This paper proposes and validates a comprehensive model of consumer acceptance in the context of offline e-cash payment.

This paper investigates the role of Fibonacci retracements levels, a popular technical analysis indicator, in predicting stock prices of leading U.S. energy companies and energy cryptocurrencies.

Historically, exchange rate forecasting models have exhibited poor out-of-sample performances and were inferior to the random walk model.

We offer empirical evidence that size, low-risk, value, and momentum factor portfolios generate economically meaningful and statistically significant alphas in the corporate bond market.

One of the most vexing problems in investment management is that diversification seems to disappear when investors need it the most.

Using a novel dataset consisting of daily futures prices going back to 1877, we find that returns of commodity futures indices have, on average, been positive over the long run.

Financial illiteracy is widespread and leads to bad financial decisions. Individuals cannot answer basic questions about inflation, compounding, and diversification.

We investigate the association between bond returns and 32 financial statement variables. Our findings show that...

Bond carry is the expected return on a bond when the yield curve does not change. The curve carry strategy within each country constructs buckets based on bond maturities...