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
2022-02-05 09:26:00 Saturday ET

Modern themes and insights in behavioral finance Shiller, R.J. (2003). From efficient markets theory to behavioral finance. Journal of Economi
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Amy Chua and Jed Rubenfeld suggest that relatively successful ethnic groups exhibit common cultural traits in America. Amy Chua and Jed Rubenfeld (2015)
2017-12-07 08:31:00 Thursday ET

Large multinational tech firms such as Facebook, Apple, Microsoft, Google, and Amazon can benefit much from the G.O.P. tax reform. A recent stock research r
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Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
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Conservative Party wins the British parliamentary majority in the general election with hefty British pound appreciation. In response to this general electi
2018-06-06 09:39:00 Wednesday ET

Donald Trump and Kim Jong Un meet, talk, and shake hands in the historic peace summit between America and North Korea in Singapore. At the start of the bila