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 18 July 2026
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
2018-04-17 12:38:00 Tuesday ET

Value investment strategies make investors wiser like water with core fundamental factor analysis. Value investors tend to buy stocks below their intrinsic
2018-12-17 08:43:00 Monday ET

Apple files an appeal to overturn the recent iPhone sales ban in China due to its patent infringement of Qualcomm proprietary technology. This recent ban of
2023-07-14 10:32:00 Friday ET

Ray Fair applies his macroeconometric model to study the central features of the U.S. macroeconomy such as price stability and full employment in the dual m
2022-05-25 09:31:00 Wednesday ET

Net stock issuance theory and practice Net equity issuance can be in the form of initial public offering (IPO) or seasoned equity offering (SEO). This l
2023-05-31 11:27:00 Wednesday ET

What are the top global risks in trade, finance, and technology? In this macro report, we focus on the current global risks from inflation and growth con