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 15 August 2026
2017-05-07 06:39:00 Sunday ET

While the original five-factor asset pricing model arises from a quasi-lifetime of top empirical research by Nobel Laureate Eugene Fama and his long-time co
2019-01-25 13:34:00 Friday ET

Netflix raises its prices by 13% to 18% for U.S. subscribers. The immediate stock market price soars 6.5% as a result of this upward price adjustment. The b
2023-08-21 12:25:00 Monday ET

Steven Shavell presents his economic analysis of law in terms of the economic outcomes of both legal doctrines and institutions. Steven Shavell (2004)
2022-11-15 10:30:00 Tuesday ET

Stock market misvaluation and corporate investment payout The behavioral catering theory suggests that stock market misvaluation can have a first-order
2024-10-14 11:33:00 Monday ET

Stock Synopsis: Video games continue to take both screen time and monetization from many other forms of entertainment. We are broadly positive about the
2023-09-07 11:30:00 Thursday ET

Michael Woodford provides the theoretical foundations of monetary policy rules in ever more efficient financial markets. Michael Woodford (2003)