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 28 March 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
2019-01-06 08:39:00 Sunday ET

President Trump signs an executive order to freeze federal employee pay in early-2019. Federal employees face furlough or work without pay due to the govern
2018-07-09 09:39:00 Monday ET

The Federal Reserve raises the interest rate again in mid-2018 in response to 2% inflation and wage growth. The current neutral interest rate hike neither b
2019-09-13 10:37:00 Friday ET

China allows its renminbi currency to slide below the key psychologically important threshold of 7-yuan per U.S. dollar. A currency dispute between the U.S.
2018-04-17 12:38:00 Tuesday ET

Value investment strategies make investors wiser like water with core fundamental factor analysis. Value investors tend to buy stocks below their intrinsic
2017-01-03 03:26:00 Tuesday ET

President-Elect Donald Trump wants Apple and its tech peers to consider better and greater high-tech job creation in America. Apple has asked its primary