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 10 January 2026
2023-12-03 11:33:00 Sunday ET

Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati
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)
2018-10-25 10:36:00 Thursday ET

Trump tariffs begin to bite U.S. corporate profits from Ford and Harley-Davidson to Caterpillar and Walmart etc. U.S. corporate profit growth remains high a
2022-11-25 09:29:00 Friday ET

Uniform field theory of corporate finance While the agency and precautionary-motive stories are complementary, these stories can be nested as special cas
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Our fintech finbuzz analytic report shines fresh light on the fundamental prospects of U.S. tech titans Facebook, Apple, Microsoft, Google, and Amazon (F.A.
2018-12-03 10:40:00 Monday ET

Bank of England publishes its latest insights into the economic impact of Brexit on British real productivity, capital investment, and labor supply as of 20