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+See MoreSharpe-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 10 January 2026
2023-07-28 11:28:00 Friday ET

Lucian Bebchuk and Jesse Fried critique that executive pay often cannot help explain the stock return and operational performance of most U.S. public corpor
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
2025-06-20 08:27:00 Friday ET

President Trump poses new threats to Fed Chair monetary policy independence again. We describe, discuss, and delve into the mainstream reasons, conc
2017-05-13 07:28:00 Saturday ET

America's Top 5 tech firms, Apple, Alphabet, Microsoft, Amazon, and Facebook have become the most valuable publicly listed companies in the world. These
2022-05-30 09:32:00 Monday ET

The new semiconductor microchip demand-supply imbalance remains quite severe for the U.S. tech and auto industries. Our current fundamental macro a
2022-11-25 09:29:00 Friday ET

Uniform field theory of corporate finance While the agency and precautionary-motive stories are complementary, these stories can be nested as special cas