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 29 November 2025
2017-10-09 09:34:00 Monday ET

The current Trump stock market rally has been impressive from November 2016 to October 2017. S&P 500 has risen by 21.1% since the 2016 presidential elec
2019-06-15 10:28:00 Saturday ET

The Sino-American trade war may slash global GDP by $600 billion. If the Trump administration imposes tariffs on all the Chinese imports and China retaliate
2018-12-03 10:40:00 Monday ET

Bank of England publishes its latest insights into the economic impact of Brexit on British real productivity, capital investment, and labor supply as of 20
2018-07-09 09:39:00 Monday ET

The Federal Reserve raises the interest rate again in mid-2018 in response to 2% inflation and wage growth. The current neutral interest rate hike neither b
2023-12-03 11:33:00 Sunday ET

Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati
2017-02-25 06:44:00 Saturday ET

As the White House economic director, Gary Cohn suggests that the Trump administration will tackle tax cuts after the administration *repeals and replaces*