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+See MoreSharpe-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 31 January 2026
2018-10-11 08:44:00 Thursday ET

Treasury bond yield curve inversion often signals the next economic recession in America. In fact, U.S. bond yield curve inversion correctly predicts the da
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The Chinese new star board launches for tech firms to list at home. The Nasdaq-equivalent new star board serves as a key avenue for Chinese tech companies t
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The Internet and telecom conglomerate SoftBank Group raises $23 billion in the biggest IPO in Japan. Going public is part of the major corporate move away f
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European Central Bank designs its current monetary policy reaction function and interest rate forward guidance in response to key delays in inflation conver
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Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
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In recent years, several central banks conduct, assess, and discuss the core lessons, rules, and challenges from their monetary policy framework r