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+See MoreSharpe-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 27 June 2026
2022-03-05 09:27:00 Saturday ET

Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
2018-04-29 13:44:00 Sunday ET

College education offers a hefty 8.8% pay premium for each marginal increase in the number of years of intellectual attainment in contrast to the 5.6%-6% lo
2018-10-15 09:33:00 Monday ET

Several pharmaceutical companies now switch their primary focus from generic prescription drugs to medical specialties such as cardiovascular medications an
2023-12-05 09:25:00 Tuesday ET

Better corporate ownership governance through worldwide convergence toward Berle-Means stock ownership dispersion Abstract We design a model
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The Chinese new star board launches for tech firms to list at home. The Nasdaq-equivalent new star board serves as a key avenue for Chinese tech companies t
2023-02-21 08:27:00 Tuesday ET

Mark Granovetter follows the key principles of modern economic sociology to analyze social relations and economic phenomena. Mark Granovetter (2017) &