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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 11 July 2026
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FAMGA stands for Facebook, Apple, Microsoft, Google, and Amazon. These tech giants account for more than 15% of market capitalization of the American stock
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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
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The Internet and telecom conglomerate SoftBank Group raises $23 billion in the biggest IPO in Japan. Going public is part of the major corporate move away f
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Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
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Artificial intelligence continues to push boundaries for several tech titans to sustain their central disruptive innovations, competitive moats, and first-m
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America and China play the game of chicken over trade and technology, whereas, most market observers and economic media commentators hope the Trump team to