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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 31 January 2026
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The recent British pound depreciation is a big Brexit barometer. Britain appoints former London mayor and Foreign Secretary Boris Johnson as the prime minis
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Fed Chair Jerome Powell increases the neutral interest rate to a range of 1.5% to 1.75% in his debut post-FOMC press conference. The Federal Reserve raises
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Corporate diversification theory and evidence A recent strand of corporate diversification literature spans at least three generations. The first generat
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European economic integration seems to have gone backwards primarily due to the recent Brexit movement. Brexit, key European sovereign debt, and French and
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Modern themes and insights in behavioral finance Shiller, R.J. (2003). From efficient markets theory to behavioral finance. Journal of Economi