI
A six-factor asset pricing model
Rahul Roy,Santhakumar Shijin +1 more
TL;DR: In this paper, the human capital component was introduced to the Fama and French five-factor model proposing an equilibrium six-factor asset pricing model, which employs an aggregate of four sets of portfolios mimicking size and industry with varying dimensions.
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Economic development, financial development, and income inequality nexus
T.B. Kavya,Santhakumar Shijin +1 more
TL;DR: In this article, the authors examined the interconnection between economic development and financial development on income inequality, considering Kuznets hypothesis, Greenwood and Jovanovic hypothesis and the new specification by Baiardi and Morana, using unbalanced dynamic panel GMM estimation models.
Journal ArticleDOI
A six-factor asset pricing model
Rahul Roy,Santhakumar Shijin +1 more
TL;DR: In this article, the human capital component was introduced to the Fama and French five-factor model proposing an equilibrium six-factor asset pricing model, which employs an aggregate of four sets of portfolios mimicking size and industry with varying dimensions.
Journal ArticleDOI
Dissecting anomalies and dynamic human capital: The global evidence
Rahul Roy,Santhakumar Shijin +1 more
TL;DR: In this paper, the authors argue that the risk of an asset is measured by the covariance of the asset's return with the return on the aggregate market and human capital, and that human capital is the strongest predictor of asset returns across the economies.
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The nexus of anomalies-stock returns-asset pricing models: The international evidence
Rahul Roy,Santhakumar Shijin +1 more
TL;DR: In this paper, the authors examined whether empirical asset pricing models capture the value, momentum, profitability, and investment pattern in international average returns, and the integration of the asset prices across the regions.