Sharpe-Lintner-Black CAPM alpha (Premium Members Only) Fama-French (1993) 3-factor alpha (Premium Members Only) Fama-French-Carhart 4-factor alpha (Premium Members Only) Fama-French (2015) 5-factor alpha (Premium Members Only) Fama-French-Carhart 6-factor alpha (Premium Members Only) Dynamic conditional 6-factor alpha (Premium Members Only) Last update: Saturday 13 September 2025
2018-09-03 09:31:00 Monday ET
Amazon follows Apple to become the second American public corporation to hit $1 trillion stock market valuation. Amazon's founder and chairman Jeff Bezo
2025-03-03 04:11:06 Monday ET
Is higher stock market concentration good or bad for Corporate America? In recent years, S&P 500 stock market returns exhibit spectacular concentrati
2017-09-19 05:34:00 Tuesday ET
Facebook, Twitter, and Google executives head before the Senate Judiciary Committee to explain the scope of Russian interference in the U.S. presidential el
2022-11-15 10:30:00 Tuesday ET
Stock market misvaluation and corporate investment payout The behavioral catering theory suggests that stock market misvaluation can have a first-order
2023-12-04 12:30:00 Monday ET
Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal
2017-01-11 11:38:00 Wednesday ET
Thomas Piketty's recent new book *Capital in the Twenty-First Century* frames income and wealth inequality now as a global economic phenomenon. When