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 October 2025
2019-07-07 18:36:00 Sunday ET
The Chinese central bank has to circumvent offshore imports-driven inflation due to Renminbi currency misalignment. Even though China keeps substantial fore
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
2018-11-13 12:30:00 Tuesday ET
President Trump promises a great trade deal with China as Americans mull over mid-term elections. President Trump wants to reach a trade accord with Chinese
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
2017-11-27 07:39:00 Monday ET
Is it anti-competitive and illegal for passive indexers and mutual funds to place large stock bets in specific industries with high market concentration? Ha
2018-05-10 07:37:00 Thursday ET
Top money managers George Soros and Warren Buffett reveal their current stock and bond positions in their recent corporate disclosures as of mid-2018. Georg