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 27 December 2025
2019-03-01 13:36:00 Friday ET

Global economic uncertainty now lurks in a thick layer of mystery. This uncertainty arises from Sino-U.S. trade tension, Brexit fallout, monetary policy nor
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
2022-10-25 11:31:00 Tuesday ET

Corporate investment insights from mergers and acquisitions Relative market misvaluation between the bidder and target firms drives most waves of mergers
2019-06-07 04:02:05 Friday ET

The world seeks to reduce medicine prices and other health care costs to better regulate big pharma. Nowadays the Trump administration requires pharmaceutic
2019-07-30 15:33:00 Tuesday ET

All of the 18 systemically important banks pass the annual Federal Reserve stress tests. Many of the largest lenders announce higher cash payouts to shareho
2018-08-23 11:34:00 Thursday ET

Harvard financial economist Alberto Cavallo empirically shows the recent *Amazon effect* that online retailers such as Amazon, Alibaba, and eBay etc use fas