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 24 January 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
2019-01-01 03:34:48 Tuesday ET

American allies assist AT&T and Verizon in implementing 5G telecommunication technology in the U.S. as such allies ban the use of HuaWei 5G telecom equi
2019-01-17 10:41:00 Thursday ET

Sino-American trade talks make positive progress over 3 consecutive days as S&P 500 and global stock market indices post 3-day win streaks. Asian and Eu
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
2019-03-17 14:35:00 Sunday ET

U.S. trade rep Robert Lighthizer proposes America to require regular touchpoints to ensure Sino-U.S. trade deal enforcement. America has to maintain the thr
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