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 27 June 2026
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Dow Jones tumbles 3% or 831 points while NASDAQ tanks 4%, and this negative investor sentiment rips through most European and Asian stock markets in early-O
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Due to U.S. tariffs and other cloudy causes of economic policy uncertainty, Apple, Nintendo, and Samsung start to consider making tech products in Vietnam i
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President Trump seeks to honor his campaign promise of lower U.S. medical costs by forcing higher big-pharma prices in foreign countries such as Canada, Bri
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Top tech firms such as Google, Intel, and Qualcomm suspend Android services to HuaWei as the Trump administration blacklists the Chinese company. HuaWei can
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Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal
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