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 3 January 2026
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
2019-10-01 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
2018-05-11 09:37:00 Friday ET

OPEC countries have cut the global glut of oil production in recent years while the resultant oil price has surged from $30 to $78 per barrel from 2015 to 2
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*
2022-04-05 17:39:00 Tuesday ET

Corporate diversification theory and evidence A recent strand of corporate diversification literature spans at least three generations. The first generat
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