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 7 February 2026
2022-02-25 00:00:00 Friday ET

Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
2018-01-19 11:32:00 Friday ET

Most major economies grow with great synchronicity several years after the global financial crisis. These economies experience high stock market valuation,
2018-03-17 09:35:00 Saturday ET

Facebook faces a major data breach by Cambridge Analytica that has harvested private information from more than 50 million Facebook users. In a Facebook pos
2019-10-17 08:35:00 Thursday ET

The European Central Bank expects to further reduce negative interest rates with new quantitative government bond purchases. The ECB commits to further cutt
2018-12-07 11:35:00 Friday ET

Fed Chair Jerome Powell hints slower interest rate increases because the current rate is just below the neutral threshold. NYSE and NASDAQ share prices rebo
2020-01-15 08:31:00 Wednesday ET

Anti-competitive corporate practices may stifle U.S. innovation. In recent decades, wage growth, economic output, and productivity tend to stagnate as U.S.