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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 13 September 2025
2018-05-27 08:33:00 Sunday ET
The Federal Reserve proposes softening the Volcker rule that prevents banks from placing risky bets on securities with deposit finance. As part of the po
2019-08-02 17:39:00 Friday ET
The Phillips curve becomes the Phillips cloud with no inexorable trade-off between inflation and unemployment. Stanford finance professor John Cochrane disa
2023-12-05 09:25:00 Tuesday ET
Better corporate ownership governance through worldwide convergence toward Berle-Means stock ownership dispersion Abstract We design a model
2019-02-13 11:00:00 Wednesday ET
President Trump may reluctantly sign the congressional border wall deal in order to avert another U.S. government shutdown. With his executive power to decl
2018-05-15 08:40:00 Tuesday ET
Net neutrality rules continue to revolve around the Trump administration's current IT agenda of 5G telecom transformation. Republican Senate passes the
2023-04-07 12:29:00 Friday ET
Timothy Geithner shares his reflections on the post-crisis macro financial stress tests for U.S. banks. Timothy Geithner (2014) Macrofinanci