NA ...
+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 27 June 2026
2023-12-04 12:30:00 Monday ET

Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal
2019-07-09 15:14:00 Tuesday ET

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
2019-08-22 11:35:00 Thursday ET

Fundamental factors often reflect macroeconomic innovations and so help inform better stock investment decisions. Nobel Laureate Eugene Fama and his long-ti
2018-06-17 10:35:00 Sunday ET

In the past decades, capital market liberalization and globalization have combined to connect global financial markets to allow an ocean of money to flow th
2017-09-25 09:42:00 Monday ET

President Trump has allowed most JFK files to be released to the general public. This batch of documents reveals many details of the assassination of Presid
2018-08-19 10:34:00 Sunday ET

The World Economic Forum warns that artificial intelligence may destabilize the financial system. Artificial intelligence poses at least a trifecta of major