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 9 May 2026
2023-03-28 11:30:00 Tuesday ET

The Federal Reserve System conducts monetary policy decisions, interest rate adjustments, and inter-bank payment operations. Peter Conti-Brown (2017)
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
2020-01-08 08:25:00 Wednesday ET

Conservative Party wins the British parliamentary majority in the general election with hefty British pound appreciation. In response to this general electi
2023-10-21 11:32:00 Saturday ET

Walter Scheidel indicates that persistent European fragmentation after the collapse of the Roman Empire leads to modern economic growth and development.
2018-01-04 07:36:00 Thursday ET

The world now faces an economic inequality crisis with few policy options. Some recent U.S. Federal Reserve data suggest that both income and wealth inequal
2020-09-15 08:38:00 Tuesday ET

Macro eigenvalue volatility helps predict some recent episodes of high economic policy uncertainty, recession risk, or rare events such as the recent rampan