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  1. Is the six-factor asset pricing model discounting the global returns?

    Article • Macroeconomics and Finance in Emerging Market Economies, June 2021, Taylor & Francis

    Dr. Rahul Roy

  2. A six‐factor asset pricing model: The Japanese evidence

    Article • Financial Planning Review, February 2021, Wiley

    Dr. Rahul Roy

  3. The nexus of asset pricing, volatility and the business cycle

    Article • Journal of Economic Studies, May 2020, Emerald

    Dr. Rahul Roy, Associate Professor Shijin Santhakumar

  4. The tripartite inquiry into financial liberalization-volatility-information asymmetry nexus: Global panel approach

    Article • IIMB Management Review, July 2019, Elsevier

    Dr. Rahul Roy, Associate Professor Shijin Santhakumar

  5. Is Human Capital the Sixth Factor? Evidence from US Data

    Article • ACRN Journal of Finance and Risk Perspectives, January 2019, ACRN Oxford Ltd

    Dr. Rahul Roy, Associate Professor Shijin Santhakumar

  6. The nexus of anomalies-stock returns-asset pricing models: the international evidence

    Article • Borsa Istanbul Review, July 2018, Elsevier

    Dr. Rahul Roy, Associate Professor Shijin Santhakumar

  7. Dissecting anomalies and dynamic human capital: The global evidence

    Article • Borsa Istanbul Review, March 2018, Elsevier

    Associate Professor Shijin Santhakumar, Dr. Rahul Roy

  8. A six-factor asset pricing model

    Article • Borsa Istanbul Review, March 2018, Elsevier

    Dr. Rahul Roy, Associate Professor Shijin Santhakumar

  9. Time-varying global financial market inefficiency: an instance of pre-, during, and post-subprime crisis

    Article • DECISION, September 2014, Springer Science + Business Media

    Associate Professor Shijin Santhakumar, Dr. Rahul Roy