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 April 2026
2025-03-03 04:11:06 Monday ET

Is higher stock market concentration good or bad for Corporate America? In recent years, S&P 500 stock market returns exhibit spectacular concentrati
2019-03-03 10:39:00 Sunday ET

Tech companies seek to serve as quasi-financial intermediaries. Retail traders can list items for sale on eBay and then acquire these items economically on
2018-07-19 18:38:00 Thursday ET

Goldman Sachs chief economist Jan Hatzius proposes designing a new Financial Conditions Index (FCI) to be a weighted-average of interest rates, exchange rat
2018-04-07 09:36:00 Saturday ET

Facebook CEO Mark Zuckerberg testifies in Congress to rise up to the challenge of public outrage in response to the Cambridge Analytica data debacle and use
2023-04-28 16:38:00 Friday ET

Peter Schuck analyzes U.S. government failures and structural problems in light of both institutions and incentives. Peter Schuck (2015) Why
2019-10-01 11:33:00 Tuesday ET

The Trump administration postpones increasing 25% to 30% tariffs on $250 billion Chinese imports after China extends an olive branch to de-escalate Sino-Ame