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 18 April 2026
2022-10-05 08:24:00 Wednesday ET

Precautionary-motive and agency reasons for corporate cash management Bates, Kahle, and Stulz (JF 2009) empirically find that public firms have doubled t
2023-11-14 08:24:00 Tuesday ET

Thomas Sowell argues that some economic reforms inadvertently exacerbate economic disparities. Thomas Sowell (2019) Discrimination and econo
2019-03-03 10:39:00 Sunday ET

Tech companies seek to serve as quasi-financial intermediaries. Retail traders can list items for sale on eBay and then acquire these items economically on
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
2019-08-22 11:35:00 Thursday ET

Fundamental factors often reflect macroeconomic innovations and so help inform better stock investment decisions. Nobel Laureate Eugene Fama and his long-ti
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