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 25 July 2026
2025-03-03 04:11:06 Monday ET

Is higher stock market concentration good or bad for Corporate America? In recent years, S&P 500 stock market returns exhibit spectacular concentrati
2018-01-29 07:38:00 Monday ET

President Donald Trump delivers his first state-of-the-union address. Several key highlights touch on economic issues from fiscal stimulus and trade protect
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
2019-04-09 11:29:00 Tuesday ET

The U.S. Treasury yield curve inverts for the first time since the Global Financial Crisis. The key term spread between the 10-year and 3-month U.S. Treasur
2018-07-17 08:35:00 Tuesday ET

Henry Paulson and Timothy Geithner (former Treasury heads) and Ben Bernanke (former Fed chairman) warn that people seem to have forgotten the lessons of the
2019-05-15 12:32:00 Wednesday ET

The May administration needs to seek a fresh fallback option for Halloween Brexit. After the House of Commons rejects Brexit proposals from the May administ