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 29 August 2026
2022-11-15 10:30:00 Tuesday ET

Stock market misvaluation and corporate investment payout The behavioral catering theory suggests that stock market misvaluation can have a first-order
2018-08-05 12:34:00 Sunday ET

JPMorgan Chase CEO Jamie Dimon sees great potential for 10-year government bond yields to rise to 5% in contrast to the current 3% 10-year Treasury bond yie
2018-12-05 09:38:00 Wednesday ET

Federal Reserve publishes its inaugural flagship financial stability report. Fed Chair Jerome Powell applauds both low inflation (2%) and low unemployment (
2019-11-13 11:34:00 Wednesday ET

The new Brexit deal can boost British pound appreciation and economic optimism. British prime minister Boris Johnson wins the parliamentary vote on his new
2019-02-11 09:37:00 Monday ET

Corporate America uses Trump tax cuts and offshore cash stockpiles primarily to fund share repurchases for better stock market valuation. Share repurchases
2020-10-06 09:31:00 Tuesday ET

Strategic managers envision lofty purposes to enjoy incremental consistent progress over time. Allison Rimm (2015) The joy of strategy: a bu