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 1 November 2025
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
2023-06-21 12:32:00 Wednesday ET

Michael Sandel analyzes what money cannot buy in stark contrast to the free market ideology of capitalism. Michael Sandel (2013) What money
2019-03-01 13:36:00 Friday ET

Global economic uncertainty now lurks in a thick layer of mystery. This uncertainty arises from Sino-U.S. trade tension, Brexit fallout, monetary policy nor
2019-12-07 11:30:00 Saturday ET

China turns on its 5G telecom networks in the hot pursuit of global tech supremacy. China Telecom, China Unicom, and China Mobile disclose 5G fees of $18-$2
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
2018-06-09 16:40:00 Saturday ET

The Trump administration introduces new tariffs on $50 billion Chinese goods amid the persistent bilateral trade dispute. The tariffs effectively boost cost