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 30 September 2023
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
2019-03-27 11:28:00 Wednesday ET
OECD cuts the global economic growth forecast from 3.5% to 3.3% for the current fiscal year 2019-2020. The global economy suffers from economic protraction
2017-04-19 17:37:00 Wednesday ET
Apple is now the world's biggest dividend payer with its $13 billion dividend payout and surpasses ExxonMobil's dividend payout record. Despite the
2019-05-15 12:32:00 Wednesday ET
The May administration needs to seek a fresh fallback option for Halloween Brexit. After the House of Commons rejects Brexit proposals from the May administ
2022-10-25 11:31:00 Tuesday ET
Corporate investment insights from mergers and acquisitions Relative market misvaluation between the bidder and target firms drives most waves of mergers
2018-01-08 10:37:00 Monday ET
Spotify considers directly selling its shares to the retail public with no underwriter involvement. The music-streaming company plans a direct list on NYSE